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230946.pdf
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英文版，清晰pdf非扫描。固定收入证券的经典书籍。
目录：
1 Basic interest rate markets, concepts, and relations
2 Fixed income securities
3 Stochastic processes and stochastic calculus
4 Asset pricing and term structures: discrete-time models
5 Aseet pricing and term structures: an intorduction to continuous-time models
6 The econimics of the term structure of interest rates
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 Mortagage-backed securities
14 Credit risky securities
15 Stochastic interest rates and the pricing of stock and currency derivatives
[此贴子已经被作者于2008-7-26 19:28:33编辑过]
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