利率模型出版社

9787510052774

46.5 全新

库存5件

湖南益阳

认证卖家担保交易快速发货售后保障

作者(美)卡莫纳

出版社世界图书出版公司

ISBN9787510052774

出版时间2020-01

装帧平装

开本24开

货号669930271875

上书时间2023-11-23

已实名已认证进店收藏店铺

商品描述: 卡莫纳编著的《利率模型》内容介绍：The main goal of the book is to present， in a self-contained manner， the empirical facts needed to understand the sophisticated mathematical models developed by the financial mathematics community over the last decade. So after a very elementary introduction to the mechanics of the bond market，and a thorough statistical analysis of the data available to any curious spectator without any special inside track information， we gradually introduce the mathematical tools needed to analyze the stochastic models most widely used in the industry. Our point of view has been strongly influenced by recent works of Cont and his collaborators and the Ph.D. of Filipovid. They merge the original proposal of Musiela inviting us to rewrite the HJM model as a stochastic partial differential equation， together with Bjork's proposal to recast the HJM model in the framework of stochastic differential equations in a Baoach space. '

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利率模型 出版社