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

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

Discounting, LIBOR, CVA and Funding: Interest Rate Credit Pricing (Applied Quantitative Finance)

Advanced Quantitative Finance with Modern C++: Interest Rate Modeling and Derivatives

Applied Quantitative Finance (Statistics and Computing)