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By Instructor Dr. Qihe Tang


Modeling interest rate markets and bond markets, which is at the core of financial mathematics, is fascinating and complex. In this course, we shall follow the first nine chapters of the monograph Cairns (2004) to learn tools required for the arbitrage-free modeling of the dynamics of interest rate markets and bond markets. It will cover various key models and topics in the field and seek applications to actuarial science

Year: 2013
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