| 000 | 01807nam a22003735i 4500 | ||
|---|---|---|---|
| 005 | 20250919010642.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 160122s2014 xxk| s |||| 0|eng d | ||
| 020 |
_a9781137374660 _qelectronic book |
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| 039 | 9 |
_a201606081457 _bhaiyati _c201605090803 _dhayat _c201605061442 _dhayat _c201605051503 _dhayat _y01-22-2016 _zhafiz _wSpringer_MARC_20160120_024416-hafizupload22012016.mrc _x125 |
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| 090 | _aebook | ||
| 100 | 1 |
_aHenrard, Marc, _eauthor. |
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| 245 | 1 | 0 |
_aInterest rate modelling in the multi-curve framework : _bfoundations, evolution and implementation / _cby Marc Henrard. |
| 264 | 1 |
_aLondon : _bPalgrave Macmillan UK, _c2014. |
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| 300 | _a1 online resource (xiii, 241 pages). | ||
| 336 |
_atext _2rdacontent |
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| 337 |
_acomputer _2rdamedia |
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| 338 |
_aonline resource _2rdacarrier |
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| 347 |
_atext file _2rda |
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| 490 | 1 | _aApplied Quantitative Finance | |
| 520 | _aFollowing 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. | ||
| 650 | 0 | _aScience. | |
| 710 | 2 | _aSpringerLink (Online service). | |
| 773 | 0 | _tSpringer eBooks. | |
| 773 | 0 | _tPalgrave connect e-books. | |
| 830 | 0 | _aApplied Quantitative Finance | |
| 856 | 4 | 0 | _uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=http://dx.doi.org/10.1057/9781137374660 |
| 907 |
_a.b16262773 _b2022-12-11 _c2019-11-12 |
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| 942 |
_n0 _kebook |
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| 914 | _avtls003599290 | ||
| 998 |
_ae _b2016-09-01 _cm _dz _feng _gxxk _y0 _z.b16262773 |
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| 999 |
_c603932 _d603932 |
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