Interest Rate Models

Cover Art for 9780691118949, Interest Rate Models by Andrew J.G. Cairns
ISBN: 9780691118949
Publisher: Princeton University Press
Published: 31 January, 2004
Format: Paperback
Links Australian Libraries (Trove)

Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.

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