Interest Rate Models: An Introduction

4.5 out of 5 stars 9 ratings
ISBN-13: 978-0691118949
ISBN-10: 0691118949
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Editorial Reviews

Review

"A very useful book that provides clear and comprehensive discussions of the topic that are not easily available elsewhere."--Edwin J. Elton, New York University, author of Modern Portfolio Theory and Investment Analysis

"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

Review

"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

Product details

  • 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
  • Customer Reviews:
    4.5 out of 5 stars 9 ratings
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