Interest rate modelling in the multi-curve framework: foundations, evolution and implementation
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Bibliographic Details
Main Author: Henrard, Marc (Author)
Format: Book
Language:English
Published: Houndmills, Basingstoke Palgrave Macmillan [2014]
Series:Applied quantitative finance
Subjects:
Online Access:Publisher description
Table of contents only
Item Description:Includes bibliographical references (pages 232-237) and index
Physical Description:xiii, 241 pages Diagramme 24 cm
ISBN:1137374659
9781137374653

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Interlibrary loan Place Request Caution: Not in THWS collection!