2014-05-30

It's here!

Advance copies of my new book "Interest Rate Modelling in the Multi-curve Framework: Foundations, Evolution, and Implementation" just arrived from the printer. Copies will be available at the Bachelier World Congress in Brussels (2-5 June, 2014).

More information will be posted in the coming days.


Any author will tell you that writing a book is a wonderful journey. Actually no, the wonderful journey was to dream it!


Chacun sa méthode... Moi, je travaille en dormant et la solution de tous les problèmes, je la trouve en rêvant.
Drôle de drame (1937) - Marcel Carné

Personal translation: Each his own method . . . Myself, I work sleeping and the solution to all problems, I find it dreaming.