Interest rate modelling in the multi-curve framework: foundations, evolution and implementation
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Title Statements
- Full title :Interest rate modelling in the multi-curve framework : foundations, evolution and implementation / Marc Henrard, OpenGamma, London, UK.
Edition Statements
- Publication Date:©2014
Publication Statements
- Publisher(s):Palgrave Macmillan
- Place of Publication:Houndmills, Basingstoke
- Language:eng
- Publication Date:©2014
The Physical Object
- Description:xiii, 241 Seiten : : Diagramme ; : 24 cm
Edition Identifiers
- ISBN:1137374659, 9781137374653
- oclc:on1002236119
- LC Classification:HG1621
- Dewey Decimal:332.8015118
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