Link to the ebook : https://login.ezproxy.univ-catholille.fr/login?url=https://s...

eISBN : 978-1-137-37466-0

Contents : 1. Introduction
2. The Multi-curve Framework Foundations
3. Variation on a Theme
4. Interpolation
5. Curve Calibration
6. More Instruments
7. Options and Spread Modelling
8. Collateral and Funding
Appendix A - Gaussian HJM
Appendix B - Conventions
Appendix C - Implementation in a library
Bibliography
Index

Language : English

Series : APPLIED QUANTITATIVE FINANCE

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque