免費 Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) (Paperback)~ Damir Filipovic (Author)





Product DescriptionResearch monograph providing appropriate consistency conditions for and examples of blended models for the term structure of interest rates within the Health-Jarrow-Morton framework, combining curve-fitting methods and factor models. Softcover.


Product Details

• Paperback: 137 pages
• Publisher: Springer; 1 edition (May 11, 2001)
• Language: English
• ISBN-10: 3540414932
• ISBN-13: 978-3540414933

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关键词：Consistency Problems interest problem Jarrow models Rate interest Problems Consistency

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好书啊！谢谢分享

xiexie

It's a very difficult book.
PhD level at least.