Syllabus

Damiano Brigo and Fabio Mercurio: Interest Rate Models -- Theory and Practice. Springer Verlag

The book is available at Akademika bookstore.

Syllabus:

*The theory presented at lectures as well as all exercises from tutorial classes.

*From Brigo and Mercurio: Chapter 1 (all), Chapter 3 (3.1, 3.2.1, 3.2.2, 3.2.3 and 3.2.4), Chapter 5 (5.1 and 5.2), Chapter 6  (6.1, 6.2, 6.3 (except 6.3.1), 6.4, 6.7 and 6.8).