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Wienner
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Interest Rate Models : An Introduction

December 7th, 2004, 3:07 pm

Interest Rate Models : An Introductionby Andrew J. G. CairnsIs this is a good introduction to Interest rate models. ? Which book would you suggest ? Thanks.Best wishesInterest Rate Models: An Introduction
 
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player
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Interest Rate Models : An Introduction

December 7th, 2004, 3:20 pm

yes
 
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WilmottBookshop
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Interest Rate Models : An Introduction

December 7th, 2004, 3:29 pm

Interest Rate Models
 
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alexmav
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Interest Rate Models : An Introduction

December 11th, 2004, 5:02 pm

Interest Rate Models: An Introduction is a good book to start with.
 
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dwaring
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Interest Rate Models : An Introduction

April 15th, 2005, 8:06 am

Hi all,I bought this book without seeing it as it appeared from the title and contents to be exactly what I was looking for.Having received it I am only disappointed that the very good exercises at the end of each chapter have NO MODEL SOLUTIONS. This is extremely frustrating when you are doing self study.Is anyone aware of any solutions for the exercises in this book? Model solutions would make this good book, great.Best regards,David
 
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leonardoalmeida
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Interest Rate Models : An Introduction

April 16th, 2005, 3:01 am

Hi I understand your point and agree with you. I´m almost sure that John Hull´s Options, Futures 5th edition has a solutions manual. It´s not a fully devoted interest rate model book but there are some chapters about IR models with exercises which may be done and checked with solutions manual.Regards
 
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leonardoalmeida
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Interest Rate Models : An Introduction

April 16th, 2005, 3:01 am

Hi I understand your point and agree with you. I´m almost sure that John Hull´s Options, Futures 5th edition has a solutions manual. It´s not a fully devoted interest rate model book but there are some chapters about IR models with exercises which may be done and checked with solutions manual.Regards
 
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WilmottBookshop
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Interest Rate Models : An Introduction

April 18th, 2005, 6:36 am

Solutions Manual to Options Futures and Other Derivatives by John C. Hull