Download Interest Rate Modelling by Marc Henrard (.PDF)

Interest Rate Modelling by Marc Henrard
Requirements: .PDF reader, 3 MB
Overview: 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.
Genre: Non-Fiction > Educational

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