Interest Rate Models (English, Andrew J. G. Cairns)
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Book Details
Publisher
Princeton University Press
Language
English
ISBN-13
9780691118949
ISBN-10
0691118949
Author
Andrew J. G. Cairns
About the Book
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 modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also mo…
ISBN: 9780691118949
ISBN-13: 9780691118949
ISBN-10: 0691118949
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Product ID: isbn-9780691118949
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