Posts

Showing posts from July, 2025

Multi-curve book's cover

Image
The book's new edition is progressing. In can propose a preview of the book's cover background. It is based on the same picture as the one that has been in the this blog's header for some time.  The picture was taken in 2019 in New-York at the Oculus. New York is certainly an important financial center, it headquarters the Federal Reserve Bank of New York which publishes SOFR , probably nowadays the most important interest rate benchmarks and one mentioned multiple times in the book. The picture also represents figuratively multiple curves, more or less related, with a spread between them.