Interest rate modelling in the multi-curve framework : foundations, evolution and implementation
Marc Henrard (OpenGamma, London, UK)
| Year of publication: |
2014
|
|---|---|
| Authors: | Henrard, Marc |
| Publisher: |
Basingstoke : Palgrave Macmillan |
| Subject: | Zinstheorie | Theory of interest | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Mathematisches Modell |
| Description of contents: | Description [digitool.hbz-nrw.de] ; Description [loc.gov] |
| Extent: | XIII, 241 Seiten 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 232-237 |
| ISBN: | 978-1-137-37465-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699699