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<p>table of Contents <br/> Interest Rate Modelling <br/> Introduction <br/> Part I - Interest Rate Models <br/> Chapter 1 - The Vasicek Model <br/> Chapter 2 - The Cox, Ingersoll and Ross Model <br/> Chapter 3 - The Brennan and Schwartz Model <br/> Chapter 4 - Longstaff and Schwartz—A Two-Factor Equilibrium Model <br/> Chapter 5 - Langetieg's Multi-Factor Equilibrium Framework <br/> Chapter 6 - The Ball and Torous Model <br/> Chapter 7 - The Hull and White Model <br/> Chapter 8 - The Black, Derman and Toy One-Factor Interest Rate Model <br/> Chapter 9 - The Black and Karasinski Model <br/> Chapter 10 - The Ho and Lee Model <br/> Chapter 11 - The Heath, Jarrow and Morton Model <br/> Chapter 12 - Brace, Gatarek and Musiela Model <br/> Part II - Calibration <br/> Chapter 13 - Calibrating the Hull—White extended Vasicek approach <br/> Chapter 14 - Calibrating the Black, Derman and Toy discrete time model <br/> Chapter 15 - Calibration of the Heath, Jarrow and Morton framework <br/> Closing Remarks <br/> Bibliography <br/> Index <br/> List of Figures <br/> List of Assumptions </p><p></p><br/><br/>
[此贴子已经被作者于2008-11-19 7:02:20编辑过] |
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