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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) Hardcover – 29 May 2014

3.4 out of 5 stars 2 customer reviews

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Frequently bought together

  • Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
  • +
  • Interest Rate Modeling. Volume 2: Term Structure Models
  • +
  • Interest Rate Modeling. Volume 3: Products and Risk Management
Total price: £190.18
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Product details

  • Hardcover: 256 pages
  • Publisher: Palgrave Macmillan (29 May 2014)
  • Language: English
  • ISBN-10: 1137374659
  • ISBN-13: 978-1137374653
  • Product Dimensions: 16 x 2.2 x 24.2 cm
  • Average Customer Review: 3.4 out of 5 stars 2 customer reviews
  • Amazon Bestsellers Rank: 115,331 in Books (See Top 100 in Books)
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About the Author

Marc Henrard (London, UK) is Head of the Product Committee and member of the Quantitative Research team at OpenGamma, an open source risk management technology firm for financial institutions, founded in 2009. Marc is also Honorary Senior Lecturer at University College London. Marc has 15 years of experience in finance, including senior positions in risk management, trading, and quantitative research. Marc's research focuses on interest rate modelling and risk management. He publishes on a regular basis in international finance journals and is a regular speaker at academic and practitioner conferences.

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16 January 2016
Format: Hardcover|Verified Purchase
4 August 2017
Format: Kindle Edition|Verified Purchase
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