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

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Amazon Pages: 409, Edition: Second Edition 2026, Hardcover, Palgrave Macmillan
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Description (1)

Pages: 409, Edition: Second Edition 2026, Hardcover, Palgrave Macmillan

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Brand Macmillan
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  • 9783032026842

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

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

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Interest Rate Modelling (Finance and Capital Markets Series)

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

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