Interest Rate Models – Theory and Practice With Smile Inflation and Credit
The2ndeditionofthissuccessfulbookhasseveralnewfeatures.ThecalibrationdiscussionofthebasicLIBORmarketmodelhasbeenenrichedconsiderably,withananalysisoftheimpactoftheswaptionsinterpolationtechniqueandoftheexogenousinstantaneouscorrelationonthecalibrationoutputs.Adiscussionofhistoricalest
下载地址
用户评论
非常好。内容比较全。理论结合实践。
还可以，内容比较全