Dynamic Term Structure Modelling for sharing
  John Wiley & Sons, Inc. 2007
  CHAPTER 1
A Simple Introduction to Continuous-Time Stochastic Processes 1
CHAPTER 2
Arbitrage-Free Valuation 17
CHAPTER 3
Valuing Interest Rate and Credit Derivatives:
Basic Pricing Frameworks 49
CHAPTER 4
Fundamental and Preference-Free Single-Factor
Gaussian Models 113
CHAPTER 5
Fundamental and Preference-Free Jump-Extended Gaussian Models 187
CHAPTER 6
The Fundamental Cox, Ingersoll, and Ross Model with Exponential
and Lognormal Jumps 237
CHAPTER 7
Preference-Free CIR and CEV Models with Jumps 305
CHAPTER 8
Fundamental and Preference-Free Two-Factor Affine Models 345
CHAPTER 9
Fundamental and Preference-Free Multifactor Affine Models 413
CHAPTER 10
Fundamental and Preference-Free Quadratic Models 483
CHAPTER 11
The HJM Forward Rate Model 551
CHAPTER 12
The LIBOR Market Model 583