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[分享]Interest Rate Models - Theory and Practice
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springer finance 2007
Interest Rate Models Theory and Practice: With Smile, Inflation and Credit Book DescriptionThe 2nd edition of this successful book has several new features. The calibration ...
2008-5-2 13:57 - ibanker - Forum
下载Interest Rate Models-Theory Practice
5 个回复 - 2450 次查看
一本很全面的
Interest Rate Models的好书。有1000页
1. Definitions and Notation . . .. . . . 1
2. No-Arbitrage Pricing and Numeraire Change . . . . . . . 23
3. One-factor short-
rate models . . . . . ...
2009-11-28 21:56 - cfwang - 文献求助专区