Interest Rate Models: An Introduction
By Andrew J. G. Cairns, Heriot-Watt University
Published by Princeton University Press
Typos
Page 153 (some +'s and -'s need to be swapped round at the top).
Page 209 missing (1-N(t)) needs to be inserted in the drift term.
Page 211: the definition of lambda-tilde between equations 11.12
and 11.13 needs to have a minus sign inserted.
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