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Interest Rate Modeling: Post-Crisis Challenges and Approaches

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Cover of 'Interest Rate Modeling: Post-Crisis Challenges and Approaches'

Table of Contents

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    Book Overview
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    Chapter 1 Post-Crisis Fixed-Income Markets
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    Chapter 2 Short-Rate and Rational Pricing Kernel Models for Multiple Curves
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    Chapter 3 Multiple Curve Heath–Jarrow–Morton (HJM) Framework
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    Chapter 4 Multiple Curve Extensions of Libor Market Models (LMM)
Attention for Chapter 4: Multiple Curve Extensions of Libor Market Models (LMM)
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Citations

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