Interest Rate Models: An Introduction - Andrew J. G. Cairns - Books - Princeton University Press - 9780691118949 - January 25, 2004
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Interest Rate Models: An Introduction

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The field of financial mathematics has developed over the years, and the underlying models that have taken shape in interest rate markets and bond markets, being richer in structure than equity-derivative models, are fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets.


290 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 25, 2004
ISBN13 9780691118949
Publishers Princeton University Press
Pages 288
Dimensions 162 × 231 × 15 mm   ·   436 g
Language English  

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