Interest Rate Models: An Introduction
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"This book provides an excellent introduction to the field of interest-rate modeling for readers at the graduate level with a background in mathematics. It covers all key models and topics in the field and provides first glances at practical issues (calibration) and important related fields (credit risk). The mathematics is structured very well."--Rüdiger Kiesel, University of Ulm, coauthor of Risk-Neutral Valuation
- Item Weight : 14 ounces
- Paperback : 288 pages
- ISBN-10 : 0691118949
- ISBN-13 : 978-0691118949
- Publisher : Princeton University Press (January 25, 2004)
- Product Dimensions : 6.14 x 0.66 x 9.21 inches
- Language: : English
- Best Sellers Rank: #2,310,016 in Books (See Top 100 in Books)
- Customer Reviews: