结果：找到“Credit risk pricing”相关内容29个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Credit Risk Pricing Models
3 个回复 - 1743 次查看 【作者(必填)】Bernd Schmid 【文题(必填)】Credit Risk Pricing Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-3-540-24716-6/page/1 求链接提 ...2013-8-28 14:22 - mendelssohn - 求助成功区
3 个回复 - 1743 次查看 【作者(必填)】Bernd Schmid 【文题(必填)】Credit Risk Pricing Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-3-540-24716-6/page/1 求链接提 ...2013-8-28 14:22 - mendelssohn - 求助成功区
Springer Finance Series之Credit Risk Pricing Models
9 个回复 - 1915 次查看 Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced for ...2015-4-21 15:53 - lasgpope - 量化投资
9 个回复 - 1915 次查看 Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced for ...2015-4-21 15:53 - lasgpope - 量化投资
Credit Risk Frontiers----Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings
10 个回复 - 4468 次查看 Bloomberg Press; 1 edition | February 8, 2011 754 pages 我个人觉得不错,收点费用.下附目录 GregM.Gupton Introduction 1 Tomasz R.Bielecki,DamianoBrigo, and Fr´ed´eric Patras PART ...2011-8-10 12:25 - lipchen - 经济金融数学专区
10 个回复 - 4468 次查看 Bloomberg Press; 1 edition | February 8, 2011 754 pages 我个人觉得不错,收点费用.下附目录 GregM.Gupton Introduction 1 Tomasz R.Bielecki,DamianoBrigo, and Fr´ed´eric Patras PART ...2011-8-10 12:25 - lipchen - 经济金融数学专区
Credit Risk: Pricing, Measurement, and Management
80 个回复 - 14393 次查看 In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterful ...2013-4-20 22:18 - jingyitian - 金融学（理论版）
80 个回复 - 14393 次查看 In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterful ...2013-4-20 22:18 - jingyitian - 金融学（理论版）
Split ratings and the pricing of credit risk
1 个回复 - 587 次查看 【作者(必填)】Cantor, R., F. Packer, and K. Cole 【文题(必填)】Split ratings and the pricing of credit risk 【年份(必填)】1997 【全文链接或数据库名称(选填)】Journal of Fixed Income2018-12-17 10:32 - deem - 求助成功区
1 个回复 - 587 次查看 【作者(必填)】Cantor, R., F. Packer, and K. Cole 【文题(必填)】Split ratings and the pricing of credit risk 【年份(必填)】1997 【全文链接或数据库名称(选填)】Journal of Fixed Income2018-12-17 10:32 - deem - 求助成功区
Duffie--Credit Risk: Pricing, Measurement, and Management
4 个回复 - 2652 次查看 1 Introduction 1 1.1. A Brief Zoology of Risks 3 1.2. Organization of Topics 7 2 Economic Principles of Risk Management 12 2.1. What Types of Risk Count Most? 13 2.2. Economics of Market Risk 15 ...2016-9-20 12:22 - accumulation - 金融学（理论版）
4 个回复 - 2652 次查看 1 Introduction 1 1.1. A Brief Zoology of Risks 3 1.2. Organization of Topics 7 2 Economic Principles of Risk Management 12 2.1. What Types of Risk Count Most? 13 2.2. Economics of Market Risk 15 ...2016-9-20 12:22 - accumulation - 金融学（理论版）
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All
17 个回复 - 1208 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini English | ISBN: 047074846X | 2013 | 464 pages | PDF ...2014-9-15 07:09 - tigerwolf - 商学院
17 个回复 - 1208 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini English | ISBN: 047074846X | 2013 | 464 pages | PDF ...2014-9-15 07:09 - tigerwolf - 商学院
Pricing black-scholes options with correlated credit risk and jump risk
5 个回复 - 956 次查看 【作者(必填)】Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2015-6-1 13:41 - lipj - 求助成功区
5 个回复 - 956 次查看 【作者(必填)】Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2015-6-1 13:41 - lipj - 求助成功区
求书：Credit Risk: Pricing Measurement and management
31 个回复 - 7507 次查看 本帖最后由 meixue1983 于 2010-11-3 14:05 编辑 <P><STRONG><FONT size=+3>Credit Risk: Pricing, Measurement, and Management </FONT></STRONG></P> <P><EM>by Darrell Duff ...2007-6-2 12:21 - artist332 - 经管书评
31 个回复 - 7507 次查看 本帖最后由 meixue1983 于 2010-11-3 14:05 编辑 <P><STRONG><FONT size=+3>Credit Risk: Pricing, Measurement, and Management </FONT></STRONG></P> <P><EM>by Darrell Duff ...2007-6-2 12:21 - artist332 - 经管书评
Pricing black-scholes options with correlated credit risk and jump risk
9 个回复 - 1117 次查看 【作者(必填)】 Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】 Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 http ...2016-5-14 14:40 - feiyufans - 求助成功区
9 个回复 - 1117 次查看 【作者(必填)】 Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】 Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 http ...2016-5-14 14:40 - feiyufans - 求助成功区
Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread
2 个回复 - 904 次查看 【作者(必填)】Son-Nan Chen, Pao-Peng Hsu & Chang-Yi Li 【文题(必填)】Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread Term Structures With Two-Dimensional Markov-Modulated Jump ...2016-5-3 09:34 - lipj - 求助成功区
2 个回复 - 904 次查看 【作者(必填)】Son-Nan Chen, Pao-Peng Hsu & Chang-Yi Li 【文题(必填)】Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread Term Structures With Two-Dimensional Markov-Modulated Jump ...2016-5-3 09:34 - lipj - 求助成功区
Pricing and hedging interest & credit risk sensitive instruments
4 个回复 - 1317 次查看 Pricing and hedging interest & credit risk sensitive instruments This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those wh ...2016-2-25 08:31 - showhsu - 金融学（理论版）
4 个回复 - 1317 次查看 Pricing and hedging interest & credit risk sensitive instruments This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those wh ...2016-2-25 08:31 - showhsu - 金融学（理论版）
求文献Sub-fractional Model for Credit Risk Pricing
1 个回复 - 645 次查看 【作者(必填)】Liu, Junfeng; Li, Li; Yan, Litan 【文题(必填)】Sub-fractional Model for Credit Risk Pricing 【年份(必填)】2010 【全文链接或数据库名称(选填)】International Journal of Nonlinear Scien ...2016-2-5 20:52 - weilinhy - 求助成功区
1 个回复 - 645 次查看 【作者(必填)】Liu, Junfeng; Li, Li; Yan, Litan 【文题(必填)】Sub-fractional Model for Credit Risk Pricing 【年份(必填)】2010 【全文链接或数据库名称(选填)】International Journal of Nonlinear Scien ...2016-2-5 20:52 - weilinhy - 求助成功区
Pricing Black–Scholes options with correlated interest rate risk and credit ris
2 个回复 - 823 次查看 【作者(必填)】Szu-Lang Liaoab* & Hsing-Hua Huangb 【文题(必填)】Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension 【年份(必填)】2005 【全文链接或数据 ...2016-1-31 12:15 - ssylzz - 求助成功区
2 个回复 - 823 次查看 【作者(必填)】Szu-Lang Liaoab* & Hsing-Hua Huangb 【文题(必填)】Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension 【年份(必填)】2005 【全文链接或数据 ...2016-1-31 12:15 - ssylzz - 求助成功区
Credit: The Complete Guide to Pricing, Hedging and Risk Management
10 个回复 - 2537 次查看 This comprehensive text provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. The book: emphasizes fixed income instrumen ...2015-6-22 13:53 - nelsoncwlee - 量化投资
10 个回复 - 2537 次查看 This comprehensive text provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. The book: emphasizes fixed income instrumen ...2015-6-22 13:53 - nelsoncwlee - 量化投资
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Ass
9 个回复 - 5392 次查看 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this metho ...2014-5-13 20:50 - 大家开心 - Forum
9 个回复 - 5392 次查看 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this metho ...2014-5-13 20:50 - 大家开心 - Forum
Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion
3 个回复 - 982 次查看 【作者(必填)】Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes 【年份(必填)】2013 ...2015-6-2 12:28 - lipj - 求助成功区
3 个回复 - 982 次查看 【作者(必填)】Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes 【年份(必填)】2013 ...2015-6-2 12:28 - lipj - 求助成功区
求助：Darrell Duffie的Credit Risk: Pricing, Measurement, and Management 中文版
1 个回复 - 2077 次查看 如题！2014-9-1 10:07 - 末落つ無聲 - 金融学（理论版）
1 个回复 - 2077 次查看 如题！2014-9-1 10:07 - 末落つ無聲 - 金融学（理论版）
Duffie--Credit Risk: Pricing, Measurement, and Management
3 个回复 - 2231 次查看 1 Introduction 1 1.1. A Brief Zoology of Risks 3 1.2. Organization of Topics 7 2 Economic Principles of Risk Management 12 2.1. What Types of Risk Count Most? 13 2.2. Economics of Market Risk 15 ...2013-3-4 12:31 - qqautumn - 金融工程（数量金融）与金融衍生品
3 个回复 - 2231 次查看 1 Introduction 1 1.1. A Brief Zoology of Risks 3 1.2. Organization of Topics 7 2 Economic Principles of Risk Management 12 2.1. What Types of Risk Count Most? 13 2.2. Economics of Market Risk 15 ...2013-3-4 12:31 - qqautumn - 金融工程（数量金融）与金融衍生品
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging
7 个回复 - 2148 次查看 Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial) Tomasz Bielecki (Author), Damiano Brigo (Author), Frederic Patras (Author) Pro ...2011-7-2 12:39 - martinnyj - 金融学（理论版）
7 个回复 - 2148 次查看 Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial) Tomasz Bielecki (Author), Damiano Brigo (Author), Frederic Patras (Author) Pro ...2011-7-2 12:39 - martinnyj - 金融学（理论版）
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
2 个回复 - 1166 次查看 A Simple and Precise Method for Pricing Convertible Bond with Credit Risk Tim Xiao Risk Models, BMO Capital Markets February 23, 2014 Journal of Derivatives and Hedge Hunds, Forthcoming ...2014-3-2 09:50 - zhangqiping428 - 金融学（理论版）
2 个回复 - 1166 次查看 A Simple and Precise Method for Pricing Convertible Bond with Credit Risk Tim Xiao Risk Models, BMO Capital Markets February 23, 2014 Journal of Derivatives and Hedge Hunds, Forthcoming ...2014-3-2 09:50 - zhangqiping428 - 金融学（理论版）
Counterparty Credit Risk Measurement Pricing and Hedging
6 个回复 - 3567 次查看 Counterparty Credit Risk Measurement Pricing and Hedging Eduardo Canabarro (Author) Publisher: Risk Books (22 Mar 2010)2011-2-14 07:37 - happydude - 金融学（理论版）
6 个回复 - 3567 次查看 Counterparty Credit Risk Measurement Pricing and Hedging Eduardo Canabarro (Author) Publisher: Risk Books (22 Mar 2010)2011-2-14 07:37 - happydude - 金融学（理论版）
which measure is most relevant for credit derivative pricing, risk-neutral or ph
3 个回复 - 1384 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1384 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
Derivative Pricing with Credit Risk
10 个回复 - 2271 次查看 我现在论文是关于一种citibank发行的衍生品的定价，根据公式我已经算出来它的theoretical price，但是与导师谈过后，他建议我再算出derivative price with credit risk,并给我相对应公式： W(0)=EXP(-xT)*V(0) W(0 ...2013-4-27 03:46 - sushuiasushui - 金融工程（数量金融）与金融衍生品
10 个回复 - 2271 次查看 我现在论文是关于一种citibank发行的衍生品的定价，根据公式我已经算出来它的theoretical price，但是与导师谈过后，他建议我再算出derivative price with credit risk,并给我相对应公式： W(0)=EXP(-xT)*V(0) W(0 ...2013-4-27 03:46 - sushuiasushui - 金融工程（数量金融）与金融衍生品
[下载]Credit Risk Pricing,Measurement,and Management
10 个回复 - 4460 次查看 Credit Risk Pricing, Measurement, and Management Darrell Duffie and Kenneth J. Singleton2010-3-27 18:05 - xiaoxiaobuku - 金融学（理论版）
10 个回复 - 4460 次查看 Credit Risk Pricing, Measurement, and Management Darrell Duffie and Kenneth J. Singleton2010-3-27 18:05 - xiaoxiaobuku - 金融学（理论版）
[求助]请各路英雄帮忙解开Credit - The Complete Guide to Pricing, Hedging and Risk Management
6 个回复 - 2735 次查看 各位高手： 我从网络上下载了有关CREDIT方面的好书Credit - The Complete Guide to Pricing, Hedging and Risk Management，但是无法在本地打开阅读，请各路英雄好汉帮忙，也好让大家共享一些这本好书！ ...2007-7-12 10:36 - szabba - 金融学（理论版）
6 个回复 - 2735 次查看 各位高手： 我从网络上下载了有关CREDIT方面的好书Credit - The Complete Guide to Pricing, Hedging and Risk Management，但是无法在本地打开阅读，请各路英雄好汉帮忙，也好让大家共享一些这本好书！ ...2007-7-12 10:36 - szabba - 金融学（理论版）
免費 Pricing and Hedging Interest and Credit Risk Sensitive Instruments
3 个回复 - 1904 次查看 Pricing and Hedging Interest and Credit Risk Sensitive Instruments (Hardcover) ~ Frank Skinner Product DescriptionThis book is tightly focused on the pricing and hedging of fixed income securit ...2009-11-5 11:42 - martinnyj - 金融学（理论版）
3 个回复 - 1904 次查看 Pricing and Hedging Interest and Credit Risk Sensitive Instruments (Hardcover) ~ Frank Skinner Product DescriptionThis book is tightly focused on the pricing and hedging of fixed income securit ...2009-11-5 11:42 - martinnyj - 金融学（理论版）
The Pricing of Portfolio Credit Risk
1 个回复 - 1343 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件
1 个回复 - 1343 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件
