Interest rate modelling in the multi-curve framework : foundations, evolution and implementation/
by Henrard, Marc.
Material type:
BookSeries: Applied quantitative finance.Publisher: New York: Palgrave Macmillan, 2014Description: xiii, 241 p. : ill. ; 24 cm.ISBN: 9781137374653 (hbk).Subject(s): Interest rates -- Mathematical models
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Dhaka University Library General Stacks | Non Fiction | 332.8015118 HEI (Browse shelf) | 1 | Available | 517612 | |
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Books
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Dhaka University Library General Stacks | Non Fiction | 332.8015118 HEI (Browse shelf) | 2 | Available | 517613 |
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| 332.801 HOT A theory of interest / | 332.801 LAT The theory of interest / | 332.801 LUT The theory of interest / | 332.8015118 HEI Interest rate modelling in the multi-curve framework : | 332.8015118 HEI Interest rate modelling in the multi-curve framework : | 332.8021 ESH Handbook of interest and annuity tables / | 332.803 JOE Encyclopaedia of interest free banking : |
Bibliography: p. 232-237
Includes index
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