Interest rate modelling in the multi-curve framework : foundations, evolution and implementation /

Interest rate modelling in the multi-curve framework : foundations, evolution and implementation /

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Bibliographic Details
Main Author:	Henrard, Marc, 1968-
Format:	Book
Language:	English
Published:	Houndmills, Basingstoke : Palgrave Macmillan, 2014.
Subjects:	Interest rates > Mathematical models.

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