
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied...
by Henrard, M.- List Price: $84.99
- ISBN-10: 1349477044
- ISBN-13: 9781349477043
- Edition: 1st
- Type: Paperback
- Publisher: Palgrave Macmillan
About The Book
Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author... Read more
Related Books

- Year: 2004
- Edition: 7th
- Publisher: Wiley
- Type: Hardcover
- ISBN13: 9780471724452
- ISBN: 0471724459

- Year: -0001
- Edition: 16th
- Publisher: South-Western College Pub
- Type: Hardcover
- ISBN13: 9781111532871
- ISBN: 1111532877

- Year: 2008
- Edition: 4th
- Publisher: Focal Press
- Type: Paperback
- ISBN13: 9780240810041
- ISBN: 024081004X