Praise for Dynamic Term Structure Modeling "This book offers the
most comprehensive coverage of term-structure models I have seen so
far, encompassing equilibrium and no-arbitrage models in a new
framework, along with the major solution techniques using trees,
PDE methods, Fourier methods, and approximations. It is an
essential reference for academics and practitioners alike."
--Sanjiv Ranjan Das Professor of Finance, Santa Clara University,... more...