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Handbooks in Mathematical Finance -Opti Pricing, Interest Rates and Risk Manag
4 个回复 - 1345 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management E. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) Review'The blurb describes it as a ...2012-8-27 00:43 - martinnyj - 金融学（理论版）

interest rate risk Baruch MFE Chapter 1
3 个回复 - 1613 次查看如题。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。2015-3-17 02:26 - lilyliao5952 - 风险管理

Interest Rate Risk in the Banking Book
10 个回复 - 992 次查看 English | 19 May 2017 | ISBN: 1782723250 | 288 Pages | AZW3 | 3.08 MB The author explains the nature of interest rate risks in simple language, describing the methods typically used to measure ...2017-12-31 20:16 - igs816 - 经管书评

《EXCHANGE RATES, INTEREST RATES, AND THE RISK PREMIUM》
0 个回复 - 674 次查看《EXCHANGE RATES, INTEREST RATES, AND THE RISK PREMIUM》 by Charles Engel2020-5-14 10:09 - 南木曦君 - 世界经济与国际贸易

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
28 个回复 - 5335 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 - 811 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

Interest Rate Modeling. Volume 3: Products and Risk Management (2010)
9 个回复 - 5458 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）

Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long me
1 个回复 - 478 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

Risk-free profits with forward contracts in exchange rates and interest rates
6 个回复 - 843 次查看【作者(必填)】Dilip K. Ghosh 【文题(必填)】Risk-free profits with forward contracts in exchange rates and interest rates 【年份(必填)】 Volume 7, Issue 3, October 1997, Pages 253–264 【全文链 ...2014-12-15 14:40 - qingchang188166 - 求助成功区

Household Interest Rate Risk Management
3 个回复 - 946 次查看【作者(必填)】 Otto Van Hemert 【文题(必填)】《Household Interest Rate Risk Management 》【年份(必填)】 2009 【全文链接或数据库名称(选填)】2015-1-5 15:55 - scxz - 求助成功区

Interest Rate Risk in the Banking Book
1 个回复 - 556 次查看【作者(必填)】Paul Newson 【文题(必填)】Interest Rate Risk in the Banking Book 【年份(必填)】2017 【全文链接或数据库名称(选填)】 ASIN ‏ : ‎ B071Z6HJY1 Publisher ‏ : ̴ ...2021-10-20 22:44 - johnzi0128 - 文献求助专区

Interest Rate Modeling Volume 3 - Products and Risk Management
12 个回复 - 5696 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）

The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017
18 个回复 - 2628 次查看 Analytical Finance Volume II - The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017 by Jan R. M. Röman （出版商还没出版的，从网路上取的！） The previous book, Analyt ...2017-6-13 14:58 - h2h2 - 金融学（理论版）

求助“Bank exposures to interest-rate risk: the case of the Australian banking i
4 个回复 - 803 次查看【作者(必填)】R.W. Faff & P.F. Howard 【文题(必填)】Bank exposures to interest-rate risk: the case of the Australian banking industry 【年份(必填)】2006 【全文链接或数据库名称(选填)】http:/ ...2017-1-2 23:37 - keeamin - 求助成功区

Dividend-Price Ratio and Interest Rate Movements: Explaining the Equity Risk Pre
1 个回复 - 1052 次查看【作者(必填)】Nicola Zanella 【文题(必填)】Dividend-Price Ratio and Interest Rate Movements: Explaining the Equity Risk Premium 【年份(必填)】Vol. 19, No. 4, Spring 2017: pp. 61-71. 【全文链 ...2017-2-3 05:44 - lopemann - 求助成功区

The state of interest rate risk management
1 个回复 - 881 次查看利率风险文献。12页。2017-1-25 15:51 - zhaoying33 - 金融学（理论版）

Exchange Rates, Interest Rates, and the Risk Premium
5 个回复 - 1068 次查看【作者(必填)】Charles Engel 【文题(必填)】Exchange Rates, Interest Rates, and the Risk Premium 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.aeaweb.org/articles?id=10.1257/aer. ...2017-1-11 21:45 - runman - 求助成功区

The Riskless Rate of Interest and the Market Price of Risk AC Hess - The Quarter
1 个回复 - 706 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】The Riskless Rate of Interest and the Market Price of RiskAC Hess - The Quarterly Journal of Economics, 1975 - JSTOR ...2016-6-23 11:30 - 马甲甲 - 求助成功区

请问有人会做关于yield curve, interest rate risk,duration 有关的计算题吗？
0 个回复 - 820 次查看和coporate bond, treasury bond 会的私信我，有偿的。自己实在搞不懂，做不来题，而且再过几周就考试了2016-4-21 12:14 - dream12tgf - 金融学（理论版）

求文献“An economic capital model integrating credit and interest rate risk in t
4 个回复 - 723 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

Interest Rate Theory and Credit Risk
3 个回复 - 2635 次查看这个是Juri Hinz老师的课件，条理清晰，还附带习题和答案。学习interest rate theory的朋友可以参考一下。2011-5-13 10:38 - octopussy - 金融工程（数量金融）与金融衍生品

Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk
3 个回复 - 2390 次查看【题名】：Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk, and Off-Balance Sheet Banking 【作者】：Lazarus Angbazo 【期刊名称】：Journal of Banking and Finance 【 ...2010-12-28 15:54 - choice17 - 求助成功区

Commercial bank net interest margins, default risk, interest-rate risk, and off-
2 个回复 - 666 次查看【作者(必填)】Lazarus Angbazo 【文题(必填)】Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking 【年份(必填)】1997 【全文链接或数据库名称(选填) ...2015-10-8 17:27 - david80886 - 求助成功区

求AER发表文献一篇Exchange Rates, Interest Rates, and the Risk Premium
4 个回复 - 1012 次查看【作者(必填)】Charles Engel 【文题(必填)】Exchange Rates, Interest Rates, and the Risk Premium 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.aeaweb.org/articles.php?doi=10.125 ...2016-2-6 20:52 - 飞天小鼠 - 求助成功区

Pricing Black–Scholes options with correlated interest rate risk and credit ris
2 个回复 - 794 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

NBER: Exchange Rates, Interest Rates, and the Risk Premium
1 个回复 - 1041 次查看 The well-known uncovered interest parity puzzle arises from the empirical regularity that, among developed country pairs, the high interest rate country tends to have high expected returns on its sh ...2015-3-26 12:36 - zxxsm - 世界经济与国际贸易

Option Pricing, Interest Rates and Risk Management
6 个回复 - 2482 次查看 Option Pricing, Interest Rates and Risk Management Cambridge University Press | 2001-07-30 | ISBN: 0521792371 | 686 pages | PDF | 3 MB This handbook presents the current state of practice, ...2010-11-2 11:30 - lanxyn - 金融学（理论版）

On the determinants of bank interest margins under credit and interest rate risk
1 个回复 - 560 次查看【作者(必填)】Kit Pong Wong 【文题(必填)】On the determinants of bank interest margins under credit and interest rate risks 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.sciencedi ...2015-10-8 16:58 - david80886 - 求助成功区

什么叫interest rate risk exposure啊？怎么计算？已知liability，asset，duration
2 个回复 - 3615 次查看新手提问！！！跪谢各位大神2015-8-18 08:39 - yuanhalo - 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 - 5705 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

Pricing and risk management of interest rate swaps论文下载
3 个回复 - 1142 次查看如题，Pricing and risk management of interest rate swaps，2013/7,Sovan Mitra......2014-4-21 19:23 - orangealocasia - 悬赏大厅

The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk
1 个回复 - 689 次查看【作者(必填)】Ronald W. Anderson andNusret Cakici 【文题(必填)】The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk 【年份(必填)】【全文链接或数据库名称(选填)】2015-4-21 15:32 - nkyzh - 求助成功区

Interest rate RIsk Chapter 2
1 个回复 - 816 次查看如题。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。2015-3-17 02:29 - lilyliao5952 - 风险管理

interest rate risk chapter 3
0 个回复 - 1039 次查看如题。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。2015-3-17 02:38 - lilyliao5952 - 风险管理

Interest rate risk propagation: Evidence from the credit crunch
2 个回复 - 1037 次查看【作者(必填)】 [*]Hsin-Feng Yanga, , [*]Chih-Liang Liub, , , [*]Ray Yeutien Choua, c, 【文题(必填)】Interest rate risk propagation: Evidence from the credit crunch 【年份(必填)】The North ...2014-7-11 18:13 - nkky2011 - 求助成功区

Bank exposure to interest rate risks during financial liberalization:evidence fr
1 个回复 - 1183 次查看【作者(必填)】 AGGARWAL Raj, JEON B, ZHAO Xinlei. 【文题(必填)】Bank exposure to interest rate risks during financial liberalization: evidence from South Korea 【年份(必填)】2005 【全文链接或 ...2014-7-4 08:52 - leeloo_79 - 求助成功区

Estimating the Value and Interest Rate Risk of the Interest-bearing Transaction
1 个回复 - 516 次查看【作者(必填)】O’Brien, J. M. 【文题(必填)】Estimating the Value and Interest Rate Risk ofthe Interest-bearing Transaction Deposits 【年份(必填)】2000 【全文链接或数据库名称(选填)】2014-6-27 17:08 - sideone - 求助成功区

Interest Rates and the Bank Risk-Taking Channel
1 个回复 - 752 次查看【作者(必填)】Giovanni Dell’Ariccia, and Robert Marquez 【文题(必填)】Interest Rates and the Bank Risk-Taking Channel 【年份(必填)】 Annual Review of Financial Economics Vol. 5: 123-141 (Volu ...2014-3-10 23:14 - winniechansy - 求助成功区

Interest rates and bank risk-taking
1 个回复 - 1012 次查看【作者(必填)】Manthos D. Delisa, E-mail the corresponding author, Georgios P. Kouretasb 【文题(必填)】Interest rates and bank risk-taking 【年份(必填)】Journal of Banking & FinanceVolume 35, Iss ...2014-3-6 22:07 - winniechansy - 求助成功区

Interest Rate and Credit Risk Derivatives
9 个回复 - 1534 次查看 Interest Rate and Credit Risk Derivatives教科书忘了密码：OptioN2014-1-27 06:37 - keanzhao - 金融学（理论版）

On the determinants of bank interest margins under credit and interest rate risk
3 个回复 - 1632 次查看【作者(必填)】KP Wong 【文题(必填)】On the determinants of bank interest margins under credit and interest rate risks 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.sciencedirec ...2013-7-2 11:36 - johnzi0128 - 求助成功区

Measuring and Controlling Interest Rate and Credit Risk
6 个回复 - 1961 次查看 Measuring and Controlling Interest Rate and Credit RiskFrank J. Fabozzi , Steven V. MannMoorad Choudhry Publication Date: May 16, 2003 | ISBN-10: 0471268062 | ISBN-13: 978-0471268062 | Ed ...2013-10-12 22:26 - martinnyj - 金融学（理论版）

Interest-Rate Risk Management
4 个回复 - 1152 次查看 Interest-rate risk (IRR) is the exposure of an institution’s financial condition to adverse movements in interest rates. Accepting this risk is a normal part of banking and can be an important so ...2013-12-2 13:25 - 青春的奋斗 - 金融学（理论版）

Conditional TimeVarying Interest Rate Risk PremiumEvidence from the Treasury Bil
3 个回复 - 959 次查看 2013-12-3 21:42 - lixiaoyerr - 金融学（理论版）

Managing interest rate risk in the banking book
1 个回复 - 1570 次查看 managing interest rate risk in the banking book2013-12-2 13:23 - 青春的奋斗 - 金融学（理论版）

The Use of Derivatives to Manage Interest Rate Risk in Commercial Banks
1 个回复 - 1192 次查看 Interest rate risk can be seen as one of the most important forms of risk, that banks face in their role as financial intermediaries. Innovation in financial theory, increased computerization, and c ...2013-12-2 13:20 - 青春的奋斗 - 金融学（理论版）

Interest Rate Risk Modeling--The Fixed Income Valuation Course
6 个回复 - 2862 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）

Delta risk on interest rate derivative
1 个回复 - 1019 次查看 Delta risk on interest rate derivative2013-10-17 21:33 - benjaminchang - 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 - 1504 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 - 2026 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）

LIBOR as risk free interest rate
9 个回复 - 5524 次查看我又来请教啦~~ 我需要研究一个经济产品，它的观察期是从15.05.2012到15.04.2013，那么这期间的定价使用的无风险利率怎么得到呢？我是想通过12个月的libor来算，但是网上只有历史数据，而且是日libor,该怎么计算呢 ...2013-5-29 21:10 - sushuiasushui - 金融工程（数量金融）与金融衍生品

Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns
4 个回复 - 1045 次查看【作者(必填)】James M. Carson 【文题(必填)】Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model 【年份(必填)】2008 【全文链接或数据库名称(选 ...2013-4-20 15:09 - 不再后悔 - 求助成功区

The Interest Rate Risk Exposure of Financial Intermediaries
3 个回复 - 1114 次查看【作者(必填)】Sotiris K. Staikouras 【文题(必填)】The Interest Rate Risk Exposure of Financial Intermediaries: A Review of the Theory and Empirical Evidence 【年份(必填)】20 ...2013-4-20 14:48 - 不再后悔 - 求助成功区

Dynamic Interactions Between Interest-Rate and Credit Risk
3 个回复 - 1059 次查看【作者(必填)】Ren-Raw Chen 【文题(必填)】Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure 【年份(必填)】2013 【全文链接 ...2013-4-21 11:11 - 不再后悔 - 求助成功区

Some empirical estimates of the risk structure of interest rates
3 个回复 - 1112 次查看【作者(必填)】O Sarig, A Warga 【文题(必填)】Some empirical estimates of the risk structure of interest rates 【年份(必填)】1989 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10 ...2013-5-22 00:11 - leihengzhishang - 求助成功区

Key Rate Durations Measures of Interest Rate Risks
2 个回复 - 2474 次查看 2012-12-11 22:40 - Kellison - Forum

Regulation of Bank Interest Rate Risk
2 个回复 - 1094 次查看【作者(必填)】Tom Valentine 【文题(必填)】Regulation of Bank Interest Rate Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abstract_id=17862112013-4-20 15:12 - 不再后悔 - 求助成功区

Conditional Time-Varying Interest Rate Risk Premium
4 个回复 - 1786 次查看【作者(必填)】Alan C. Hess 【文题(必填)】Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market 【年份(必填)】【全文链接或数据库名称(选填)】htt ...2013-4-20 15:16 - 不再后悔 - 求助成功区

Interest Rate Risk Rewards in Stock Returns of Financial Corporations
2 个回复 - 843 次查看【作者(必填)】Marc-Gregor Czaja 【文题(必填)】Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany 【年份(必填)】2010 【全文链接或数据库名称(选填)】h ...2013-4-20 15:11 - 不再后悔 - 求助成功区

Interest Rate Risk Modeling
3 个回复 - 1778 次查看 Interest Rate Risk Modeling2009-6-18 22:16 - rich1027 - 金融学（理论版）

The Real Interest-Rate Risk
2 个回复 - 1549 次查看 Since 2007, the financial crisis has pushed the world intoan era of low, if not near-zero, interest rates and quantitative easing, asmost developed countries seek to reduce debt pressure and perpet ...2013-1-6 01:28 - gongtianyu - 真实世界经济学(含财经时事)

【vip官方300币】The Pricing of Risky Debt when Interest Rates are Stochastic
3 个回复 - 937 次查看 Shimko, D., N. Tejima, and D.van Deventer, 1993, The Pricing of Risky Debt when Interest Rates areStochastic, Journal of Fixed Income 3, 58-65. 【作者(必填)】【文题(必填)】【年份(必填)】 ...2012-9-19 15:37 - pertain - 求助成功区

Interest Rate Risk Modeling
2 个回复 - 1640 次查看 2010-3-20 15:53 - freedomwang - 金融学（理论版）

A Panel Data Analysis of Interest rate risk management
1 个回复 - 898 次查看面板数据在利率风险管理中的应用2011-4-29 19:29 - zhiyouwo - 真实世界经济学(含财经时事)

[求书]Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing
2 个回复 - 2576 次查看书名：Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging 作者：Lionel Martellini, Philippe Priaulet 出版商：Wiley 出版日期：2001年或之后的版本总页数：270 电子版 ...2009-9-22 03:16 - vincenhe - 文献求助专区

Interest Rate Risk Modeling
0 个回复 - 1630 次查看以前学习用的，比较经典～推荐～2009-9-26 11:10 - guozh - 金融学（理论版）

risk-free rate of interest的一道题
2 个回复 - 2050 次查看 notes上的一道练习题：A decrease in the risk-free rate of interest will:A: increase put & call prices.B: decrease put prices & increase call prices.C: increase put prices & decrease call prices.答 ...2009-5-27 23:48 - dreamhk - CFA、CVA、FRM等金融考证论坛

急求Roman Weil 和Lawrence Fisher 写的:Coping with the Risk of Interest-Rate Fluctuati
4 个回复 - 2751 次查看急求Roman Weil 和Lawrence Fisher 写的:"Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders form Naive and Optimal Strategie" 我的邮箱是:jianghao21000@hotmail.com thank you ver ...2005-4-9 15:54 - fengjiayan - 金融学（理论版）

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