"The authors present a novel new approach to pricing interest rate securities. (The book) is well written and is easy to follow and understand. It's a must read for those interested and involved in fixed income security valuation." — William T. Ziemba, Alumni Professor of Financial Modeling and Stochastic Optimization, University of British Columbia "Kortanek and Medvedev's book presents an interesting approach to the individualisation of the models for the Yield Curve and for the Spot Rate by means of dynamic systems. This approach supplies an innovative calculation methodology for obtaining numeric solutions in certain important financial applications. I believe that these models can be considered a worthwhile instrument, "complementary" to the models based on stochastic equations." — Professor G. Olivieri, Luiss "Guido Carli" University, Rome Building and Using Dynamic Interest Rate Models provides a new approach to modeling the term structure of interest...

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