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Interest Rate Modelling: With C++ Applications Dan Cook:Hardcover Four classics that represent theThe subject of interest rate modeling is quite important to quantitative finance due to the added complexity of the interest rate products. From an economical point of view, it is unreasonable to assume that either the price of bonds or yield follow the same model as equity securities. Therefore new models are required which properly handle the unique behaviour of interest rates. Of equal importance is the implementation of the above models. The paper