TY  - BOOK
AU  - Wu, Lixin
TI  - Interest Rate Modeling: Theory and Practice
SN  - 9781420090567
U1  - 332.8015195 
PY  - 2015///
CY  - Boca Raton
PB  - CRC Press
KW  - Interest Rates - Mathematical Models
N1  - 1. The Basics of Stochastic Calculus
2. The Martingale Representation Theorem
3. Interest Rates and Bonds
4. The Heath-Jarrow-Morton Model
5. Short-Rate Models and Lattice Implementation
6. The LIBOR Market Model
7. Calibration of LIBOR Market Model
8. Volatility and Correlation Adjustments
9. Affine Term Structure Models
ER  -