رکورد قبلیرکورد بعدی

" Interest rate modelling in the multi-curve framework : "


Document Type : BL
Record Number : 718940
Doc. No : b538631
Main Entry : Marc Henrard.
Title & Author : Interest rate modelling in the multi-curve framework : : foundations, evolution and implementation\ Marc Henrard.
Publication Statement : [Basingstoke]: Palgrave Macmillan, 2014
Series Statement : Applied quantitative finance.
ISBN : 1137374667
: : 1137374675
: : 1349477044
: : 9781137374660
: : 9781137374677
: : 9781349477043
Contents : 1. Introduction --;2. The Multi-Curve Framework Foundations --;3. Variation on a Theme --;4. Interpolation --;5. Curve Calibration --;6. More Instruments --;7. Options and Spread Modelling --;8. Collateral and Funding --;Appendix A. Gaussian HJM --;Appendix B. Conventions --;Appendix C. Implementation in a Library.
Abstract : Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling.
Subject : BUSINESS ECONOMICS -- Finance.
Subject : Corporate finance.
Subject : Interest rates -- Mathematical models.
LC Classification : ‭HG1621‬‭.M373 2014‬
Added Entry : Marc Henrard
کپی لینک

پیشنهاد خرید
پیوستها
Search result is zero
نظرسنجی
نظرسنجی منابع دیجیتال

1 - آیا از کیفیت منابع دیجیتال راضی هستید؟