Interest rate models

The outer archives are busy

About this book

This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

Match Score

Create a free account to see Match Scores on books the community has marked — once you’ve set your preferences.

Create free account

Marks of the Realm

Marks left by readers of this tome

No community marks yet — be the first to inscribe this tome.

Pacing

—out of 5

Horror / Dark Elements

—out of 5

Romance

—out of 5

Spice Level

—out of 5

LGBTQ+ Representation

—out of 5

Social & Political Themes in Stories

—out of 5

Inscribe Your Rating

Mark this tome across each content category