Zinsmodellierung im Mehrkurvenrahmen: Grundlagen, Evolution...
77,88 €
Interest Rate Modelling in the Multi-curve Framework : Foundations, Evolution and Implementation, Paperback by Henrard, M., ISBN 1349477044, ISBN-13 9781349477043, Brand New, Free P&P in the UK 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. Th also covers recent extensions to collateral and stochastic spreads modelling.
Jetzt bei Ebay:
