杭州电子科技大学图书馆书目检索系统

Online Public Access Catalogue

题名/责任者:

Dynamic term structure modeling : the fixed income valuation course / Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto.

出版发行项:

Hoboken, N.J. : John Wiley & Sons, c2007.

ISBN:

9780471737148 (cloth/cd-rom)

ISBN:

0471737143 (cloth/cd-rom)

载体形态项:

xxxvi, 683 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)

丛编说明:

Wiley finance.

丛编统一题名:

Wiley finance series.

个人责任者:

Nawalkha, Sanjay K.

附加个人名称:

Beliaeva, Natalia A. (Natalia Anatolevna), 1975-

附加个人名称:

Soto, Gloria M.

论题主题:

Finance.

论题主题:

Stochastic processes.

中图法分类号:

F224.7

书目附注:

Includes bibliographical references (p. 647-657) and index.

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.

电子资源:

http://www.loc.gov/catdir/toc/ecip075/2006037555.html

电子资源:

http://www.loc.gov/catdir/enhancements/fy0740/2006037555-d.html

电子资源:

http://www.loc.gov/catdir/enhancements/fy0740/2006037555-b.html

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