The LIBOR Market Model in Practice 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Dariusz Gatarek 作者

Wiley

譯者

2007-1-23 出版日期

290 頁數

USD 141.00 價格

Hardcover

叢書系列

9780470014431 圖書編碼

The LIBOR Market Model in Practice 在線電子書圖書標籤: 金融 Finance

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The LIBOR Market Model in Practice 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

The LIBOR Market Model in Practice 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

The LIBOR Market Model in Practice 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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翻瞭一遍。希望工作中慢慢理解。

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翻瞭一遍。希望工作中慢慢理解。

評分☆☆☆☆☆

翻瞭一遍。希望工作中慢慢理解。

評分☆☆☆☆☆

翻瞭一遍。希望工作中慢慢理解。

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翻瞭一遍。希望工作中慢慢理解。

The LIBOR Market Model in Practice 在線電子書著者簡介

The LIBOR Market Model in Practice 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

The LIBOR Market Model in Practice 在線電子書圖書描述

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, such as various drift approximations, various parametric and nonparametric calibrations, and the uncertain volatility approach to smile modelling; a version of the HJM model based on market observables and the duality between BGM and HJM models. Co-authored by Dariusz Gatarek, the 'G' in the BGM model who is internationally known for his work on LIBOR market models, this book offers an essential perspective on the global benchmark for short-term interest rates.

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