A very useful book that provides clear and comprehensive discussions of the
topic that are not easily available elsewhere.
2.
Book Description
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... read full editorial
3.
From the Inside Flap
"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... read full editorial
4.
From the Back Cover
"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... read full editorial