Titlebook: Interest Rate Models Theory and Practice; Damiano Brigo,Fabio Mercurio Book 20011st edition Springer-Verlag Berlin Heidelberg 2001 Interes

Derogate

拒絕

名字的誤用

omnibus

構(gòu)想

Lacerate

UNT

The Heath-Jarrow-Morton (HJM) Frameworkels have also some clear drawbacks. For example, an exact calibration to the initial curve of discount factors and a clear understanding of the covariance structure of forward rates are both difficult to achieve, especially for models that are not analytically tractable.

gruelling

極大的痛苦

厭惡