Interest rate modelling in the multi-curve framework

Interest rate modelling in the multi-curve framework: foundations, evolution and implementation

by Henrard, Marc

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Title Statements

  • Full title :Interest rate modelling in the multi-curve framework : foundations, evolution and implementation / Marc Henrard

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:xii, 241 pages : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:1137374659, 9781137374653
  • oclc:ocn908418914
  • LC Classification:HG1621
  • Dewey Decimal:332.8015118

Subjects

Interest rates -- mathematical models Taux d'intérêt -- Modèles mathématiques

Writers

Henrard, Marc

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