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Interest Rate Modeling. Volume 2: Term Structure Models

Posted By: tot167
Interest Rate Modeling. Volume 2: Term Structure Models

Leif B.G. Andersen and Vladimir V. Piterbarg, "Interest Rate Modeling. Volume 2: Term Structure Models"
Atlan tic Fin ancial Press | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8,9 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