Interest Rate Models An Introduction

"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 ofRisk-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 ofModern Portfolio Theory and Investment AnalysisCairns, Andrew is the author of 'Interest Rate Models An Introduction', published 2004 under ISBN 9780691118949 and ISBN 0691118949.