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151203s2014 xxk| s |||| 0|eng d |
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|a 9781137374660
|9 978-1-137-37466-0
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|a 10.1057/9781137374660
|2 doi
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|a HG176.7
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|a KFF
|2 bicssc
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|a BUS027010
|2 bisacsh
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|a 332
|2 23
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|a Henrard, Marc.
|e author.
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|a Interest Rate Modelling in the Multi-curve Framework
|b Foundations, Evolution and Implementation /
|c by Marc Henrard.
|h [electronic resource] :
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| 264 |
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|a London :
|b Palgrave Macmillan UK :
|b Imprint: Palgrave Macmillan,
|c 2014.
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| 300 |
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|a XIII, 241 p.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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| 490 |
1 |
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|a Applied Quantitative Finance
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| 520 |
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|a 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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| 650 |
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|a Finance.
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| 650 |
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|a Business enterprises
|x Finance.
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| 650 |
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|a Corporations
|x Finance.
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| 650 |
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|a Investment banking.
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| 650 |
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|a Securities.
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| 650 |
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|a Risk management.
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| 650 |
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|a Financial engineering.
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| 650 |
1 |
4 |
|a Finance.
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| 650 |
2 |
4 |
|a Financial Engineering.
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| 650 |
2 |
4 |
|a Investments and Securities.
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| 650 |
2 |
4 |
|a Corporate Finance.
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| 650 |
2 |
4 |
|a Risk Management.
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| 650 |
2 |
4 |
|a Business Finance.
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| 710 |
2 |
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|a SpringerLink (Online service)
|
| 773 |
0 |
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|t Springer eBooks
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| 776 |
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8 |
|i Printed edition:
|z 9781349477043
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| 830 |
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|a Applied Quantitative Finance
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| 856 |
4 |
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|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1057/9781137374660
|z View fulltext via EzAccess
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| 912 |
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|a ZDB-2-PEF
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| 950 |
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|a Palgrave Economics & Finance Collection (Springer-41136)
|