Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied...

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

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