Interest Rate and Interest Rate Derivatives

[Jazzy3113]

I am having trouble finding quality sites or information regarding IR derivatives... If anyone can point me to a website that talks about this topic I would really appreciate it

Thanks

[NajdorfDefense]

[ QUOTE ]
I am having trouble finding quality sites or information regarding IR derivatives... If anyone can point me to a website that talks about this topic I would really appreciate it

Thanks

[/ QUOTE ]

Buy a book. There are several, do a cursory search.

[SMB]

Agreed with ND.

Options, Futures and Other Derivatives (Hull) is a good text.

[edtost]

Hull is a good text, but something more specific to interest rate models (cairns is a cheap one, and seems no better or worse than anything else i've seen) would be more appropriate here.