{"product_id":"interest-rate-modelling-in-the-m-henrard-9781137374653","title":"Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e M. Henrard\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1137374659\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781137374653\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Palgrave MacMillan\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/29\/2014\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 241\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.20lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.20h x 6.30w x 0.90d","brand":"M. Henrard","offers":[{"title":"Hardcover","offer_id":43924166050047,"sku":"9781137374653","price":99.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_fdb9b720-cf64-4946-aa7a-3aa27b15bab9.jpg?v=1681068858","url":"https:\/\/www.whiterainbookhouse.com\/products\/interest-rate-modelling-in-the-m-henrard-9781137374653","provider":"WR Book House","version":"1.0","type":"link"}