结果:找到“Credit modelling”相关内容30个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
信用衍生品Modelling Single-name and Multi-name Credit Derivatives
6 个回复 - 5393 次查看 作者O'Kane原来在Lehman Brothers,是信用衍生品欧洲业务的主管,在Lehman写了一系列的信用衍生品的报告,是信用衍生品的大牛。论坛上有非高清原版,需要的人下。2014-7-19 23:30 - tigersen - 金融学(理论版)
Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 816 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
credit risk modelling
28 个回复 - 4820 次查看 Credit-Risk Modelling 2018Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python [*]David Jamieson Bolder [*]IntroductionThe risk of counterparty defaul ...2018-11-23 20:05 - hifinecon - python论坛
Modelling Single-name and Multi-name Credit Derivatives
12 个回复 - 4633 次查看 此版本不是影印版,是带目录的原版,PDF格式[/backcolor] O'Kane原来是雷曼兄弟银行信用衍生品欧洲业务的主管,是信用衍生品的大牛。[/backcolor]金融危机后把很多信用衍生品的模型写进了这本书。[/backcolor] 在英 ...2014-10-6 05:19 - suntotal - 金融学(理论版)
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
share: credit risk modelling
2 个回复 - 2146 次查看 share2016-4-6 01:44 - mathsrule - 量化投资
Credit Risk Modelling - Facts, Theory and Applications
7 个回复 - 1664 次查看 【作者(必填)】Terry Benzschawel 【文题(必填)】 Credit Risk Modelling - Facts, Theory and Applications【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://www.amazon.com/Credit-Risk-Modelling-T ...2013-12-6 16:05 - johnzi0128 - 求助成功区
Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1749 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设,很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学(理论版)
CREDIT RISK- MODELLING, VALUATION AND HEDGING
6 个回复 - 2403 次查看 sharing one book about credit risk management.2010-7-20 15:27 - kaku1275 - 金融学(理论版)
【求书】Counterparty credit risk modelling
0 个回复 - 857 次查看 【作者(必填)】 Pykhatin Michael 【文题(必填)】Counterparty credit risk modelling: risk management, pricing and regulation 【年份(必填)】2005 价格好商量。2017-6-28 21:58 - sheepyang1992 - 文献求助专区
(保险精算系列一)interest rate and credit risk modelling(保险精算系列一)
6 个回复 - 5754 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
Credit Risk Modelling and BaselI
9 个回复 - 3687 次查看 Credit Risk Modelling and BaselI2011-4-17 15:23 - gentlema - 金融工程(数量金融)与金融衍生品
Credit, Market, operational risk modelling using excel
4 个回复 - 2718 次查看 Credit, Market, operational risk modelling using excel2010-1-18 01:35 - super789 - 金融学(理论版)
Credit Risk Modelling - Facts, Theory and Applications
45 个回复 - 6554 次查看 The author, Terry Benzschawel, succeeds in breaking down credit risk modelling into something that is easy to understand. The book does three main things: Describe data, theory and applications regard ...2014-6-13 06:01 - 大家开心 - 金融学(理论版)
Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
12 个回复 - 606 次查看 Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction Author(s): Stewart Jones, David A. Hensher Series: Quantitative Methods for Applied Economics and Business ...2014-12-6 17:36 - tigerwolf - 商学院
Credit Risk Modelling /Scorecard
2 个回复 - 2387 次查看 希望大家喜欢2014-7-30 05:19 - wh7064rg - 风险管理
求书 Modelling Single-name and Multi-name Credit Derivatives
2 个回复 - 3570 次查看 书名: Modelling Single-name and Multi-name Credit Derivatives 作者: Dominic O'KaneThe Wiley Finance Series 链接:http://www.amazon.com/Modelling-Single-name-Multi-name-Derivatives-Finance/dp/047 ...2010-2-22 20:21 - hantb4510 - 金融工程(数量金融)与金融衍生品
[论坛首发] Modelling Single-name and Multi-name Credit Derivatives
31 个回复 - 9835 次查看 Modelling Single-name and Multi-name Credit Derivatives,该资料不但是论坛首发,而且是全球首发。之前本人在众多论坛没找到,只能花美金购买,为了答谢大家的支持,现把它扫描贡献。 DESCRIPTION: ...2011-4-19 21:21 - dentalfloss - 金融学(理论版)
Credit risk modelling and validation
2 个回复 - 2164 次查看 文档太大了,还传不了,抱歉。 [此贴子已经被作者于2009-5-2 11:41:24编辑过]2009-5-2 11:38 - huage - 计量经济学与统计软件
【免费好书】Modelling, Pricing, and Hedging Counterparty Credit Exposure
45 个回复 - 11801 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance) Springer | 2010-02-01 | ISBN: 3642044530 | 271 pages | PDF | 3.9 MB 内容介绍【详细目录在回帖中】 ...2009-12-10 13:51 - zhangining - 金融学(理论版)
Book: Modelling Single-name and Multi-name Credit Derivatives
4 个回复 - 2077 次查看 Modelling Single-name and Multi-name Credit Derivatives by Dominic O'Kane ISBN: 978-04705192882014-9-4 07:56 - riskpremium - 金融学(理论版)
Modelling, Pricing, and Hedging Counterparty Credit Exposure
2 个回复 - 1518 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda, English | 2010 | ISBN: ...2013-5-8 11:54 - koalachen2013 - 金融学(理论版)
[$2000求书]Modelling Single-name and Multi-name Credit Derivatives
10 个回复 - 3317 次查看 书名: Modelling Single-name and Multi-name Credit Derivatives<div><br/></div><div>作者: Dominic O'KaneThe Wiley Finance Series</div><div><br/></div><div ...2009-4-20 23:42 - summerye - 休闲灌水
强力推出Credit Risk Modelling using VBA
17 个回复 - 2956 次查看 图书介绍: In today’s increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. The ...2009-9-10 07:16 - maxificent - 金融学(理论版)
Schoenbucher - Credit Derivative Models - Modelling Pricing and Implementation
0 个回复 - 1238 次查看 Schoenbucher - Credit Derivative Models - Modelling Pricing and Implementation 版主注:请楼主上传相关附件,同时上传附件请给出资料的相关介绍,利己利人,多谢!~2010-12-26 00:49 - bufu - 金融工程(数量金融)与金融衍生品
免费下载Credit Portfolio Modelling HandBook
3 个回复 - 1575 次查看 易盘下载: http://www.163pan.com/files/j0v000l0o.html 文件名称: Credit Portfolio Modelling HandBook.pdf 文件介绍: 191pages,PDF ==============================2010-6-11 19:58 - soundleon - 金融学(理论版)
[求文献]Modelling counterparty credit exposure for credit default swaps
7 个回复 - 1949 次查看 题名:Modelling counterparty credit exposure for credit default swaps 作者:Christian Hille, John Ring and Hideki Shimamoto 期刊全称或缩写:Risk magazine 年份,卷(期),起止页码: 01 May 2005 ...2010-5-17 02:23 - summerye - 求助成功区
模型Dynamic Frailties and Credit Portfolio Modelling
0 个回复 - 986 次查看 Dynamic Frailties and Credit Portfolio Modelling2009-9-21 11:47 - widerr22 - 金融学(理论版)