Book
- [Christian fries] Mathematical finance theory, modeling, implementation
- http://christian-fries.de/finmath/book/samples/Mathematical_Finance_Samples_V1_6.pdf
- https://books.google.co.jp/books?id=q7c8Pi6QGFQC&pg=PA133&lpg=PA133&dq=chapter+9+simple+interest+rate+products&source=bl&ots=9pnWP3keAs&sig=pB3Vc7sO85–0y0rb2XSdjCdLo4&hl=en&sa=X&redir_esc=y#v=onepage&q=chapter%209%20simple%20interest%20rate%20products&f=false