Interest Rate Modelling in the Multi-curve Framework Foundations, Evolution and Implementation /
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 coll...
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| Format: | Electronic |
| Language: | English |
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London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2014.
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| Series: | Applied Quantitative Finance
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| Online Access: | View fulltext via EzAccess |