Multi-curve framework book new edition: endorsement by Marco Bianchetti

Different experts in interest rate modelling were kind enough to write an endorsement for the multi-curve new edition book. Part of them are displayed on the back-cover (there is not enough space to display the full texts there).

I will publish on this blog the longer versions of them between now the actual book's publication in November.

This is the book I would have loved to write, but now that I have it in front of me, I realize I would not have matched Marc Henrard's excellence. All the essential aspects needed to understand modern interest rate modelling theory, as well as to apply it in everyday financial practice, are clearly explained with a rigorous yet practical approach. Definitely, it is one of the books that every practitioner of quantitative finance should read and keep at hand.

Marco Bianchetti
Head of Market and Counterparty Risk IMA Methodologies, Market and Financial Risk Management, Intesa Sanpaolo, Milan
Adjunct Professor of Advanced Interest Rate Models and Markets, University of Bologna

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