犬儒主义者
发表于 2025-3-23 12:13:13
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合群
发表于 2025-3-23 17:25:56
Book 2014Following 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.
低位的人或事
发表于 2025-3-23 20:33:26
https://doi.org/10.1057/9781137374660Interest rate modelling; multi-curve framework; collateral; risk management; curve calibration; basis spr
竞选运动
发表于 2025-3-24 01:46:29
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不确定
发表于 2025-3-24 03:49:40
The Multi-curve Framework Foundations,We start this chapter with a description of some of the one-curve framework pricing formulas. They are important from an historical point of view but also because they explain the evolution of the multi-curve framework, and where its formulas and definitions come from. Chapter 3 proposes different implementations of the framework described here.
割公牛膨胀
发表于 2025-3-24 07:14:13
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急急忙忙
发表于 2025-3-24 12:43:51
978-1-349-47704-3Palgrave Macmillan, a division of Macmillan Publishers Limited 2014
Herd-Immunity
发表于 2025-3-24 16:24:51
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Nebulous
发表于 2025-3-24 20:44:11
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Resection
发表于 2025-3-25 03:03:12
Applied Quantitative Financehttp://image.papertrans.cn/i/image/470902.jpg