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Title: Interest Rate Models : An Introduction by Andrew J. G. Cairns ISBN: 0-691-11894-9 Publisher: Princeton Univ Pr Pub. Date: 05 January, 2004 Format: Paperback Volumes: 1 List Price(USD): $39.50

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Average Customer Rating: 5 (1 review)

Rating: 5
Summary: An excellent book!!!
Comment: This book provides an excellent reference and point of view of old and new topics in the interest rate modelling field.

From short rate models, HJM model, multifactor models, positive interest models and market models, it gives you a very well explanation all without forget the calibration of them.

You can not find many books about this topic. This one gives a clear and easy to follow chapters in order to increase your knowledge of this not easy field. The formality is a key point in all the book.

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