Book of Donmon Teith

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book p

Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e

This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of i

This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concep