LIBROS DEL AUTOR: m henrard

2 resultados para LIBROS DEL AUTOR: m henrard

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  • Interest Rate Modelling in the Multi-Curve Framework
    M. Henrard
    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. ...
    Disponible

    48,01 €

  • Interest Rate Modelling in the Multi-Curve Framework
    M. Henrard
    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. ...
    Disponible

    84,91 €