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"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its description of real-life model usage and for its expansive discussion of model calibration, approximation theory, and numerical methods."--Preface.

Interest rate futures --- Interest rates --- Mathematical models --- AA / International- internationaal --- 305.7 --- 305.975 --- 333.830 --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Monte Carlo methods. Experimenten en resultaten. --- Theorieën en algemeenheden over geldrente. --- Mathematical models. --- Futures, Interest rate --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Monte Carlo methods. Experimenten en resultaten --- Theorieën en algemeenheden over geldrente --- Financial futures --- Interest rate futures - Mathematical models --- Interest rates - Mathematical models