Interest Rate Models: An Introduction

Solutions to selected problems in my book can be found by looking at the following files. The tutorials (from my MSc lecture course) contain various problems which appear in the book, so users will need to match tutorial problems up with those in the book.
Unfortunately I am not able to respond to requests for solutions to other exercises.
Andrew Cairns

Typos

  • Page 153 (some +'s and -'s need to be swapped round at the top).