Thursday 4 April 2024

Marc's multi-curve book: new edition in progress

It has been 10 years since Marc published the first edition of his book Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation. He is now preparing a new edition as announced on his personal blog:

As a preview of the book, we have created a new page on muRisQ Advisory site with the content of the "convention" appendix.

The page is available at: