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雷达卡
被管理员删了几次,不知道为什么?我都把书的目录发出来了,还是被删,真是不明白.我感觉我发的东西都是物有所值的.而且我都对自己所发的东西做了很详细的说明.我倒是感觉几次被别人发的垃圾东西给骗了,也举报过,后来却发现仍然在那里挂着.不过每次发现这种骗人的东西,我都会在后面回帖,以免更多人上当.
尽管被删除了几次,非常气愤.但是我想我还是发上来,因为从这里我下载到了很多东西,不能只索取,而不付出.我上传的是关于利率模型的电子书.很清晰的,发现这里关于利率模型的书很少哦.希望对利率模型感兴趣的朋友很我一起交流.另外附赠几篇经典文章.
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关于书的详细介绍
Interest Rate Modelling
by Simona Svoboda
Palgrave Macmillan © 2004 (288 pages)
Table of Contents
Interest Rate Modelling
Introduction
Part I - Interest Rate Models
Chapter 1 - The Vasicek Model
Chapter 2 - The Cox, Ingersoll and Ross Model
Chapter 3 - The Brennan and Schwartz Model
Chapter 4 - Longstaff and Schwartz—A Two-Factor Equilibrium Model
Chapter 5 - Langetieg's Multi-Factor Equilibrium Framework
Chapter 6 - The Ball and Torous Model
Chapter 7 - The Hull and White Model
Chapter 8 - The Black, Derman and Toy One-Factor Interest Rate Model
Chapter 9 - The Black and Karasinski Model
Chapter 10 - The Ho and Lee Model
Chapter 11 - The Heath, Jarrow and Morton Model
Chapter 12 - Brace, Gatarek and Musiela Model
Part II - Calibration
Chapter 13 - Calibrating the Hull—White extended Vasicek approach
Chapter 14 - Calibrating the Black, Derman and Toy discrete time model
Chapter 15 - Calibration of the Heath, Jarrow and Morton framework
Closing Remarks
Bibliography
Index
List of Figures
List of Assumptions
[此贴子已经被作者于2007-5-4 13:59:40编辑过]
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