Bond Pricing and Yield Curve Modeling: A Structural Approach 1 个回复 - 1062 次查看
In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond mark ...2018-11-13 10:29 - lonefate - 金融学(理论版)