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[教材书籍] interest rate, term structure, papers [推广有奖]

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shawnxiangyu 在职认证  发表于 2014-8-2 00:05:37 |AI写论文

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papers on interest rate models, term structure, Hull White, Stochastic interst rate,  Nelson-Siegel model, etc,
CIR, Black, F. and P. Karasinski etc
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关键词:Structure interest struct Papers inter structure interest money Black forum

short rate model hull white or black karasinski.pdf
下载链接: https://bbs.pinggu.org/a-1600993.html

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short rate model hull white or black karasinski

on the discretization schemes for the CIR(and Bessel squared) process.pdf

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on the discretization schemes for the CIR(and Bessel squared) process

NelsonSiegel Parsimonious modeling of yield curves.pdf

1.25 MB

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NelsonSiegel Parsimonious modeling of yield curves

multi-factor cox ingersoll ross models of the term structure estimates and tests.pdf

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multi-factor cox ingersoll ross models of the term structure estimates and tests from a kalman filte ...

Mercurio 2009 - Interest rates and the credit crunch New formulas and market models.pdf

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Mercurio 2009 - Interest rates and the credit crunch New formulas and market models

managing Simle risk_Hagan Kumar Lesniewski.pdf

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managing Simle risk_Hagan Kumar Lesniewski

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