Interest Rate Modeling
Companion website for books by L. Andersen and V. Piterbarg
This is a companion site to our three-volume set of books “Interest Rate Modeling”. Below you will find some useful links and resources. If you do not find what you are looking for, please contactus
Buying the books
The books are widely available in online bookstores, for example
Contacting us
We welcome typo reports and general questions about the books viaemail
Errata
A list of typos and errors can be foundhere. Fixes for the first printing that are too long for the typo report are here:
Other resources
FAQ
- When is the second edition coming?
- There are no plans currently for the second edition
- Is there an electronic version I can buy?
- No, sorry
Other links
Other books by Atlantic Financial Press
Amazing books we had (almost) nothing to do with
- All books by Sarah Andersen
- Fangs by Sarah Andersen makes NYTimes bestsellinglist