[下载]Term Structure Models

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241787.rar (1.15 MB, 需要: 1 个论坛币) 本附件包括：

• 1lattice_models.pdf
• 2stochastic_calculus.pdf
• 3cts_shortrate_models.pdf
• 4MCS_shortrate.pdf
• 5HJM_models.pdf
• 6market_models.pdf
• 7LIBOR_note.pdf
• Syllabus.pdf
• Term_Structure_Lattices.xls

2008-8-30 13:51:00 上传

[下载]Term Structure Models
需要: 1 个论坛币  [购买]

Syllabus and Tentative Course Schedule
1. Week 1: Lattice Models I
2. Week 2: Lattice Models II
3. Week 3: Stochastic Calculus I
4. Week 4: Stochastic Calculus II
5. Week 5: Single-Factor Models
6. Week 6: Single-Factor Models
7. Week 7: Multi-Factor Models
8. Week 8: Midterm Exam
9. Week 9: Monte-Carlo Simulation and Numerical Methods
10. Week 10: Heath-Jarrow-Morton Models
11. Week 11: Heath-Jarrow-Morton Models
12. Week 12: Market Libor Models
13. Week 13: Market Libor Models

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关键词：Structure models struct model term 下载 models Structure term