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Building and Using Dynamic Interest Rate Models 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Ken O. Kortanek 作者

Wiley

译者

2001-11-12 出版日期

240 页数

USD 155.00 价格

Hardcover

丛书系列

9780471495956 图书编码

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Building and Using Dynamic Interest Rate Models 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Building and Using Dynamic Interest Rate Models 在线电子书图书描述

This book offers a new approach to interest rate and modeling term structure by using

models based on optimization of dynamical systems, rather than the traditional stochastic differential equation models. The authors use dynamic models to estimate the term structure of interest rates and show the reader how to build their own numerical

simulations. It includes software that will enable readers to simulate the various models covered in the book.

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