Book Editorial:4
Interest Rate Models: An Introduction
Andrew J. G. Cairns
Rating: 5.0/5 Stars
Rank: 39238
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 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"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
Editorial: 4 of 4
Editorials
Interest Rate Models: An Introduction
Andrew J. G. Cairns
Editorial
2 - 4 of 4
![]() | | 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 |
![]() | | Current 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 |
Customer Reviews
Sample 1 of 1
Interest Rate Models: An Introduction
Andrew J. G. Cairns
![]() | | | An excellent book!!! | | (Edinburgh, UK) March 29, 2004 - 5.0/5 stars | | This book provides an excellent reference and point of view of old and new
topics in the interest rate modelling field.From short rate models, HJM
model, multifactor models, positive interest models and market models,... read full review |
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