经典Interest Rate Modeling 全集: Volume 1,2,3

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Review

The book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Danske Markets, Copenhagen

The authors bring their world-renowned knowledge to this important area of quantitative finance. This book is destined to become a classic. --Mark Broadie, Carson Family Professor of Business, Graduate School of Business, Columbia University

The authors have done what others have not dared to try: a massively comprehensive treatise on fixed-income modeling.  --Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University
- Interest Rate Modeling  Volume 1 Foundations and Vanilla Models

- Interest Rate Modeling. Volume 2 Term Structure Models
- Interest Rate Modeling. Volume 3  Products and Risk Management (2010) Interest Rate Modeling. Volume 3 Products and Risk Management (2010).pdf (11.45 MB, 需要: 5 个论坛币)

2019-5-1 13:23:00 上传

Volume 3
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Interest Rate Modeling. Volume 2 Term Structure Models.pdf (9.53 MB, 需要: 10 个论坛币)

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Volume 2
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Interest Rate Modeling Volume 1 Foundations and Vanilla Models.pdf (12.83 MB, 需要: 10 个论坛币)

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Volume 1
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关键词：Modeling interest volume model inter 利率定价模型

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很全，先收藏起来，备份待用。谢谢分享。

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东西呢？

额际的短发 发表于 2019-5-1 13:25
ReviewThe book is a collection of high quality material that is both very broad and very deep. Highl ...

感谢分享，但是现在下不了了，可否发我一份，谢谢！ 1458669620@qq.com

楼主您好，附件已经无法下载。请问是否可以发一份到我的邮箱 liquidshile@gmail.com 谢谢

感谢分享，但是现在下不了了，可否发我一份，谢谢！ tianshi_426@163.com