Henrard, Marc
Interest rate modelling in the multi-curve framework : foundations, evolution and implementation/ Marc Henrard - New York: Palgrave Macmillan, 2014 - xiii, 241 p. : ill. ; 24 cm - Applied quantitative finance .
Bibliography: p. 232-237
Includes index
9781137374653 (hbk)
Interest rates --Mathematical models
332.8015118 / HEI
Interest rate modelling in the multi-curve framework : foundations, evolution and implementation/ Marc Henrard - New York: Palgrave Macmillan, 2014 - xiii, 241 p. : ill. ; 24 cm - Applied quantitative finance .
Bibliography: p. 232-237
Includes index
9781137374653 (hbk)
Interest rates --Mathematical models
332.8015118 / HEI