Free Shipping on Order Over $60
AfterPay Available
Interest Rate Modelling in the Multi-Curve Framework

Interest Rate Modelling in the Multi-Curve Framework

Foundations, Evolution and Implementation

by M. Henrard
Paperback
Publication Date: 01/01/2014
RRP  $84.99 $84.35
or 4 easy payments of $21.09 with
afterpay
This item qualifies for FREE delivery
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.
ISBN:
9781349477043
9781349477043
Category:
Finance
Format:
Paperback
Publication Date:
01-01-2014
Publisher:
Palgrave Macmillan
Country of origin:
United Kingdom
Pages:
241
Dimensions (mm):
235x155x14mm
Weight:
3.93kg

This title is in stock with our Australian supplier and arrives at our Sydney warehouse within 10-15 working days of you placing an order.

Once received into our warehouse we will despatch it to you with a Shipping Notification which includes online tracking.

Please check the estimated delivery times below for your region, for after your order is despatched from our warehouse:

ACT Metro  2 working days

NSW Metro  2 working days

NSW Rural  2 - 3 working days

NSW Remote  2 - 5 working days

NT Metro  3 - 6 working days

NT Remote  4 - 10 working days

QLD Metro  2 - 4 working days

QLD Rural  2 - 5 working days

QLD Remote  2 - 7 working days

SA Metro  2 - 5 working days

SA Rural  3 - 6 working days

SA Remote  3 - 7 working days

TAS Metro  3 - 6 working days

TAS Rural  3 - 6 working days

VIC Metro  2 - 3 working days

VIC Rural  2 - 4 working days

VIC Remote  2 - 5 working days

WA Metro  3 - 6 working days

WA Rural  4 - 8 working days

WA Remote  4 - 12 working days

Customer Reviews

Be the first to review Interest Rate Modelling in the Multi-Curve Framework.