Interest rate modelling in the multi-curve framework: foundations, evolution and implementation
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Houndmills, Basingstoke
Palgrave Macmillan
[2014]
|
Schriftenreihe: | Applied quantitative finance
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Schlagworte: | |
Online-Zugang: | Publisher description Table of contents only |
Beschreibung: | Includes bibliographical references (pages 232-237) and index |
Beschreibung: | xiii, 241 pages Diagramme 24 cm |
ISBN: | 1137374659 9781137374653 |
Internformat
MARC
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100 | 1 | |a Henrard, Marc |e Verfasser |0 (DE-588)1071552295 |4 aut | |
245 | 1 | 0 | |a Interest rate modelling in the multi-curve framework |b foundations, evolution and implementation |c Marc Henrard, OpenGamma, London, UK |
264 | 1 | |a Houndmills, Basingstoke |b Palgrave Macmillan |c [2014] | |
264 | 4 | |c © 2014 | |
300 | |a xiii, 241 pages |b Diagramme |c 24 cm | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Applied quantitative finance | |
500 | |a Includes bibliographical references (pages 232-237) and index | ||
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Interest rates |x Mathematical models | |
650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Zins |0 (DE-588)4067845-3 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Zins |0 (DE-588)4067845-3 |D s |
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689 | 0 | |5 DE-604 | |
856 | 4 | |u https://www.loc.gov/catdir/enhancements/fy1610/2013427545-d.html |3 Publisher description | |
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999 | |a oai:aleph.bib-bvb.de:BVB01-029738530 |
Datensatz im Suchindex
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any_adam_object | |
author | Henrard, Marc |
author_GND | (DE-588)1071552295 |
author_facet | Henrard, Marc |
author_role | aut |
author_sort | Henrard, Marc |
author_variant | m h mh |
building | Verbundindex |
bvnumber | BV044335359 |
callnumber-first | H - Social Science |
callnumber-label | HG1621 |
callnumber-raw | HG1621 |
callnumber-search | HG1621 |
callnumber-sort | HG 41621 |
callnumber-subject | HG - Finance |
ctrlnum | (OCoLC)1002236119 (DE-599)BVBBV044335359 |
dewey-full | 332.8015118 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.8015118 |
dewey-search | 332.8015118 |
dewey-sort | 3332.8015118 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV044335359 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:50:05Z |
institution | BVB |
isbn | 1137374659 9781137374653 |
language | English |
lccn | 013427545 |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029738530 |
oclc_num | 1002236119 |
open_access_boolean | |
owner | DE-83 |
owner_facet | DE-83 |
physical | xiii, 241 pages Diagramme 24 cm |
publishDate | 2014 |
publishDateSearch | 2014 |
publishDateSort | 2014 |
publisher | Palgrave Macmillan |
record_format | marc |
series2 | Applied quantitative finance |
spelling | Henrard, Marc Verfasser (DE-588)1071552295 aut Interest rate modelling in the multi-curve framework foundations, evolution and implementation Marc Henrard, OpenGamma, London, UK Houndmills, Basingstoke Palgrave Macmillan [2014] © 2014 xiii, 241 pages Diagramme 24 cm txt rdacontent n rdamedia nc rdacarrier Applied quantitative finance Includes bibliographical references (pages 232-237) and index Mathematisches Modell Interest rates Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Zins (DE-588)4067845-3 gnd rswk-swf Zins (DE-588)4067845-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 https://www.loc.gov/catdir/enhancements/fy1610/2013427545-d.html Publisher description https://www.loc.gov/catdir/enhancements/fy1610/2013427545-t.html Table of contents only |
spellingShingle | Henrard, Marc Interest rate modelling in the multi-curve framework foundations, evolution and implementation Mathematisches Modell Interest rates Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Zins (DE-588)4067845-3 gnd |
subject_GND | (DE-588)4114528-8 (DE-588)4067845-3 |
title | Interest rate modelling in the multi-curve framework foundations, evolution and implementation |
title_auth | Interest rate modelling in the multi-curve framework foundations, evolution and implementation |
title_exact_search | Interest rate modelling in the multi-curve framework foundations, evolution and implementation |
title_full | Interest rate modelling in the multi-curve framework foundations, evolution and implementation Marc Henrard, OpenGamma, London, UK |
title_fullStr | Interest rate modelling in the multi-curve framework foundations, evolution and implementation Marc Henrard, OpenGamma, London, UK |
title_full_unstemmed | Interest rate modelling in the multi-curve framework foundations, evolution and implementation Marc Henrard, OpenGamma, London, UK |
title_short | Interest rate modelling in the multi-curve framework |
title_sort | interest rate modelling in the multi curve framework foundations evolution and implementation |
title_sub | foundations, evolution and implementation |
topic | Mathematisches Modell Interest rates Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Zins (DE-588)4067845-3 gnd |
topic_facet | Mathematisches Modell Interest rates Mathematical models Zins |
url | https://www.loc.gov/catdir/enhancements/fy1610/2013427545-d.html https://www.loc.gov/catdir/enhancements/fy1610/2013427545-t.html |
work_keys_str_mv | AT henrardmarc interestratemodellinginthemulticurveframeworkfoundationsevolutionandimplementation |