Interest Rate Models – Theory and Practice With Smile Inflation and Credit
The2ndeditionofthissuccessfulbookhasseveralnewfeatures.ThecalibrationdiscussionofthebasicLIBORmarketmodelhasbeenenrichedconsiderably,withananalysisoftheimpactoftheswaptionsinterpolationtechniqueandoftheexogenousinstantaneouscorrelationonthecalibrationoutputs.Adiscussionofhistoricalest
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amung95808 2019-07-15 10:22:11
非常好。内容比较全。理论结合实践。
tcm55824tcm 2019-07-15 10:22:11
还可以，内容比较全