英文版，清晰pdf非扫描。固定收入证券的经典书籍。

目录：

1 Basic interest rate markets, concepts, and relations

2 Fixed income securities

3 Stochastic processes and stochastic calculus

4 Asset pricing and term structures: discrete-time models

5 Aseet pricing and term structures: an intorduction to continuous-time models

6 The econimics of the term structure of interest rates

7 One-factor diffusion models

8 Multi-factor diffusion models

9 Calibration of diffusion models

10 Heath-Jarrow-Morton models

11 Market models

12 The measurement and management of interest rate risk

13 Mortagage-backed securities

14 Credit risky securities

15 Stochastic interest rates and the pricing of stock and currency derivatives

[此贴子已经被作者于2008-7-26 19:28:33编辑过]