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Interest rates

Featured — award winners and classics first, when available. Use “Show different books” for a new selection.

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International financial integration

Richard C. Marston

1995

Interest rate modeling

Leif B. G. Andersen

2010

Investment Science

David G. Luenberger

2013

The Wall Street Waltz

Kenneth L. Fisher

1987

Central banking after the Great Recession

David Wessel

2014

Understanding interest rate swaps

Mary S. Schaeffer

1993

Bond Pricing and Portfolio Analysis

Olivier de La Grandville

2000

A history of interest rates

Sidney Homer

1996

Uncertain Volatility Models - Theory and Application

Robert Buff

2002

The Concepts and practice of mathematical finance

M. S. Joshi

2003

Controlling and managing interest-rate risk

Jess Lederman

1997

House Poor

June Fletcher

2006

The rate of interest: its nature, determination and relation to economic phenomena

Fisher, Irving

1907

Advanced fixed income analysis

Moorad Choudhry

2004

Investment science

David G. Luenberger

1998

Fixed income calculations

Marcia L. Stigum

1994

Financial markets and institutions

Anthony Saunders, Marcia Millon Cornett

2003

Interest rates, the markets, and the new financial world

Henry Kaufman

1986

Interest rate swaps and their derivatives

Amir Sadr

2009

Mathematical interest theory

Leslie Jane Federer Vaaler, James W. Daniel

2007

Money, interest rates, and inflation

Frederic S. Mishkin

1993

Interest-rate option models

Riccardo Rebonato

1996

Financial institutions management

Anthony Saunders, Marcia Millon Cornett

1994

Quantitative finance and risk management

Jan W. Dash

2004

Money, interest, and stagnation

Yoshiyasu Ono

1994

Giving credit where it is due

Abhijit Banerjee

2010

Financial market rates and flows

James C. Van Horne

1978

Money, interest, and banking in economic development

Maxwell J. Fry

1988

The generalisation of the general theory, and other essays

Robinson, Joan

1979

Interest rate models

Damiano Brigo, Fabio Mercurio

2007

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