Cairns, Andrew.
Interest rate models : an introduction /
Andrew J.G. Cairns.
- Princeton, NJ : Princeton University Press, 2004.
- p. cm.
Includes bibliographical references and index.
0691118930 (cl : alk. paper) 0691118949 (pbk. : alk. paper)
Interest rates--Mathematical models
Bonds--Mathematical models
Securities--Mathematical models
Derivative securities--Prices--Mathematical models
HG1621
332.8/01/51