SKU/Artículo: AMZ-1349477044

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

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Paperback

Hardcover

Kindle

Paperback

Detalles del producto
Disponibilidad:
En stock
Peso con empaque:
0.36 kg
Devolución:
No
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Nuevo
Producto de:
Amazon
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USA

Sobre este producto
  • 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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AR$177.464
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AR$122.388

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