经典InterestRate Modeling 全集: Volume 1,2,3 13 个回复 - 4605 次查看
ReviewThe book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程(数量金融)与金融衍生品
InterestRate Modeling. Volume 2 - Term Structure Models 30 个回复 - 11725 次查看InterestRate Modeling. Volume 2: Term Structure Models
Leif B.G. Andersen (Author), Vladimir V. Piterbarg
ReviewIn the seventies, Arbitrage Pricing Theory (APT) was invented for equity der ...2011-3-6 00:39 - martinnyj - 金融学(理论版)