Interest Rate Models

Name: Interest Rate Models
Brand: Princeton University Press
SKU: 2170510
Author: Andrew J. G. Cairns

Andrew J. G. Cairns

Princeton University Press

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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…

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