发表于2025-01-06
Interest Rate Modeling. Volume 2 2025 pdf epub mobi 电子书
图书标签: 利率模型 金融 Quant Piterbarg Finance 利率 Vladimir V.
In the seventies, Arbitrage Pricing Theory (APT) was invented for equity derivatives. Now the arena of interest rate derivatives has its own APT: the Andersen-Piterbarg Textbook. --Peter Carr, Global Head of Market Modeling, Morgan Stanley
This is a most comprehensive book on interest rate modeling and derivatives valuation. I recommend it highly to all students and researchers. --Farshid Jamshidian, Professor of Applied Mathematics, Twente University
Andersen and Piterbarg are to be congratulated on moving our understanding of valuation of interest rate derivatives to a new level. --John Hull, Professor of Derivatives and Risk Management, University of Toronto
Interest Rate Modeling. Volume 2 2025 pdf epub mobi 电子书