PACK 发表于 2025-3-23 12:24:41

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鞭打 发表于 2025-3-23 15:58:11

Instantaneous Forward Rate Models and the Heath–Jarrow–Morton FrameworkThis chapter gives an overview of the general Heath–Jarrow–Morton framework, Heath et al. (.), and some particular examples.

GLIDE 发表于 2025-3-23 18:31:55

The Libor Market ModelIn the preceding chapters we considered different term structure models, for instance, the Gaussian short rate models or models for the instantaneous forward rate.

DEFER 发表于 2025-3-24 00:33:23

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Conduit 发表于 2025-3-24 03:00:38

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burnish 发表于 2025-3-24 10:29:20

Jörg Kienitz,Peter CaspersReviews and analyses the Heston and the SABR model in detail.Considers derivatives and volatility modelling.Provides an overview of the numerical methods for successfully implementing the models.Inclu

endoscopy 发表于 2025-3-24 13:47:33

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负担 发表于 2025-3-24 15:48:52

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ascend 发表于 2025-3-24 22:06:42

Structured Financever, these call rights are less standardized typically in structured finance, and other optionalities may be present that do not usually appear in structured bonds at all. In this chapter, we describe these specialities and give some valuation examples.

一再烦扰 发表于 2025-3-24 23:28:01

t of the breast, a process which is only completed during pregnancy. The incomplete breast consists mostly of adipose tissue but also lactiferous units called lobes. These eventually drain into the lactiferous ducts and then into the lactiferous sinus and then to the nipple-areolar complex. During p
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查看完整版本: Titlebook: Interest Rate Derivatives Explained: Volume 2; Term Structure and V Jörg Kienitz,Peter Caspers Book 2017 The Editor(s) (if applicable) and