Interest Rate Models
Andrew J.G. Cairns
![Cover Art for 9780691118949, Interest Rate Models by Andrew J.G. Cairns](https://bn.bkocdn.info/covers/461316862d635a46/v/600.jpeg)
ISBN: | 9780691118949 |
Publisher: | Princeton University Press |
Published: | 31 January, 2004 |
Format: | Paperback |
Links | Australian Libraries (Trove) |
Interest Rate Models
Andrew J.G. Cairns
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.
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