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Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

by Leif B G Andersen, Vladimir V Piterbarg
ISBN-13: 9780984422104
ISBN-10: 0984422102
Edition: Illustrated
Publication date: 2010
Publisher: Atlantic Financial Press
Format: Hardcover 492 pages

Interest Rate Modeling. Volume 2: Term Structure Models

by Leif B G Andersen, Vladimir V Piterbarg
ISBN-13: 9780984422111
ISBN-10: 0984422110
Edition: Illustrated
Publication date: 2010
Publisher: Atlantic Financial Press
Format: Hardcover 376 pages

Interest Rate Modeling. Volume 3: Products and Risk Management

by Leif B G Andersen, Vladimir V Piterbarg
ISBN-13: 9780984422128
ISBN-10: 0984422129
Edition: Illustrated
Publication date: 2010
Publisher: Atlantic Financial Press
Format: Hardcover 548 pages