利率模型及相关的金融衍生产品 |
时间:2009-3-9,9am,3-10,2:30pm 报告人:汪家扣博士 报告地点:数学学院二楼报告厅 下载 |
报告内容 Hedging the Asset Swap of the JGB Floating Rate Notes Stochastic and Deterministic Coagulation Models, their Formulations and Numerical Approximations
The Applications of Interest Rate Models in Swap and Bond Market |