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| Chapter title |
Short-Rate and Rational Pricing Kernel Models for Multiple Curves
|
|---|---|
| Chapter number | 2 |
| Book title |
Interest Rate Modeling: Post-Crisis Challenges and Approaches
|
| Published by |
Springer, Cham, January 2015
|
| DOI | 10.1007/978-3-319-25385-5_2 |
| Book ISBNs |
978-3-31-925383-1, 978-3-31-925385-5
|
| Authors |
Zorana Grbac, Wolfgang J. Runggaldier |