Interest Rate Models 在線電子書 圖書標籤: 經濟學
發表於2024-11-10
Interest Rate Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, "Interest Rate Models" will make readers - be they graduate students, academics, or practitioners - confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. This book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, this book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent advances in interest rate modelling where different pricing measures are important.
平心而论 本书确实很不错 曾获2004年金融类最佳书籍top 10 好多关于financial economics 2的内容都在本书内包含 好多内容算是入门级 但是讲的很到位 不会给人一头雾水的感觉 而且符号的应用很符合我的使用习惯(有些书的符号相当不符合日常上课的使用习惯 读的时候会很别扭)...
評分平心而论 本书确实很不错 曾获2004年金融类最佳书籍top 10 好多关于financial economics 2的内容都在本书内包含 好多内容算是入门级 但是讲的很到位 不会给人一头雾水的感觉 而且符号的应用很符合我的使用习惯(有些书的符号相当不符合日常上课的使用习惯 读的时候会很别扭)...
評分平心而论 本书确实很不错 曾获2004年金融类最佳书籍top 10 好多关于financial economics 2的内容都在本书内包含 好多内容算是入门级 但是讲的很到位 不会给人一头雾水的感觉 而且符号的应用很符合我的使用习惯(有些书的符号相当不符合日常上课的使用习惯 读的时候会很别扭)...
評分平心而论 本书确实很不错 曾获2004年金融类最佳书籍top 10 好多关于financial economics 2的内容都在本书内包含 好多内容算是入门级 但是讲的很到位 不会给人一头雾水的感觉 而且符号的应用很符合我的使用习惯(有些书的符号相当不符合日常上课的使用习惯 读的时候会很别扭)...
評分平心而论 本书确实很不错 曾获2004年金融类最佳书籍top 10 好多关于financial economics 2的内容都在本书内包含 好多内容算是入门级 但是讲的很到位 不会给人一头雾水的感觉 而且符号的应用很符合我的使用习惯(有些书的符号相当不符合日常上课的使用习惯 读的时候会很别扭)...
Interest Rate Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024