Interest rate derivatives explained. Volume 1, Products and markets /

The interest rate derivatives markets underwent significant change in the wake of the global financial crisis, change that included the adoption of multi-curve modelling frameworks and market data. Furthermore, even for simple financial instruments significant effort for pricing and risk management...

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Bibliographic Details

Main Author:	Kienitz, Joerg (Author)
Corporate Author:	ebrary, Inc
Format:	eBook
Language:	English
Published:	Basingstoke : Palgrave Macmillan, 2014.
Series:	Financial engineering explained.
Subjects:	Fixed-income securities. Electronic books.
Online Access:	Connect to the full text of this electronic book