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Titlebook: Interest Rate Modelling in the Multi-Curve Framework; Foundations, Evoluti Marc Henrard Book 2014 Palgrave Macmillan, a division of Macmill

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书目名称Interest Rate Modelling in the Multi-Curve Framework
副标题Foundations, Evoluti
编辑Marc Henrard
视频videohttp://file.papertrans.cn/471/470902/470902.mp4
概述Discusses Algorithmic Differentiation specifically applied to finance.Provides guidance on theory and the practical application to financial markets.Offers working code for testing and analysis
丛书名称Applied Quantitative Finance
图书封面Titlebook: Interest Rate Modelling in the Multi-Curve Framework; Foundations, Evoluti Marc Henrard Book 2014 Palgrave Macmillan, a division of Macmill
描述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.
出版日期Book 2014
关键词Interest rate modelling; multi-curve framework; collateral; risk management; curve calibration; basis spr
版次1
doihttps://doi.org/10.1057/9781137374660
isbn_softcover978-1-349-47704-3
isbn_ebook978-1-137-37466-0Series ISSN 2947-700X Series E-ISSN 2947-7018
issn_series 2947-700X
copyrightPalgrave Macmillan, a division of Macmillan Publishers Limited 2014
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Marc Henrardular ducts, as happens in other cholangiopathies, such as primary biliary cholangitis or small duct primary sclerosing cholangitis. A precise characterization of the molecular pathophysiological mechanisms of drug-induced cholangiopathies, and the gene profiling of susceptible patients may help the
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Marc Henrardand (6) excellent response to corticosteroids. As no single diagnostic biomarker with high sensitivity and specificity is present, diagnostic criteria with a combination of these clinical parameters have been developed for the diagnosis of IgG4-SC. Although very challenging in most cases, differenti
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Marc Henrardabolic functions resulting in hepatocyte injury or cellular derangement and hepatomegaly with advancement to cirrhosis and/or tumor development. A detailed history can often elicit the possibility of a metabolic dysfunction and assist in the guidance of further clinical investigations while treatmen
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Marc Henrardrtoenterostomy can survive more than 10 years with their native liver and achieve good quality of life. However, a large proportion of children with BA will require liver transplantation at some stage, especially if the Kasai portoenterostomy is unsuccessful. In the largest follow-up study of BA chi
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cent teens and from seemingly healthy children in the outpatient clinic to profoundly sick infants in ICU on life support. The best way to determine a diagnosis safely and efficiently is to develop a deep understanding of the pathophysiology of liver disease, but even for the most experienced, a che
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Interest Rate Modelling in the Multi-Curve FrameworkFoundations, Evoluti
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