[求]Oxford-Claus Munk-Fixed Income Modelling

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不知哪位大牛有此书的电子版，希望能拿出来分享一下，
论坛里流传已久的【Fixed Income Analysis——Securities, Pricing, and Risk Management】就是这本书的初稿。。
最新消息：
Fixed Income Modelling
Claus Munk
Oxford University Press
Jul 2011

Table of Contents
Preface
1. Introduction and overview
2. Extracting Yield Curves from Bond Prices
3. Stochastic Processes and Stochastic Calculus
4. A Review of General Asset Pricing Theory
5. The Economics of the Term Structure of Interest Rates
6. Fixed Income Securities
7. One-factor Diffusion Models
8. Multi-factor Diffusion Models
9. Calibration of Diffusion Models
10. Heath-Jarrow-Morton Models
11. Market models
12. The Measurement and Management of Interest Rate Risk
13. Defaultable Bonds and Credit Derivatives
14. Mortgages and Mortgage-backed Securities
15. Stock and Currency Derivatives when Interest Rates are Stochastic
16. Numerical Techniques
Appendix: Results on the Lognormal Distribution
http://www.oup.com/us/catalog/ge ... oc&ci=9780199575084

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关键词：fixed income Modelling modelli modell Income University overview General 电子版

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martinnyj 发表于 2012-3-10 23:44
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