TY  - BOOK
AU  - Henrard,Marc
ED  - SpringerLink (Online service).
TI  - Interest rate modelling in the multi-curve framework: foundations, evolution and implementation 
T2  - Applied Quantitative Finance
SN  - 9781137374660
PY  - 2014///
CY  - London
PB  - Palgrave Macmillan UK
KW  - Science
N2  - Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling
UR  - https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://dx.doi.org/10.1057/9781137374660
ER  -