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Item 1 of 1
Item 1 of 1
Palgrave Macmillan
Interest Rate Modelling in the Multi-Curve Framework : Foundations
Evolution and Implementation
SR 346
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SR21Per Month/24 months
This book is printed on demand and is non-refundable after purchase
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About this Product
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.
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