Interest rate modelling
The bible in fixed income derivative modeling, written by Quant of the year 2010.
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Interest_Rate_Model
[Damiano_Brigo,_Fabio_Mercurio]_Interest_Rate_Model
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Bank as a liquidity provider and interest rate discovery
银行流动性研究必备，经典英文文献！毕业论文，课程设计，科研必备文献！欢迎下载
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Valuation of correlation options under a stochastic interest rate model with reg
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90Day AA Commercial Paper Interest Rate90天AA商业票据利率数据集
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crossoverxu 2018-12-25 14:25:43
这是本很好的书
qq_67405 2018-12-25 14:25:43
interest rate是十分有趣也十分有挑战的一个方面，可惜目前国内控制太多了