利率模型理论和实践

利率模型理论和实践 pdf epub mobi txt 电子书 下载 2025

出版者:
作者:
出品人:
页数:981
译者:
出版时间:2010-4
价格:119.00元
装帧:
isbn号码:9787510005602
丛书系列:Springer Finance 影印版
图书标签:
  • 金融 
  • 金融工程 
  • 利率 
  • 金融数学 
  • Finance 
  • 经济 
  • 数学 
  • AIFin 
  •  
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《利率模型理论和实践(第2版)》是一部详细讲述利率模型的书,旨在将该领域的理论和实践联系起来,在第一版的基础上增加了许多新特征。有关LIBOR市场模型中的“Smile”部分得到了极大的丰富,已有内容扩充为几个新的章节。书中增加了瞬时相关矩阵的历史估计,局部波动动力学和随机波动模型,全面讲述了最新发展较快的不确定波动率方法。跟膨胀有关的衍生品定价讲述的较为详细。

读者对象:数学专业研究生、老师和经济、金融的相关人员。

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超级大牛

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one professor who wrote reference for this book says: it is a good book, above all, it is cheap.... And that is true especially when you want to buy another book :interest rate models by Anderson and Piterbarg, which is fucking expensive

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超级大牛

评分

one professor who wrote reference for this book says: it is a good book, above all, it is cheap.... And that is true especially when you want to buy another book :interest rate models by Anderson and Piterbarg, which is fucking expensive

评分

one professor who wrote reference for this book says: it is a good book, above all, it is cheap.... And that is true especially when you want to buy another book :interest rate models by Anderson and Piterbarg, which is fucking expensive

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