Antoine Savine's Introductory lecture notes to Interest Rate Models for financial derivatives valuation, risk management and regulations.

The presentation is designed for a professional audience of quantitative analysts, developers, traders and risk managers. It was given internally in Danske Bank in Q1 2018 and received excellent feedback.

The presentation does not shy away from mathematics. It focuses on the Heath-Jarrow-Morton (1992) approach and the Markov (Cheyette) family of interest rate models and the notions of arbitrage, risk premium and risk factors.