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