Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) 9781137374677, 9781137374653, 1137374659

Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the mu

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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
 9781137374677, 9781137374653, 1137374659

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