求：金融工程博士毕业论文研究方向（与利率有关的） [推广有奖]

21楼

jumboichigo 发表于 2009-12-31 13:18:59

if no vol smile a lot of things can go wrong...

22楼

kenan0929 发表于 2009-12-31 13:34:09

21# jumboichigo
I agree...Its difficult to me to consider vol smile in libor market model. do u take smile in ur interest rate model?

23楼

jumboichigo 发表于 2009-12-31 13:50:56

i never build one... hahaha...

24楼

haoyun520 发表于 2010-1-10 14:47:05

利率期限结构

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