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经典Interest Rate Modeling 全集: Volume 1,2,3
13 个回复 - 4846 次查看 ReviewThe 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, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程（数量金融）与金融衍生品

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2nd
4 个回复 - 2349 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit作者：Damiano Brigo, Fabio Mercurio ...2019-1-30 21:44 - gonnaago - 金融学（理论版）

求：An Elementary Introduction to Stochastic Interest Rate Modeling
13 个回复 - 3162 次查看 ~ Nicolas Privault (作者) [*]出版社: World Scientific Publishing Co Pte Ltd; 2nd edition (2012年6月21日) [*]丛书名: Advanced Series on Statistical Science & Applied Probability [*]精装: 244页 ...2014-3-19 10:26 - 唐宋元清 - 求助成功区

【2019新书】Interest Rate Modeling: Theory and Practice, Second Edition
112 个回复 - 17654 次查看 Interest Rate Modeling: Theory and Practice, Second Edition by Lixin Wu (Author) About the Author Lixin Wu is a professor at the Hong Kong University of Science and Technology. Best known in the ...2019-6-5 02:22 - slowry - 金融学（理论版）

Interest Rate Modeling: Theory and Practice. Lixin Wu 高清完美书签版
10 个回复 - 4102 次查看 Chapman and Hall/CRC financial mathematics series 其中的一本。几乎和Brigo的名著同名，没有Brigo那么厚，但是涵盖了所有的重点，非常适合practitioner。高清扫描，有书签便于翻阅。只象征性的收十分，希望有更多 ...2014-4-21 11:16 - crazy8book - 金融学（理论版）

Interest-Rate Models - Theory and Practice. Springer, 2nd edition 带书签哟~
7 个回复 - 2130 次查看 2018-9-14 14:20 - 晴川阁 - 金融工程（数量金融）与金融衍生品

分享：Modelling Fixed Income Securities and Interest Rate Options (2nd Edition)
16 个回复 - 4413 次查看不知道论坛上有没有重复的。如果有请通知一下，立刻删除。 second edition by Robert A. Jarrow2013-6-3 20:02 - flying81 - 金融工程（数量金融）与金融衍生品

interest rate models brigo
3 个回复 - 2049 次查看 Interest rate models: theory and practice by Damiano Brigo and Fabio Mercurio One of the "bibles" on interest rate modeling2012-7-7 20:56 - wangjuestam - 金融学（理论版）

【金融教材系列】Interest Rate Modelling
95 个回复 - 5615 次查看 2014年最新教材，高清原版pdf。降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链 ...2016-3-1 10:08 - wwqqer - 金融学（理论版）

Interest Rate Models ---Theory and Practice (Damiano Brigo and Fabio Mercurio)_
16 个回复 - 10878 次查看 Brigo 和 Piterbarg 他们两人编写的关于利率模型和利率产品的书都是属于宝典类型的。附件的这本是 Brigo 的，内容相比 Piterbarg 的简单许多，而且写得很容易理解。本人在国外做衍生品定价模型验证4年，非常推荐这本 ...2014-3-27 14:21 - chao.ma - 金融工程（数量金融）与金融衍生品

Springer - Interest Rate Models_ Theory and Practice (by Damiano Brigo)
12 个回复 - 10281 次查看欢迎大家下载2009-12-12 19:01 - jjfox - 金融学（理论版）

Interest Rate Models Theory and Practice 英文扫描版(中文名：利率模型理论和实践）
6 个回复 - 3132 次查看目录Preface Motivation Aims, Readership and Book Structure Final Word and Acknowledgments Description of Contents by Chapter Abbreviations and Notation Part I. BASIC DEFINITIONS AND NO ARB ...2016-5-16 23:40 - poirotgaoyuan - 金融学（理论版）

Interest Rate Modeling - Piterbarg
24 个回复 - 10279 次查看之前发过了这本书的 3 个 Volume 的非PDF版本，对读者阅读比较麻烦，也不方便打印。现在附上 PDF 版，希望对读者有帮助。2015-1-29 22:35 - chao.ma - 金融工程（数量金融）与金融衍生品

Modeling Fixed Income Securities and Interest Rate Options, Third Edition
8 个回复 - 1879 次查看 https://www.amazon.com/Modeling-Securities-Interest-Financial-Mathematics/dp/1138360996 September 30, 2019 | ISBN: 1138360996 | English | 384 Pages | PDF | 8 MB Modeling Fixed Income Secur ...2019-10-15 09:38 - koalachen2013 - 金融学（理论版）

免費 Pricing of Interest Rate Derivatives with the LIBOR Market Model
9 个回复 - 3480 次查看 Pricing of Interest Rate Derivatives with the LIBOR Market Model by Linus Kajsajuntti Abstract In the beginning of the 90's Heath, Jarrow and Morton (HJM) presented a revolutionary approach to in ...2009-8-2 11:16 - martinnyj - 金融学（理论版）

【经典教材系列】Interest Rate Modeling: Post-Crisis Challenges and Approaches
73 个回复 - 8999 次查看 2016年最新教材，在08年金融危机后，利率模型研究的重点和难点在于处理负利率和使用多重利率曲线（multi-curve），降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的 ...2015-12-31 19:14 - wwqqer - 金融学（理论版）

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and
114 个回复 - 16711 次查看 Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead ...2014-9-1 10:10 - 大家开心 - 金融学（理论版）

Interest Rate, Term Structure, and valuation modeling
13 个回复 - 5177 次查看 Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. 20022009-12-23 00:30 - zhaohailei - 金融学（理论版）

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3739 次查看 Rebonato R. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond[M]. Princeton University Press, 2002. 有人反映这本书兼有实务的敏锐和理论的严谨。在论坛上查了一下，这个版本应 ...2017-5-20 10:32 - kongjih - 经济金融数学专区

Bond and option pricing for interest rate model with clustering effects
2 个回复 - 626 次查看【作者(必填)】【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
21 个回复 - 8240 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit Amazon 上的满分书籍2010-11-3 08:07 - qiqiwang - 金融学（理论版）

interest rate modelling
0 个回复 - 786 次查看【作者(必填)】Jessica James (作者), Nick Webber (作者) 【文题(必填)】interest rate modelling 【年份(必填)】2000 【全文链接或数据库名称(选填)】要非扫描版, 可以查询关键词的文件扫描版不需要! ...2020-4-27 18:36 - johnzi0128 - 文献求助专区

【学习笔记】Interest rate modeling, volume I and II L Anderson and V Pit ...
0 个回复 - 743 次查看 Interest rate modeling, volume I and II L Anderson and V Piterbarg 20102020-3-21 05:15 - zizai26 - Forum

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
28 个回复 - 5400 次查看 Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Second Edition by Takashi Yasuoka (Author) About the Author Takashi Yasuoka, Professor, Graduate School of Enginee ...2019-6-23 12:15 - slowry - 金融学（理论版）

【独家发布】【2018】Interest Rate Modeling For Risk Management
0 个回复 - 826 次查看 Interest Rate Modeling For Risk Management Author(s): Yasuoka, Takashi Series: Economics: Current and Future Developments Series Publisher: Bentham Science Publishers, Year: 2018 ISBN: 1681086891, ...2019-12-15 19:26 - hhasoka - Forum

【学习笔记】Interest Rate Modeling Volume 1 Foundations and Vanilla Mod ...
0 个回复 - 681 次查看 Interest Rate Modeling Volume 1 Foundations and Vanilla Models - Interest Rate Modeling. Volume 2 Term Structure Models - Interest Rate Modeling. Volume 3 Products and Risk Management2019-11-2 14:31 - 物亦有缘侵9 - Forum

求interest rate modeling volume 3
0 个回复 - 604 次查看 Hi, 请问谁有interest rate modeling volume 3 的书可以分享吗，作者是 Piterbarg。多谢！2019-10-24 21:29 - April862 - 量化投资

【学习笔记】Modeling Fixed Income Securities and Interest Rate Options, ...
0 个回复 - 406 次查看 Modeling Fixed Income Securities and Interest Rate Options, Third Edition 这本书有同学有吗？多谢！2019-10-23 17:32 - jasonwu24 - Forum

Interest Rate Models: An Introduction 优化后的版本
9 个回复 - 3492 次查看书的介绍参见： http://www.amazon.com/Interest-Rate-Models-Andrew-Cairns/dp/0691118949/ref=sr_1_2?ie=UTF8&qid=1436001393&sr=8-2&keywords=interest+rate+models 这本书是我看过唯一一本能把term struct ...2015-7-4 17:25 - wby322 - 金融工程（数量金融）与金融衍生品

Interest Rate Models - An Introduction
13 个回复 - 6298 次查看 Interest Rate Models: An Introduction Andrew J. G. Cairns (Author) Book DescriptionPublication Date: January 5, 2004 | ISBN-10: 0691118949 | ISBN-13: 978-0691118949 The field of f ...2012-9-27 22:53 - martinnyj - 金融学（理论版）

Interest Rate Modeling. Volume 2 - Term Structure Models
30 个回复 - 11796 次查看 Interest Rate Modeling. Volume 2: Term Structure Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewIn the seventies, Arbitrage Pricing Theory (APT) was invented for equity der ...2011-3-6 00:39 - martinnyj - 金融学（理论版）

Interest Rate Modeling. Volume 3: Products and Risk Management (2010)
9 个回复 - 5499 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg (Author) Editorial Reviews Review Andersen and Piterbarg have written a Landau ...2011-3-18 02:53 - Realscore - 金融学（理论版）

Interest Rate Modeling. Volume 1 - Foundations and Vanilla Models
19 个回复 - 15187 次查看 Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewThe book is a collection of high quality material that is both very broad ...2011-3-6 00:30 - martinnyj - 金融学（理论版）

Interest Rate Modeling Volume I II III (Piterbarg)
9 个回复 - 4008 次查看 Follow 上个帖子，继续奉上 Interest Rate Modeling Volume III (Piterbarg)2014-4-4 13:40 - chao.ma - 金融工程（数量金融）与金融衍生品

[下载] Interest Rate Models Theory and Practice : With Smile, Inflation and Credit
83 个回复 - 27675 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) (Hardcover) by Damiano Brigo (Author), Fabio Mercurio (Author) "The concept of interest rate belongs to ...2007-9-28 08:10 - galilee - 计量经济学与统计软件

Interest Rate Modeling Volume I II III (Piterbarg)
14 个回复 - 9457 次查看续上周发的 Brigo 的 IR 衍生品资料，现奉上 Piterbarg的 Interest Rate Modeling。这本书比较难读，本人对很多章节也只是用来作为参考查阅之用。需要强调的是，对于很复杂的衍生品定价，本书还是非常有帮助的！[/ba ...2014-4-4 13:32 - chao.ma - 金融工程（数量金融）与金融衍生品

国内首发：Interest Rate Modelling: Financial Engineering
15 个回复 - 5151 次查看高清晰扫描版，文件很大 Interest Rate Modelling: Financial Engineering [Hardcover] Jessica James (Author), Nick Webber (Author) 4.6 out of 5 stars See all reviews(7 customer ...2013-12-22 11:32 - rmatrix - 金融工程（数量金融）与金融衍生品

interest rate models:theory and practice[2nd edition]下载
6 个回复 - 4770 次查看 The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swapt ...2014-5-20 08:43 - ganhuolema - 金融工程（数量金融）与金融衍生品

Interest Rate Models: Theory and Practice 2e
10 个回复 - 2767 次查看 Bible for IRD pricing...2013-9-20 10:50 - ShiwenLee - 金融工程（数量金融）与金融衍生品

Interest Rate Modelling in the Multi-Curve Framework
9 个回复 - 2923 次查看 This is the full version of the book "Interest Rate Modelling in the Multi-Curve Framework".2015-3-24 00:47 - yuangord - 金融工程（数量金融）与金融衍生品

On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rate
2 个回复 - 766 次查看【作者(必填)】 Lech A. Grzelakab* & Cornelis W. Oosterleeac 【文题(必填)】 On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates 【年份(必填)】 Volume 19, Issue 1, 20 ...2014-5-9 08:12 - sqq19860225 - 求助成功区

Modelling the term structure of interest rates
2 个回复 - 820 次查看【作者(必填)】Lourdes Gómez-Valle，Julia Martínez-Rodríguez 【文题(必填)】Modelling the term structure of interest rates: An efficient nonparametric approach 【年份(必填)】2008 【全文链接 ...2014-4-3 07:55 - abcsk - 求助成功区

Interest Rate Modeling Volume 3 - Products and Risk Management
12 个回复 - 5753 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg Table of contents for all three volumes (full details at andersen-piterbar ...2012-3-17 01:25 - martinnyj - 金融学（理论版）

【独家发布】Interest Rate Model Papers
18 个回复 - 3478 次查看对于Interest rate model的研究，经历了几个比较重要的阶段的发展。从Vasicek 1977年的开山之作，到1985年CIR的对于负利率问题的改进，再到1992年HJM对于forward rate建模，发展到最新的以SABR为代表的模型。 V ...2013-3-20 10:54 - Chemist_MZ - 经管书评

Interest Rate Model Papers
4 个回复 - 3476 次查看对于Interest rate model的研究，经历了几个比较重要的阶段的发展。从Vasicek 1977年的开山之作，到1985年CIR的对于负利率问题的改进，再到1992年HJM对于forward rate建模，发展到最新的以SABR为代表的模型。 V ...2013-3-20 11:06 - Chemist_MZ - 金融工程（数量金融）与金融衍生品

Interest Rate Modelling
3 个回复 - 2186 次查看 ~ Jessica James (作者), Nick Webber (作者) [*]出版社: John Wiley & Sons Ltd (2000年4月5日) [*]丛书名: Wiley Series in Financial Engineering [*]精装: 672页 [*]语种：英语 [*]ISBN: 0471975230 [* ...2014-2-21 16:22 - 唐宋元清 - 求助成功区

Interest rate models enhanced with local volatility
0 个回复 - 592 次查看【作者(必填)】Lingling Cao, Pierre Henry-Labordère 【文题(必填)】 Interest rate models enhanced with local volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.risk.net/derivati ...2017-2-14 16:24 - Bumboo - 文献求助专区

Interest Rate Modelling in the Multi-Curve Framework epub azwz3
0 个回复 - 802 次查看坛子里有pdf版本，献上epub和azwz3版本，方便在手机或者kindle上阅读Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framew ...2016-11-8 11:10 - 新歌真会玩 - 计量经济学与统计软件

大家好有沒有人有Interest Rate Modeling: Theory and Practice Lixin Wu
1 个回复 - 1364 次查看大家好有沒有人有Interest Rate Modeling: Theory and Practice Lixin Wu? 謝2016-5-28 15:24 - astart_start - 新手入门区

Cairns Interest Rate Models An introduction
1 个回复 - 1467 次查看 Interest Rate Models An introduction 从数学角度比较严密的论述和证明了CIR Vasicek Hull-White 等利率模型和衍生品定价过程。2016-4-26 19:27 - wang478114 - 金融工程（数量金融）与金融衍生品

求文献“An economic capital model integrating credit and interest rate risk in t
4 个回复 - 741 次查看【作者(必填)】 [*]Piergiorgio Alessandria, , [*]Mathias Drehmannb 【文题(必填)】An economic capital model integrating credit and interest rate risk in the banking book 【年份(必填)】2010 【 ...2016-1-28 21:51 - tianyahero - 求助成功区

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
1 个回复 - 1143 次查看【作者(必填)】 Yongmiao Honga, Haitao Lib & Feng Zhaoc 【文题(必填)】 Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models【年份(必填)】 2004 【全文链接或数据库名称(选填)】http:// ...2015-12-7 10:51 - internet.hzx - 文献求助专区

【PDF下载】Jarrow的Modelling Fixed Income Securities and Interest Rate Options
55 个回复 - 12964 次查看康奈尔大牛Jarrow教授的关于固定收益证券和利率期权的经典专著，坛子里有他的论文集，但没有这本老书。英文原版薄薄一本要70多美刀，索性扫了一把与大家共享。由于没找到02年的第二版，随书装有做利率期权的专利软件 ...2013-6-1 01:54 - Shaolin1 - 金融工程（数量金融）与金融衍生品

免费modeling fixed income securities and interest rate options&Asset Pricing
17 个回复 - 6130 次查看易盘下载: http://www.163pan.com/files/j0c000n0y.html 文件名称: modeling fixed income securities and interest rate options.pdf 文件介绍: Author:Robert A.Jarrow,Stanford Press,364Pages,PDF ======= ...2010-6-19 03:57 - soundleon - 金融学（理论版）

哪位热心人能不能给我传一份Brigo的interest rate models
1 个回复 - 2396 次查看就是下载专区里面的Interest Rate Models_Theory & Practice_2006 Edition987 pagesauthor: Damiano Brigo · Fabio Mercurioyear of publishing: 2006要100,我金钱不够，下载不了。也没什么东西上传来赚钱。有人下 ...2007-4-5 23:02 - justincd - 金融学（理论版）

（保险精算系列一）interest rate and credit risk modelling（保险精算系列一）
6 个回复 - 5752 次查看这一系列课件是一手的，有的刚刚上完，有的是前一部分。这个专业不用介绍了吧，不过这方面系统的资料不多，我这一份是本校，应该没人发过。看了你就知道了，如果认为不错一定要顶啊，让跟多人分享。东西好当然 ...2006-3-28 23:39 - sosoboy - Forum

求文献An accessible implementation of interest rate models with
2 个回复 - 888 次查看【作者(必填)】N. Zhou and R. S. Mamon 【文题(必填)】An accessible implementation of interest rate models withregime switching 【年份(必填)】2012 【全文链接或数据库名称(选填)】2015-7-2 22:43 - macro-quant - 求助成功区

求书：Interest Rate Models: an infinite dimensional stochastic analysis perspective
2 个回复 - 2335 次查看请问大家谁有这本书吗？是Rene Carmona和Michael Tehranchi写的。非常需要这本书～～如果谁有的话能不能传一下啊，不甚感激！2007-3-6 04:58 - leilei_1983 - 金融学（理论版）

国内首发：Interest Rate Modeling: Theory and Practice 香港科技大学数学系Lixin Wu
25 个回复 - 8887 次查看 Interest Rate Modeling: Theory and Practice (Chapman & Hall/CRC Financial Mathematics Series) [Hardcover] Lixin Wu (Author) 4.8 out of 5 stars See all reviews(4 customer reviews) [hr] ...2013-12-22 11:47 - rmatrix - 金融工程（数量金融）与金融衍生品

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
23 个回复 - 1714 次查看 René A. Carmona, Michael R. Tehranchi, "Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective" Sp,,,er | 2006 | ISBN: 3540270655 | 235 pages | PDF | 3 MB Interest Rate Mo ...2014-8-28 11:18 - tigerwolf - 金融工程（数量金融）与金融衍生品

[分享]Interest Rate Models - Theory and Practice
12 个回复 - 5656 次查看 springer finance 2007Interest Rate Models Theory and Practice: With Smile, Inflation and Credit Book DescriptionThe 2nd edition of this successful book has several new features. The calibration ...2008-5-2 13:57 - ibanker - Forum

Exchange rates and interest rates: can term structure models explain currency ..
2 个回复 - 819 次查看【作者(必填)】Ahmet Can Inci & Biao Lu 【文题(必填)】Exchange rates and interest rates: can term structure models explain currency movements? 【年份(必填)】2004, journal of economic dynamics and ...2015-2-4 15:28 - oldman - 求助成功区

【Princeton Press】Interest Rate Models: An Introduction By Andrew J. G. Carins
11 个回复 - 3316 次查看 Andrew J. G. Cairns, "Interest Rate Models: An Introduction" English | ISBN: 0691118949 | 2004 | 288 pages | PDF | 54 MB The field of financial mathematics has developed tremendously over ...2012-7-26 17:42 - tangchen9090 - 金融学（理论版）

interest rate modeling Andersen Volume 1: Foundations and Vanilla Models
2 个回复 - 2909 次查看 interest rate modeling Andersen Volume 1: Foundations and Vanilla Models2012-7-7 21:04 - wangjuestam - 经济金融数学专区

Interest rate models
3 个回复 - 1585 次查看 Interest rate models2014-10-29 08:51 - dongdong1010 - 金融工程（数量金融）与金融衍生品

下载：Interest Rate Models: Theory and Practice
15 个回复 - 5148 次查看 The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous co ...2010-8-4 14:47 - actubooks - 金融工程（数量金融）与金融衍生品

免費 Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
6 个回复 - 5349 次查看 Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) (Paperback)~ Damir Filipovic (Author) Product DescriptionResearch monograph providing appro ...2009-11-5 11:53 - martinnyj - 金融学（理论版）

求：《Interest Rate Models for Pricing Zero Coupon Bond Options》
2 个回复 - 1167 次查看 ~ Huseyin Senturk (作者), Mehmet Ali Karadag (作者) [*]出版社: LAP Lambert Academic Publishing (2010年6月30日) [*]平装: 100页 [*]语种：英语 [*]ISBN: 3838353579 [*]条形码: 97838383535792014-2-28 09:42 - 唐宋元清 - 悬赏大厅

求：《Building and Using Dynamic Interest Rate Models》
0 个回复 - 627 次查看 ~ Ken O. Kortanek (作者), Vladimir G. Medvedev (作者) [*]出版社: John Wiley & Sons Ltd (2001年9月12日) [*]丛书名: Wiley Finance Series [*]精装: 236页 [*]语种：英语 [*]ISBN: 0471495956 [*] ...2014-3-18 09:12 - 唐宋元清 - 悬赏大厅

求Interest Rate Modeling: Theory and Practice
1 个回复 - 886 次查看 Interest Rate Modeling: Theory and Practice (Chapman & Hall/CRC Financial Mathematics Series) [Hardcover] Lixin Wu (Author)2014-2-12 11:04 - 鲛人泣月 - 求助成功区

Interest Rate Risk Modeling--The Fixed Income Valuation Course
6 个回复 - 2884 次查看 Interest Rate Risk Modeling--The Fixed Income Valuation Course SANJAY K. NAWALKHA,GLORIA M. SOTO,NATALIA A. BELIAEVA John Wiley & Sons, Inc. 20052009-10-19 09:32 - zhaohailei - 金融学（理论版）

Fabozzi_Interest Rate,Term Structure and Valuation Modeling
7 个回复 - 3148 次查看 Preface ix Contributing Authors xii SECTION ONE Interest Rate and Term Structure Modeling 1 CHAPTER 1 Interest Rate Models 3 Oren Cheyette CHAPTER 2 The Four Faces of an Interest Rate Model 27 ...2010-3-18 22:10 - ibanker - 金融工程（数量金融）与金融衍生品

Interest Rate Risk Modeling --- Fixed Income Valuation Course
1 个回复 - 1532 次查看 2013-7-14 05:09 - dapbook - Forum

免费Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps
2 个回复 - 2042 次查看易盘下载: http://www.163pan.com/files/j0q000t0t.html 文件名称: Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps.pdf 文件介绍: Author:Robert Brooks,Research Foundation of ICFA ...2010-7-13 13:40 - soundleon - 金融学（理论版）

Pricing Models for Bermudan-style Interest Rate Derivatives_PIETERSZ
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请教一个有关interest rate modelling 问题
9 个回复 - 3802 次查看最近看一本书,有些地方吃不准,想请教高人: Affine models heath ,jarrow and morton model (HJM) Finite difference methods in N Dimensions A Two -Dimensional PDE LATTICE METHODS GMM / SMM GARCH M ...2006-4-18 08:36 - soardliang - 金融学（理论版）

Interest Rate Risk Modeling
3 个回复 - 1798 次查看 Interest Rate Risk Modeling2009-6-18 22:16 - rich1027 - 金融学（理论版）

求interest rate modelling，作者是Jessica James和Nick Webber
8 个回复 - 4542 次查看现在上课需要着本书有的同学麻烦帮帮发我邮箱 oogway@qq.com 谢谢了2010-9-6 16:58 - dumberman - 金融工程（数量金融）与金融衍生品

求书:Interest rate modeling:theory and practice by Lixin Wu,hkust
11 个回复 - 7139 次查看在找一本书，香港科技大学吴立昕教授写的《interest rate modeling: theory and practice》 09年出的，不知道哪位好心人有电子版啊？2010-12-7 22:42 - sishendj - 金融工程（数量金融）与金融衍生品

求一本金融书籍Modeling fixed income securities and interest rate option
5 个回复 - 2422 次查看急求Jarrow 2002年的一本金融书籍 modeling fixed income securities and interest rate options 求大家帮助2011-4-21 22:58 - Leegenesszz - 金融学（理论版）

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