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Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

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发表于2024-11-30

Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

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出版者:Wiley

作者:Ken O. Kortanek

出品人:

页数:240

译者:

出版时间:2001-11-12

价格:USD 155.00

装帧:Hardcover

isbn号码:9780471495956

丛书系列:

图书标签: 利率

Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书图书描述

This book offers a new approach to interest rate and modeling term structure by using

models based on optimization of dynamical systems, rather than the traditional stochastic differential equation models. The authors use dynamic models to estimate the term structure of interest rates and show the reader how to build their own numerical

simulations. It includes software that will enable readers to simulate the various models covered in the book.

Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

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Building and Using Dynamic Interest Rate Models 2024 pdf epub mobi 电子书

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