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Interest Rate Models : An Introduction
Interest Rate Models An Introduction
Author: Andrew J. G. Cairns
The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free...  more »
ISBN-13: 9780691118949
ISBN-10: 0691118949
Publication Date: 1/5/2004
Pages: 288
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Publisher: Princeton University Press
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
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