---
title: "Marc Henrard Interest Rate Modelling in the Multi-Curve Framework"
ean: "9783032026842"
brand: "Marc Henrard"
category: "Medier > Bøger > Trykte bøger"
price_min: 594
price_max: 594
currency: DKK
vendor_count: 1
in_stock: true
url: https://pricetracker.dk/p/9783032026842/interest-rate-modelling-in-the-multi-curve-framework
last_checked: 2026-10-15
---

# Marc Henrard Interest Rate Modelling in the Multi-Curve Framework

EAN 9783032026842 · Mærke: Marc Henrard · Kategori: Medier > Bøger > Trykte bøger

Sammenlign priser på Marc Henrard Interest Rate Modelling in the Multi-Curve Framework fra 1 forhandler. Billigste pris nu: 594 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9783032026842/interest-rate-modelling-in-the-multi-curve-framework

## Priser
- **Billigste pris nu:** 594 kr hos Saxo DK
- **Prisspænd:** 594 kr – 594 kr på tværs af 1 forhandler

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 594 kr | — |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> A new standard in interest rate modelling, called the multi-curve framework, emerged after the financial crisis. The framework covers two important market features: the collateralisation of derivative trades and the spread between different rate benchmarks. This book starts from the collateral mechanisms and builds the full framework from the foundations through all the technical and financial details. It kicks off with the collateral discounting in all its variants: domestic cash, foreign cash, or other assets and then introduces the different benchmarks and their associated spreads. Following the discontinuation of certain benchmarks, part of the book is dedicated to the transition and the emergence of the overnight benchmark dominance in certain currencies. Based on the theoretical framework of the first chapters, the important curve calibration mechanism is analysed in detail. Many instruments are investigated with all their practical peculiarities. Most of the book is dedicated to the understanding of the “static” interest rate curves. The book’s last part deals with the building blocks of any dynamic model explaining their future behaviour and apply some of those models to the most liquid instruments. Based on more than 25 years of experience as a trader and quantitative analyst in the related markets, the author includes many details on implementation in libraries and using the framework in risk management, which will be of interest to traders, risk managers, quantitative analysts, and actuaries alongside professors, researchers, and students of banking, insurance, risk management, and quantitative finance.

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Kilde: PriceTracker. Fuld side med interaktiv prishistorik og købslinks: https://pricetracker.dk/p/9783032026842/interest-rate-modelling-in-the-multi-curve-framework
Priserne er sidst kontrolleret 2026-10-15.