LIBOR and Swap Market Models Monte Carlo Simulations 4 个回复 - 3668 次查看
学习LMM模型的好材料。
LIBOR and Swap Market Models for Pricing Interest Rate Derivatives Monte Carlo Simulations
Contents
Dedication i
Acknowledgements ii
Abstract iii
Introduction 1
1 Elem ...2011-1-12 16:35 - qh19810 - 金融学(理论版)