Derogate 发表于 2025-3-27 00:30:55

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拒绝 发表于 2025-3-27 03:01:04

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名字的误用 发表于 2025-3-27 07:48:39

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omnibus 发表于 2025-3-27 09:37:05

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构想 发表于 2025-3-27 14:38:37

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Lacerate 发表于 2025-3-27 19:46:53

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UNT 发表于 2025-3-27 23:42:52

The Heath-Jarrow-Morton (HJM) Frameworkels have also some clear drawbacks. For example, an exact calibration to the initial curve of discount factors and a clear understanding of the covariance structure of forward rates are both difficult to achieve, especially for models that are not analytically tractable.

gruelling 发表于 2025-3-28 03:21:18

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极大的痛苦 发表于 2025-3-28 09:58:07

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厌恶 发表于 2025-3-28 13:32:40

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查看完整版本: Titlebook: Interest Rate Models Theory and Practice; Damiano Brigo,Fabio Mercurio Book 20011st edition Springer-Verlag Berlin Heidelberg 2001 Interes