作者：LeifB.G.Andersen/VladimirV.Piterbarg
出版社：AtlanticFinancialPress
副标题：FoundationsandVanillaModels
出版年：2010-2-6
页数：492
定价：GBP69.00
装帧：Hardcover
丛书：InterestRateModeling
ISBN：9780984422104
内容简介
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The book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. –Jesper Andreasen, Head of Quantitative Research, Danske Markets, Copenhagen
The authors bring their world-renowned knowledge to this important area of quantitative finance. This book is destined to become a classic. –Mark Broadie, Carson Family Professor of Business, Graduate School of Business, Columbia University
The authors have done what others have not dared to try: a massively comprehensive treatise on fixed-income modeling. –Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University
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