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

by Henrard, Marc.
Material type: materialTypeLabelBookSeries: Applied quantitative finance.Publisher: New York: Palgrave Macmillan, 2014Description: xiii, 241 p. : ill. ; 24 cm.ISBN: 9781137374653 (hbk).Subject(s): Interest rates -- Mathematical models
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Item type Current location Collection Call number Copy number Status Date due Barcode
Books Books Dhaka University Library
General Stacks
Non Fiction 332.8015118 HEI (Browse shelf) 1 Available 517612
Books Books Dhaka University Library
General Stacks
Non Fiction 332.8015118 HEI (Browse shelf) 2 Available 517613

Bibliography: p. 232-237

Includes index

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Last Updated on September 15, 2019
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