TY  - BOOK
AU  - McInerney, Daragh
AU  - Zastawniak, Tomasz
TI  - Stochastic Interest Rates
SN  - 9780521175692
U1  - 332.6323 
PY  - 2015///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Interest Rates - Mathematical Models.
N1  - Machine generated contents note: 
1.Fixed-income instruments      
2. Vanilla interest rate options and forward measure
3. Short-rate models 
4.Models of the forward rate 
5. LIBOR and swap market models 
6. Implementation and calibration of the LMM
7. Valuing interest rate derivatives 
8. Volatility smile
ER  -