书目详细信息
： DYNAMIC TERM STRUCTURE MODELING :
书目信息 机读格式(MARC)
| ISBN： | 0471737143 |
|---|---|
| ISBN： | 9780471737148 (cloth/cd-rom) |
| 编目源： | DLC DLC BAKER BTCTA UKM C#P YDXCP NLGGC DLC |
| 个人名称： | Nawalkha, Sanjay K. |
| 题名： | Dynamic term structure modeling : the fixed income valuation course / Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto. |
| 索书号： | F224.0/N328E |
| 出版发行项： | Hoboken, N.J. : John Wiley & Sons, c2007. |
| 载体形态： | xxxvi, 683 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.). |
| 丛编说明： | Wiley finance |
| 书目附注： | Includes bibliographical references (p. 647-657) and index. |
| 格式化内容附注： | A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model. |