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| | Cairns, A.J. G.: Interest Rate Models: An Introduction. |
 | | 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 equity-derivative models, are particularly fascinating and complex. |
 | | Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers--be they graduate students, academics, or practitioners--confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. |
 | | But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. |
| www.pup.princeton.edu /titles/7725.html (394 words) |
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