圖書標籤: 金融 金融工程 利率 金融數學 Finance 經濟 數學 AIFin
发表于2024-12-25
利率模型理論和實踐 pdf epub mobi txt 電子書 下載 2024
《利率模型理論和實踐(第2版)》是一部詳細講述利率模型的書,旨在將該領域的理論和實踐聯係起來,在第一版的基礎上增加瞭許多新特徵。有關LIBOR市場模型中的“Smile”部分得到瞭極大的豐富,已有內容擴充為幾個新的章節。書中增加瞭瞬時相關矩陣的曆史估計,局部波動動力學和隨機波動模型,全麵講述瞭最新發展較快的不確定波動率方法。跟膨脹有關的衍生品定價講述的較為詳細。
讀者對象:數學專業研究生、老師和經濟、金融的相關人員。
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
評分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
評分結束瞭,再也不用違心地讀書。書本身很好,然而我並不喜歡。
評分超級大牛
評分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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利率模型理論和實踐 pdf epub mobi txt 電子書 下載 2024