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Interest Rate Management
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by Rudi Zagst. Springer Verlag; 1st edition. Addresses the needs of both researchers and practitioners. Information

Interest Rate Modelling (Finance and Capital Markets), by Simona Svoboda. Palgrave Macmillan. To allow profitable, efficient trading in these products, accurate and mathematically sound valuation techniques are required to make pricing, hedging and risk management of the resulting positions available. Iinformation.

Interest-Rate Option Models: Understanding, Analysing, and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) (Hardcover), by Riccardo Rebonato and Ricardo Rebonato. The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities market and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interest-rate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of "generalised models". Further details can be found on the links between mean-reversion and calibration for the important classes of models. Information.

Managing Interest Rate Risk, by Clive R. Grumball. Quorum Books. Timely book covers the principles of interest rate management and its accounting, tax, and administrative implications. Information

Theory of Interest
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by Stephen G. Kellison. McGraw-Hill/Irwin; 2 edition. The book is a thorough treatment of the mathematical theory and practical applications of compound interest, or mathematics of finance. Information


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