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References
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******************
Books and articles
******************

.. [AbramowitzStegun] Milton Abramowitz and Irene A. Stegun
    Handbook of Mathematical Functions
    1969 Dover 

.. [Adams] Adams, Ken
    Smoth Interpolation of Zero Curves,
    ALGO RESEARCH Quarterly, Vol 4. NOS 1/2 March/June, 2001    

.. [AndersenBohrPetersen] Andersen, A.F., Bohr, Harald and Petersen, Richard
    Matematisk analyse II, 
    1969, Akademisk Forlag

.. [BerrutTrefethen] J.P. Berrut and L.N. Trefethen. 
    Barycentric Lagrange interpolation. 
    SIAM Review, 46(3):501–517, 2004.

.. [Bierwag] Gerald O. Bierwag
    Duration analysis - Managing Interest Rate Risk,
    1987, Ballinger

.. [CampbellLoMacKinlay] Campbell, John Y., Lo, Andrew W. and MacKinlay, A. Craig
    The Econometrics of Financial Markets, 
    1997, Princeton University Press

.. [Christensen] Christensen, Michael, 
    Obligationsinvestering 5. udgave, 
    2001, Jurist og Økonomforbundets Forlag

.. [Choirat] Choirat, Christine and Seri, Raffello,
    Econometrics with Python,
    Journal of Applied Econometrics, 2009, vol. 24, issue 4, pages 698-704 

.. [CopelandWeston] Copeland, Thomas E. and Weston, J. Fred 
    Financial Theory and Corporate Policy, 
    1992, Addison-Wesley

.. [delaGrandville] Olivier de la Grandville
    Bond Pricing and Portfolio Analysis,
    2003, Mit Press Ltd

.. [Dierckx] Dierckx, P., 
   Curve and Surface Fitting with Splines,
   1993, Monographs on Numerical Analysis, Oxford University Press

.. [Elliott] Elliott, Robert James
    Stochastic Calculus with Applications, 
    1982, Springer

.. [Fabozzi] Fabozzi, Frank J., 
    Fixed Income Mathematics: Analytical and Statistical Techniques, 
    1997, McGraw-Hill Education

.. [FabozziKonishi] Fabozzi, Frank J. and Konishi, Atuso
    The Handbook of Asset/Liability Management, 
    1996, Irwin/McGraw-Hill

.. [FletcherGardner] Fletcher, Shayne and Gardner, Christopher, 
    Financial Modeling with Python, 
    2009, Wiley

.. [FisherWeil] Fisher, L., and R.L. Weil, 
    Coping With the Risk of Market-Rate Fluctuations: Returns to Bondholders 
    from Naïve and Optimal Strategies, 
    1971, Journal of Business, (October), 408-431.

.. [Fooladi] Iraj J. Fooladi,
    Risk Management with Duration Analysis,
    2000, Managerial Finance, Vol. 26 Iss: 3, pp.18 - 28.

.. [Fornberg] Bengt Fornberg
    Generation of Finite Difference Formulas on Arbitrarily Spaced Grids
    Mathematics of Computation, Vol. 51, No. 184 (Oct., 1988), pp. 699-706

.. [GrosenFredslund-Møller] 
    Immunisering af porteføljer, 
    1984, Nationaløkonomisk Tidsskrift nr. 2

.. [Hull2000] Hull, John C.
    Options, Futures, & Other Derivatives, 
    2000, Prentice Hall

.. [JamesWebber] 
    Interest Rate Modelling, 
    2000, John Wiley

.. [KarlinTaylor1975] 
    A first course in Stochastic Processes, 2. Ed., 
    1975, Academic Press

.. [KarlinTaylor1981] 
    A second course in Stochastic Processes, 
    1981, Academic Press

.. [Kiusalaas] Kiusalaas, Jaan, 
    Numerical Methods in Engineering with Python, 
    2005 Cambridge University Press

.. [LandoPoulsen] David Lando and Rolf Poulsen, 
    Lecture Notes for the course Investerings- og Finansieringsteori, 
    2006 http://isis.ku.dk/kurser/blob.aspx?feltid=89052

.. [Langtangen2005] Langtangen, H. P., 
    Python Scripting for Computational Science 2. ed., 
    2005, Springer.

.. [Langtangen2009] Langtangen, H. P., 
    A Primer on Scientific Programming with Python, 
    2009, Springer.

.. [Macauley] Macaulay, F.R.
    Some Theoretical Problems Suggested by the Movements of Interest Rates Bond
    Yields and Stock Prices in the U.S since 1856.,
    1938, New York National Bureau of Economic Research.

.. [Munk2000A] 
    Indledende obligations og rentestrukturanalyse, 
    2000, Undervisningsnote, Syddansk Universitet.

.. [Munk2000B] 
    Videregående obligations og rentestrukturanalyse – Modeller til prisfastsættelse og risikostyring,        
    2000, Undervisningsnote, Syddansk Universitet.

.. [Ralston] Ralston, Anthony and Rabinowitz, Philip, 
    A First Course in Numerical Analysis 2. ed., 
    1978, McGraw-Hill 

.. [Pliska] Pliska, Stanley R., 
    Introduction to Mathematical Finance: 
    Discrete Time Models, 
    1997, Blackwell Publishing

.. [Press&All] Press, William H., Flannery, Brian P., Teukolsky, Saul A., 
    and Vetterling, William T.,
    Numerical Recipes in Pascal (First Edition): The Art of Scientific Computing, 
    1989, Cambridge University Press

.. [Rebonato1998] Rebonato, Riccardo
    Interest-Rate Option Models, 
    1998, John Wiley

.. [SadiqViswanath] Sadiq, Burhan and Viswanath, Divakar,
    Finite Difference Weights Using the Modified Lagrange Interpolant,
    http://www.math.lsa.umich.edu/~divakar/papers/SadiqViswanath2010A.pdf

.. [Sadr] Sadr, Amir, 
    Interest rate swaps and their derivatives: a practitioner's guide,
    2009, Wiley
    
.. [Thompson & Stewart] Thompson, J. M. T. and Stewart, H. B.
    Nonlinear Dynamics and Chaos, 
    1986, John Wiley

.. [Wilmot] Wilmot, John
    Derivatives – The Theory and Practice of Financial Engineering, 
    1998, John Wiley

.. [Øksendal] Øksendal, Bernt
    Stochastic Differential Equations, 
    1998 Springer

**********
Hyperlinks
**********

.. [Awaretek] http://www.awaretek.com/tutorials.html

.. [Calc] http://www.openoffice.org/product/calc.html

.. [GNumeric] http://projects.gnome.org/gnumeric/

.. [GNumericAndPython] http://projects.gnome.org/gnumeric/doc/sect-extending-python.shtml

.. [KSpread] http://www.koffice.org/kspread/

.. [msExcel] http://office.microsoft.com/en-us/excel/

.. [numpy] http://numpy.scipy.org/

.. [pymc] http://code.google.com/p/pymc/

.. [python] http://www.python.org/

.. [Quantlib] http://quantlib.org/index.shtml

.. [sagemath] http://www.sagemath.org/

.. [scipy] http://numpy.scipy.org/