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

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, Palgrave Macmillan
• Place of Publication:Basingstoke
• Language:eng
• Publication Date:2014.

The Physical Object

• Description:XIII, [1], 241 s. : : il. ; : 24 cm.

Edition Identifiers

• ISBN:9781137374653, 1137374659
• oclc:ocn909963917

Subjects

Writers

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