instulate
发表于 2025-3-26 22:48:51
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conifer
发表于 2025-3-27 03:32:45
LIBOR Market Model,n the story of interest rate modelling. We then make a natural transition from the more general short rate models to the Heath-Jarrow-Morton framework, then to the definition of the LIBOR Market Model (LMM).
WAIL
发表于 2025-3-27 08:23:25
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完全
发表于 2025-3-27 09:35:03
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热烈的欢迎
发表于 2025-3-27 16:05:07
Introduction,In the last two decades an extensive selection of books on interest rate or equity derivatives modelling became available through various publishers. We therefore take the opportunity to say a few words on the main texts out there and how our work complements the current literature.
Meditative
发表于 2025-3-27 20:52:14
Vanilla Models,We have defined, in Section 3.4, how the value of caps/floors (as well as caplets/floorlets) depends on the future distribution of .(.) under the .-forward measure Q. associated with the numeraire . (.,.). Equivalently, the swaption value depends on the future distribution of .(.) under the swap measure Q. associated with the numeraire . (.).
synchronous
发表于 2025-3-28 00:02:57
Applied Quantitative Financehttp://image.papertrans.cn/s/image/860051.jpg
Flatus
发表于 2025-3-28 02:15:47
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轻快带来危险
发表于 2025-3-28 08:03:20
Kieler Beiträge zur Politik und Sozialwissenschafthttp://image.papertrans.cn/k/image/540373.jpg
爵士乐
发表于 2025-3-28 13:55:42
Zielbasiert vergüten978-3-658-13160-9Series ISSN 2197-6708 Series E-ISSN 2197-6716