Interest Rate Modelling in the Multi-Curve Framework
Subtitle: Foundations, Evolution and Implementation
Publisher: Palgrave Macmillan
Published: Jan 01, 2014
Format: paperback
Number of pages: 254
ISBN-13: 9781349477043
Notes: Source title: Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)