Interest rate modelling in the multi-curve framework : foundations, evolution and implementation / Marc Henrard.
By: Henrard, Marc.
PALGRAVE MACMILLAN c2014Description: xii, 241 pages : illustrations ; 24 cm.ISBN: 9781137374653; 9781137374653.Subject(s): Interest rates -- Mathematical models | Interest rates -- Mathematical modelsGenre/Form: Print books.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG1621 .H46 2014 (Browse shelf) | Available | AU0000000002246 |
Total holds: 0
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Includes bibliographical references (pages 232-237) and index.