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9780691118932

Interest Rate Models An Introduction

Interest Rate Models An Introduction

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Product details

  • ISBN-13: 9780691118932
  • ISBN: 0691118930
  • Publisher: Princeton University Press

AUTHOR

Cairns, Andrew

SUMMARY

Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.Cairns, Andrew is the author of 'Interest Rate Models An Introduction' with ISBN 9780691118932 and ISBN 0691118930.

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