Interest Rate Modeling

Companion website for books by L. Andersen and V. Piterbarg

This is a companion site to our three-volume set of books “Interest Rate Modeling”. Below you will find some useful links and resources. If you do not find what you are looking for, please contact us

Buying the books

The books are widely available in online bookstores, for example

Contacting us

We welcome typo reports and general questions about the books via email


A list of typos and errors can be found here. Fixes for the first printing that are too long for the typo report are here:

Other resources


  • When is the second edition coming?
    • There are no plans currently for the second edition
  • Is there an electronic version I can buy?
    • No, sorry

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