This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever increasing complexity of i

An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instr