Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

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Marken Palgrave Macmillan
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  • 9783032026842

Palgrave Macmillan

Interest Rate Modelling in the Multi Curve Framework: Foundations, Evolution and Implementation...

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