Interest Rate Modeling by L. Andersen and V. Piterbarg
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Follow the discussion on our book in Wilmott forums 


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See the blog post on MoneyScience


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The previews of all three volumes were available at the Interest Rate workshop at ICBI Global Derivatives conference in Paris


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Participants of the Interest Rate Modeling workshop at the WBS 6th Fixed Income Conference in Madrid in September 2010 will receive a coplimentary copy of the first volume. All volumes will be sold at significant discount to conference participants.