| title | ISBN-13 (ISBN-10) | year of publica- tion | other author(s) |
|---|---|---|---|
| Interest Rate Modeling. Volume 1: Foundations and Vanilla Models | 978-0-9844221-0-4 (0-9844221-0-2) | 2010 | Vladimir V. Piterbarg |
| Interest Rate Modeling. Volume 2: Term Structure Models | 978-0-9844221-1-1 (0-9844221-1-0) | 2010 | " |
| Interest Rate Modeling. Volume 3: Products and Risk Management | 978-0-9844221-2-8 (0-9844221-2-9) | 2010 | " |
B. A. · B. Andersen · B. G. · B G Andersen · G. A. · G. Andersen · L a · L. Andersen · L B · L. B. Andersen · L.G.