Author: M. Henrard
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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
M. HenrardCurrent price €79.19Original price €87.99Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The au...
View full detailsCurrent price €79.19Original price €87.99Save 10%
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