Tags
Language
Tags
November 2025
Su Mo Tu We Th Fr Sa
26 27 28 29 30 31 1
2 3 4 5 6 7 8
9 10 11 12 13 14 15
16 17 18 19 20 21 22
23 24 25 26 27 28 29
30 1 2 3 4 5 6
    Attention❗ To save your time, in order to download anything on this site, you must be registered 👉 HERE. If you do not have a registration yet, it is better to do it right away. ✌

    ( • )( • ) ( ͡⚆ ͜ʖ ͡⚆ ) (‿ˠ‿)
    SpicyMags.xyz

    Interest Rate Modeling. Volume 2: Term Structure Models (Repost)

    Posted By: nebulae
    Interest Rate Modeling. Volume 2: Term Structure Models (Repost)

    Leif B.G. Andersen and Vladimir V. Piterbarg, "Interest Rate Modeling. Volume 2: Term Structure Models"
    English | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8 MB

    Volume II. Term Structure Models

    Part III. Term Structure Models
    One-Factor Short Rate Models I
    One-Factor Short Rate Models II
    Multi-Factor Short Rate Models
    The Quasi-Gaussian Model with Local and Stochastic Volatility
    The Libor Market Model I
    The Libor Market Model II