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雷达卡
Fixed Income Analysis - Securities Pricing and Risk Management by Claus Munk [2005]
虽然名叫做 Fixed Income Analysis 但是里面讲了很多金融的基本知识和定价模型，很实用
放一个章节的目录
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.Interest rate derivatives
7.One-factor diffuusion models
8.Multi-factor diffusion models
9.Calibration of diffusion models
10.Heath-Jarrow-Morton models
11.Market models
第一次发帖~~~~不敢收各位大大的钱~~~~哈哈
213606.pdf
(2.49 MB)
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