Eructation 发表于 2025-3-25 07:18:40

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小卷发 发表于 2025-3-25 08:36:37

Pricing of Bonds,As we have seen the price of a zero coupon bond at . and time to maturity . is given by

轻触 发表于 2025-3-25 13:11:23

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上流社会 发表于 2025-3-25 18:53:07

Heath-Jarrow-Morton,Up to this point we have studied interest models where the short-rate . is the only explanatory variable. The main advantages with such models are as follows.

Gobble 发表于 2025-3-25 20:37:56

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反感 发表于 2025-3-26 04:01:30

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V切开 发表于 2025-3-26 05:24:34

Jan R. M. RömanProvides a comprehensive introduction to financial instruments in the interest rate markets.Includes coverage of standard and exotic instruments.Explains how pricing has changed since the financial cr

歌剧等 发表于 2025-3-26 10:03:13

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CLOT 发表于 2025-3-26 15:45:30

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专心 发表于 2025-3-26 18:34:42

vieweg studium; Aufbaukurs Mathematikof the continuous compounding rate and a bond trader of yield-to-maturity (YTM). We will briefly 0name some of the rates and give a short description. Some of these rates will be discussed in detail in later sections.
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查看完整版本: Titlebook: Analytical Finance: Volume II; The Mathematics of I Jan R. M. Röman Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 Financia