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Interest Rate Modeling: Post-Crisis Challenges and Approaches
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Post-Crisis Fixed-Income Markets
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Altmetric BadgeChapter 2 Short-Rate and Rational Pricing Kernel Models for Multiple Curves
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Altmetric BadgeChapter 3 Multiple Curve Heath–Jarrow–Morton (HJM) Framework
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Altmetric BadgeChapter 4 Multiple Curve Extensions of Libor Market Models (LMM)