Commander aujourd'hui : Schweizerische Zivilprozessordnung (Art. 1–352 ZPO sowie Art. 400–408 ZPO)
Logo
Interest Rate Modelling in the Multi-Curve Framework
Télécharger la couverture

Interest Rate Modelling in the Multi-Curve Framework

Foundations, Evolution and Implementation
Livre (relié)env. 117.00 CHF
livrable dans env. 20-45 jours

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.

mai 2014, env. 241 pages, Applied Quantitative Finance, Anglais
Springer EN
978-1-137-37465-3

Autres titres de la collection: Applied Quantitative Finance

Afficher tout
Interest Rate Modelling in the Multi-Curve Framework
Foundations, Evolution, Transition, and Implementation
Springer International Publishing, 2026
978-3-032-02684-2
env. 103.00 CHF
paraît en avril
The Validation of Risk Models
A Handbook for Practitioners
Springer EN, 2016
978-1-137-43695-5
env. 169.00 CHF
livrable dans env. 20-45 jours
Optimization Methods for Gas and Power Markets
Theory and Cases
Springer EN, 2016
978-1-137-41296-6
env. 159.00 CHF
livrable dans env. 20-45 jours
Equity Derivatives and Hybrids
Markets, Models and Methods
Springer EN, 2015
978-1-137-34948-4
env. 117.00 CHF
livrable dans env. 20-45 jours
Modeling and Valuation of Energy Structures
Analytics, Econometrics, and Numerics
Springer EN, 2015
978-1-137-56014-8
env. 147.00 CHF
livrable dans env. 20-45 jours
Zero Lower Bound Term Structure Modeling
A Practitioner’s Guide
Springer EN, 2015
978-1-137-40832-7
env. 147.00 CHF
livrable dans env. 20-45 jours
Quantitative Finance
Back to Basic Principles
Springer EN, 2015
978-1-349-49028-8
env. 84.00 CHF
livrable dans env. 20-45 jours

Autres titres sur ce thème

Gestione delle risorse umane e sviluppo nazionale in Malawi
Edizioni Sapienza, 2026
978-620-8-43537-0
env. 57.50 CHF
livrable dans env. 10 jours
Yours or Mine?
The Modern Money Questions That Could Save Your Relationships
Harper Collins, 2027
978-0-00-851222-4
env. 29.90 CHF
paraît en janvier
Business Valuation
A Step-by-Step Beginner's Guide to Valuing a Company
PublishDrive, 2026
978-1-80765-029-2
env. 19.50 CHF
livrable dans env. 10 jours
Macroeconomic Policy for Rice Agriculture in Japan
Resuscitation in the Liberalized Competitive Market
Springer EN, 2026
978-4-431-55232-1
env. 135.00 CHF
livrable dans env. 20-45 jours
Crypto-Capitalism
The New Financial Dystopia
Ingram Publishers Services, 2027
979-8-88890-493-0
env. 99.00 CHF
paraît en janvier
Global Trends and Dynamism of China's Agro-Food System
Springer EN, 2026
978-4-431-55596-4
env. 134.00 CHF
paraît en septembre