Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)
by Marc Henrard
Interest Rate Modelling in the Multi-Curve Framework offers a structured treatment of a central topic in applied quantitative finance. It covers the framework’s foundations, evolution, transition, and implementation, providing readers with a focused reference for understanding how interest rate modelling is approached in the multi-curve setting.
About This Book
This book examines interest rate modelling in the multi-curve framework.
It presents the foundations of the framework and follows its evolution within quantitative finance.
The discussion also addresses transition, connecting established approaches with newer modelling practices.
Implementation is considered from an applied perspective for readers seeking a structured treatment of the subject.
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