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
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