Building and Using Dynamic Interest Rate Models 在線電子書 圖書標籤: 利率
發表於2024-11-27
Building and Using Dynamic Interest Rate Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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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Building and Using Dynamic Interest Rate Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024