结果：找到“interest rate future”相关内容7个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long me
1 个回复 - 477 次查看 【作者(必填)】 Ping-TsungWuaShwu-JaneShiehb 【文题(必填)】 Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations【年份(必填)】 2007 【全文链接 ...2018-1-13 22:33 - internet.hzx - 求助成功区
1 个回复 - 477 次查看 【作者(必填)】 Ping-TsungWuaShwu-JaneShiehb 【文题(必填)】 Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations【年份(必填)】 2007 【全文链接 ...2018-1-13 22:33 - internet.hzx - 求助成功区
Derivatives_ a comprehensive resource for options, futures, interest rate swaps
6 个回复 - 2606 次查看 2014-7-10 17:35 - bukeyide111 - 金融工程（数量金融）与金融衍生品
6 个回复 - 2606 次查看 2014-7-10 17:35 - bukeyide111 - 金融工程（数量金融）与金融衍生品
Trading STIR Futures: An Introduction to Short-Term Interest Rate Futures
2 个回复 - 4223 次查看 Trading STIR Futures: An Introduction to Short-Term Interest Rate FuturesBy Stephen Aikin * Publisher: Harriman House * Number Of Pages: 268 * Publication Date: 2006-12-01 ...2010-2-5 11:51 - zhaohailei - 金融学（理论版）
2 个回复 - 4223 次查看 Trading STIR Futures: An Introduction to Short-Term Interest Rate FuturesBy Stephen Aikin * Publisher: Harriman House * Number Of Pages: 268 * Publication Date: 2006-12-01 ...2010-2-5 11:51 - zhaohailei - 金融学（理论版）
悬赏求助 [Book] Interest Rate Futures and Options
3 个回复 - 808 次查看 书名：Interest Rate Futures and Options作者：Mark Pitts rank J.Fabozzi2013-9-16 11:44 - suoyuanyuan - 悬赏大厅
3 个回复 - 808 次查看 书名：Interest Rate Futures and Options作者：Mark Pitts rank J.Fabozzi2013-9-16 11:44 - suoyuanyuan - 悬赏大厅
Interest Rate Futures问题
1 个回复 - 1072 次查看 Suppose that you are convinced that interest rates are goingup in the near future. You decide to speculate the interest rate movement byselling 100 September 20-year T-Bond futures. The sale is execut ...2012-4-23 11:43 - psp-fifa-fan - 金融工程（数量金融）与金融衍生品
1 个回复 - 1072 次查看 Suppose that you are convinced that interest rates are goingup in the near future. You decide to speculate the interest rate movement byselling 100 September 20-year T-Bond futures. The sale is execut ...2012-4-23 11:43 - psp-fifa-fan - 金融工程（数量金融）与金融衍生品
【汉青论坛】（11月7日）Jumps and Trading Activities in Interest Rate Futures Mar
3 个回复 - 1576 次查看 【本期主题】Jumps and Trading Activities in Interest Rate Futures Markets: The Response to Macroeconomic Announcements We apply nonparametric statistical procedures to extract jumps around sch ...2011-11-5 00:30 - lydia0823 - 学术资源/课程/会议/讲座
3 个回复 - 1576 次查看 【本期主题】Jumps and Trading Activities in Interest Rate Futures Markets: The Response to Macroeconomic Announcements We apply nonparametric statistical procedures to extract jumps around sch ...2011-11-5 00:30 - lydia0823 - 学术资源/课程/会议/讲座
关于interest rate futures 是否考
2 个回复 - 20 次查看 在视频中，TOPIC 27，interest rate futures.中并没有提到，T-bond futures pricing。 但是notes中有提到，貌似步骤还蛮复杂的，我数了一下大概6步。 请问张老师，这个是否会出现在考试中？2011-1-31 05:50 - zzyftpl - FRM学习群组
2 个回复 - 20 次查看 在视频中，TOPIC 27，interest rate futures.中并没有提到，T-bond futures pricing。 但是notes中有提到，貌似步骤还蛮复杂的，我数了一下大概6步。 请问张老师，这个是否会出现在考试中？2011-1-31 05:50 - zzyftpl - FRM学习群组
