作者pete3 (pete3)
看板CFAiafeFSA
标题[问题] 请问想了解BGM MODEL有哪些资料或书可以参考呢??
时间Wed Feb 2 22:58:34 2005
有没有哪本书或paper对BGM MODEL说明比较多的可以参考呢?
请各位版友提供一下意见,感谢罗!!
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 61.228.31.156
1F:推 sleepking:"The market model of interest rate 210.192.163.216 02/03
2F:→ sleepking:dynamics" 210.192.163.216 02/03
3F:推 eating2:果然是利率天王 210.192.255.171 02/04
4F:推 pete3:这是一本书吗?? 61.228.27.229 02/05
5F:推 sleepking:mathmatical finance 1997 BGM写的 210.192.237.33 02/08