FREE DELIVERY ON ORDERS OVER €10 | FREE CLICK & COLLECT NOW AVAILABLE

Interest rate modelling in the multi-curve framework

by M. Henrard | 29 May 2014
Synopsis
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.
€83.99
251 Reward Points
Currently out of stock
Delivery 2-7 working days.
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Synopsis
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.
€83.99
251 Reward Points
Currently out of stock
Delivery 2-7 working days.
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!


Product Details

ISBN - 9781137374653
Format -
Publisher -
Published - 29/05/2014
Categories - All, Books, Business Computers, Finance, Accounting & Finance
No. of Pages - 0
Weight - 538
Edition - 2014
Series - - Not Available
Page Size - 24
Language - en-US
Readership Age - Not Available
Table of Contents - Not Available

Delivery And Returns

Please Note: Items in our extended range may take longer to deliver. For this reason, we cannot guarantee delivery of this item before Christmas.

Place an order for over €10 to receive free delivery to anywhere in Ireland and the UK! See our Delivery Charges section below for a full breakdown of shipping costs for all destinations.

 

Delivery Charges

  Ireland & UK* Europe & USA Australia & Canada Rest of World
Under €10 €3.80 €10 €15 €25
Over €10
Free €10 €15 €25

*Free delivery on all orders over €10 - only applies to order total.

All orders will be delivered by An Post.