Interest Rate Modelling in the Multi-Curve Framework

  • Nyhet

Foundations, Evolution, Transition, and Implementation

Inbunden, Engelska, 2025

Av Marc Henrard

1 589 kr

Kommande

Produktinformation

  • Utgivningsdatum2025-12-29
  • Mått155 x 235 x undefined mm
  • FormatInbunden
  • SpråkEngelska
  • SerieApplied Quantitative Finance
  • Antal sidor292
  • Upplaga2
  • FörlagSpringer Nature Switzerland AG
  • ISBN9783032026842

Tillhör följande kategorier

Mer från samma författare

Algorithmic Differentiation in Finance Explained

Algorithmic Differentiation in Finance Explained

Marc Henrard

479 kr

Du kanske också är intresserad av

Credit Correlation

Credit Correlation

Youssef Elouerkhaoui

709 kr

SABR and SABR LIBOR Market Models in Practice

SABR and SABR LIBOR Market Models in Practice

Christian Crispoldi, Gérald Wigger, Peter Larkin

1 199 kr

Modern Derivatives Pricing and Credit Exposure Analysis

Modern Derivatives Pricing and Credit Exposure Analysis

Roland Lichters, Roland Stamm, Donal Gallagher

1 309 kr

Quantitative Finance

Quantitative Finance

A. Reghai

1 239 kr

Discounting, LIBOR, CVA and Funding

Discounting, LIBOR, CVA and Funding

C. Kenyon, R. Stamm, Chris Kenyon, Roland Stamm

949 kr

XVA Desks - A New Era for Risk Management

XVA Desks - A New Era for Risk Management

I. Ruiz

1 729 kr

Credit Correlation

Credit Correlation

Youssef Elouerkhaoui

1 019 kr

Interest Rate Modelling in the Multi-Curve Framework

Interest Rate Modelling in the Multi-Curve Framework

M. Henrard

1 239 kr

FX Barrier Options

FX Barrier Options

Zareer Dadachanji

1 449 kr

Discounting, LIBOR, CVA and Funding

Discounting, LIBOR, CVA and Funding

C. Kenyon, R. Stamm

729 kr