table of Contents 
 Interest Rate Modelling 
 Introduction 
 Part I - Interest Rate Models
 Chapter 1 - The Vasicek Model
 Chapter 2 - The Cox, Ingersoll and Ross Model
 Chapter 3 - The Brennan and Schwartz Model
 Chapter 4 - Longstaff and Schwartz—A Two-Factor Equilibrium Model
 Chapter 5 - Langetieg's Multi-Factor Equilibrium Framework
 Chapter 6 - The Ball and Torous Model
 Chapter 7 - The Hull and White Model
 Chapter 8 - The Black, Derman and Toy One-Factor Interest Rate Model
 Chapter 9 - The Black and Karasinski Model
 Chapter 10 - The Ho and Lee Model
 Chapter 11 - The Heath, Jarrow and Morton Model
 Chapter 12 - Brace, Gatarek and Musiela Model
 Part II - Calibration
 Chapter 13 - Calibrating the Hull—White extended Vasicek approach
 Chapter 14 - Calibrating the Black, Derman and Toy discrete time model
 Chapter 15 - Calibration of the Heath, Jarrow and Morton framework
 Closing Remarks 
 Bibliography 
 Index 
 List of Figures 
 List of Assumptions 

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