结果：找到“Pricing derivative”相关内容186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 Derivatives Pricing Models Model, Pricing and Implementation
3 个回复 - 3418 次查看 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学（理论版）
3 个回复 - 3418 次查看 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学（理论版）
Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 2878 次查看 有没有人有这本书： Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps by J Hamish M Darbyshire2018-7-8 16:37 - manuchill - 量化投资
2 个回复 - 2878 次查看 有没有人有这本书： Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps by J Hamish M Darbyshire2018-7-8 16:37 - manuchill - 量化投资
[专题系列] Energy Derivatives Pricing (能源衍生品定价介绍，27篇文献，全部免费)
375 个回复 - 51046 次查看 我发现版上关于能源衍生品（energy derivatives）的资料不多，金融上传下载区有些相关书籍（Energy Derivatives - Pricing and Risk Management，Energy Risk: Valuing and Managing Energy Derivatives）。我上传的 ...2014-4-28 04:21 - wwqqer - 金融工程（数量金融）与金融衍生品
375 个回复 - 51046 次查看 我发现版上关于能源衍生品（energy derivatives）的资料不多，金融上传下载区有些相关书籍（Energy Derivatives - Pricing and Risk Management，Energy Risk: Valuing and Managing Energy Derivatives）。我上传的 ...2014-4-28 04:21 - wwqqer - 金融工程（数量金融）与金融衍生品
【独家发布】Modern Derivatives Pricing and Credit Exposure Analysis
3 个回复 - 1978 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
3 个回复 - 1978 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
Springer 2013 新书 Derivative Pricing in Discrete Time
3 个回复 - 2417 次查看 Nigel J. Cutland and Alet Roux, "Derivative Pricing in Discrete Time" English | ISBN: 1447144074 | 2013 | PDF | 340 pages | 3 MB Derivatives are financial entities whose value is derived ...2013-4-30 01:24 - eurwalt - 经济金融数学专区
3 个回复 - 2417 次查看 Nigel J. Cutland and Alet Roux, "Derivative Pricing in Discrete Time" English | ISBN: 1447144074 | 2013 | PDF | 340 pages | 3 MB Derivatives are financial entities whose value is derived ...2013-4-30 01:24 - eurwalt - 经济金融数学专区
[下载]找了好久才找到的电子书籍《Levy process in finance:Pricing Financial Derivatives》Wim Schou
21 个回复 - 6263 次查看 2008-10-15 15:27 - xfoooym - 经济金融数学专区
21 个回复 - 6263 次查看 2008-10-15 15:27 - xfoooym - 经济金融数学专区
【经典教材系列】 Modern Derivatives Pricing
120 个回复 - 7545 次查看 2015年最新教材，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。 ...2016-1-24 06:38 - wwqqer - 金融学（理论版）
120 个回复 - 7545 次查看 2015年最新教材，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。 ...2016-1-24 06:38 - wwqqer - 金融学（理论版）
【经典教材系列】Derivative Security Pricing: Techniques, Methods and Application
62 个回复 - 11866 次查看 最新经典教材（2015年）降价期已过！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：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Deri ...2015-3-31 09:12 - wwqqer - 经济金融数学专区
62 个回复 - 11866 次查看 最新经典教材（2015年）降价期已过！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：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Deri ...2015-3-31 09:12 - wwqqer - 经济金融数学专区
经典著作！ Baxter - Financial Calculus - An Introduction to derivative pricing
7 个回复 - 5376 次查看 [2012-6-19 14:48 - qglscd - 金融学（理论版）
7 个回复 - 5376 次查看 [2012-6-19 14:48 - qglscd - 金融学（理论版）
Financial Calculus: An Introduction to Derivative Pricing, M.Baxter, A. Rennie
7 个回复 - 6564 次查看 Financial Calculus: An Introduction to Derivative Pricing, M.Baxter, A. Rennie, Cambridge University Press2016-4-27 04:21 - zy286502773 - 金融学（理论版）
7 个回复 - 6564 次查看 Financial Calculus: An Introduction to Derivative Pricing, M.Baxter, A. Rennie, Cambridge University Press2016-4-27 04:21 - zy286502773 - 金融学（理论版）
Financial calculus——An introduction to derivative pricing
32 个回复 - 8935 次查看 书名：Financial calculus——An introduction to derivative pricing（金融数学：衍生产品定价引论） 作者：Martin Baxter Andrew Rennie 出版社：Cambridge University Press 这是一本我们老师给我 ...2012-3-31 18:47 - Leisure540 - 金融工程（数量金融）与金融衍生品
32 个回复 - 8935 次查看 书名：Financial calculus——An introduction to derivative pricing（金融数学：衍生产品定价引论） 作者：Martin Baxter Andrew Rennie 出版社：Cambridge University Press 这是一本我们老师给我 ...2012-3-31 18:47 - Leisure540 - 金融工程（数量金融）与金融衍生品
Pricing weather derivatives with partial differential equations
1 个回复 - 45 次查看 This paper means to price weather derivatives through solving the Partial Differential Equation (PDE) of the Ornstein–Uhlenbeck process. Since the PDE is convection dominated, a finite difference s ...2019-4-12 11:28 - mathlee - Forum
1 个回复 - 45 次查看 This paper means to price weather derivatives through solving the Partial Differential Equation (PDE) of the Ornstein–Uhlenbeck process. Since the PDE is convection dominated, a finite difference s ...2019-4-12 11:28 - mathlee - Forum
C++ Design Patterns and Derivatives Pricing
1 个回复 - 884 次查看 2020-10-25 01:57 - 电氷氺箱 - 金融工程（数量金融）与金融衍生品
1 个回复 - 884 次查看 2020-10-25 01:57 - 电氷氺箱 - 金融工程（数量金融）与金融衍生品
Financial Derivatives Pricing and Risk Management, Robert Kolb (2010)
62 个回复 - 6501 次查看 Book DescriptionPublication Date: 24 Nov 2009 | ISBN-10: 0470499109 | ISBN-13: 978-0470499108 Essential insights on the various aspects of financial derivatives If you want to understand derivatives ...2012-9-15 00:05 - zhouye2k - 金融学（理论版）
62 个回复 - 6501 次查看 Book DescriptionPublication Date: 24 Nov 2009 | ISBN-10: 0470499109 | ISBN-13: 978-0470499108 Essential insights on the various aspects of financial derivatives If you want to understand derivatives ...2012-9-15 00:05 - zhouye2k - 金融学（理论版）
Derivative Pricing: A Problem-Based Primer
9 个回复 - 3072 次查看 The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and pract ...2018-7-30 09:27 - nivastuli - 金融学（理论版）
9 个回复 - 3072 次查看 The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and pract ...2018-7-30 09:27 - nivastuli - 金融学（理论版）
[金融数学]Derivative Pricing in Discrete Time(离散时间下的衍生品定价)
103 个回复 - 10417 次查看 Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets. Thi ...2015-4-20 11:55 - lasgpope - 量化投资
103 个回复 - 10417 次查看 Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets. Thi ...2015-4-20 11:55 - lasgpope - 量化投资
【学习笔记】#求#
Pricing and trading interest rate derivatives a practic ...
4 个回复 - 1052 次查看 #求# Pricing and trading interest rate derivatives a practical guide 非常需要这本书，哪位大神可以分享一下吗？万分感谢！2019-8-24 23:53 - DD89757 - Forum
4 个回复 - 1052 次查看 #求# Pricing and trading interest rate derivatives a practical guide 非常需要这本书，哪位大神可以分享一下吗？万分感谢！2019-8-24 23:53 - DD89757 - Forum
免費 Pricing of Interest Rate Derivatives with the LIBOR Market Model
9 个回复 - 3273 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）
9 个回复 - 3273 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）
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3555 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
12 个回复 - 3555 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
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives
27 个回复 - 9888 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
27 个回复 - 9888 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
Pricing and hedging of derivatives in contagious markets
1 个回复 - 742 次查看 【作者(必填)】Thomas Kokholm 【文题(必填)】Pricing and hedging of derivatives in contagious markets 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2020-6-17 11:42 - ssylzz - 求助成功区
1 个回复 - 742 次查看 【作者(必填)】Thomas Kokholm 【文题(必填)】Pricing and hedging of derivatives in contagious markets 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2020-6-17 11:42 - ssylzz - 求助成功区
【衍生品定价，金融数学】 A Factor Model Approach to Derivative Pricing (2016)
48 个回复 - 5504 次查看 A Factor Model Approach to Derivative Pricing James A. Primbs Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for t ...2017-1-8 11:18 - cmwei333 - 金融学（理论版）
48 个回复 - 5504 次查看 A Factor Model Approach to Derivative Pricing James A. Primbs Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for t ...2017-1-8 11:18 - cmwei333 - 金融学（理论版）
[论坛首发] Robert Kolb (2010) Financial Derivatives Pricing and Risk Management
10 个回复 - 3371 次查看 Financial Derivatives: Pricing and Risk Management 作者: Edited by Robert Kolb, James A. Overdahl日期: 2009-11-02ISBN: 0470499109页数: 600语言: English出版社: Wiley2011-11-7 23:59 - midi51 - 金融学（理论版）
10 个回复 - 3371 次查看 Financial Derivatives: Pricing and Risk Management 作者: Edited by Robert Kolb, James A. Overdahl日期: 2009-11-02ISBN: 0470499109页数: 600语言: English出版社: Wiley2011-11-7 23:59 - midi51 - 金融学（理论版）
哈佛商学院案例 HBS Cases - Asset Pricing & Derivatives
11 个回复 - 9757 次查看 之前购买的Asset Pricing & Derivatives相关的案例，列表如下： 1. MetallgesellschaftAG 2. The Walt DisneyCompany’s Yen Financing3. Hedging CurrencyRisks at AIFS4. Cephalon5. Risk Management atApache 6. ...2015-12-27 10:24 - simon_hopkins - 案例库
11 个回复 - 9757 次查看 之前购买的Asset Pricing & Derivatives相关的案例，列表如下： 1. MetallgesellschaftAG 2. The Walt DisneyCompany’s Yen Financing3. Hedging CurrencyRisks at AIFS4. Cephalon5. Risk Management atApache 6. ...2015-12-27 10:24 - simon_hopkins - 案例库
金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,2
9 个回复 - 3117 次查看 金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,22015-4-2 11:14 - shanxijin - 经济金融数学专区
9 个回复 - 3117 次查看 金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,22015-4-2 11:14 - shanxijin - 经济金融数学专区
Widening the Range of Underlyings for Derivatives Pricing with QUAD ...
0 个回复 - 659 次查看 【作者(必填)】Su, H. and Newton, D. P. 【文题(必填)】Widening the Range of Underlyings for Derivatives Pricing with QUAD by using Finite Difference to Calculate Transition Densities - demonstrated ...2020-1-13 09:39 - solow1 - 文献求助专区
0 个回复 - 659 次查看 【作者(必填)】Su, H. and Newton, D. P. 【文题(必填)】Widening the Range of Underlyings for Derivatives Pricing with QUAD by using Finite Difference to Calculate Transition Densities - demonstrated ...2020-1-13 09:39 - solow1 - 文献求助专区
The Forward Measure and Derivative Pricing
0 个回复 - 319 次查看 The Forward Measure and Derivative Pricing,Nicolas Privault[/backcolor],2014,world scientific2019-11-18 13:20 - jeevas - 悬赏大厅
0 个回复 - 319 次查看 The Forward Measure and Derivative Pricing,Nicolas Privault[/backcolor],2014,world scientific2019-11-18 13:20 - jeevas - 悬赏大厅
Brazilian Derivatives and Securities: Pricing and Risk Management of FX
43 个回复 - 7158 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The Brazilian financial markets operate in a very different way to their G7 counterpart ...2016-7-20 13:09 - exuan1991 - 金融学（理论版）
43 个回复 - 7158 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The Brazilian financial markets operate in a very different way to their G7 counterpart ...2016-7-20 13:09 - exuan1991 - 金融学（理论版）
Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
3 个回复 - 2892 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区
3 个回复 - 2892 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区
evolution of real estate derivatives and their pricing 2019
2 个回复 - 976 次查看 evolution of real estate derivatives and their pricing 2019 Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru Abstract Real estate derivatives have the potential to stabilize one of the mo ...2019-10-1 16:32 - qbasicgg - 金融学（理论版）
2 个回复 - 976 次查看 evolution of real estate derivatives and their pricing 2019 Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru Abstract Real estate derivatives have the potential to stabilize one of the mo ...2019-10-1 16:32 - qbasicgg - 金融学（理论版）
Financial Calculus：An Introduction to Derivative Pricing 中文版【PDF】
2 个回复 - 4505 次查看 Financial Calculus：An Introduction to Derivative Pricing 是数理金融的经典书籍，该书中文版的中文书名为《金融数学：衍生产品定价引论》2010-9-16 21:10 - dentalfloss - 金融学（理论版）
2 个回复 - 4505 次查看 Financial Calculus：An Introduction to Derivative Pricing 是数理金融的经典书籍，该书中文版的中文书名为《金融数学：衍生产品定价引论》2010-9-16 21:10 - dentalfloss - 金融学（理论版）
Pricing and Hedging Financial Derivatives: A Guide for Practitioners
62 个回复 - 11830 次查看 The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really unders ...2014-7-2 09:54 - 大家开心 - 金融学（理论版）
62 个回复 - 11830 次查看 The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really unders ...2014-7-2 09:54 - 大家开心 - 金融学（理论版）
The Journal of Derivatives 文献求助A Simple Accurate Binomial Tree for Pricing
1 个回复 - 575 次查看 【作者(必填)】 :Guo, SX (Guo, Shuxin); Liu, Q (Liu, Qiang) 【文题(必填)】 A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends 【年份(必填)】 2019 【全文链接 ...2019-8-21 17:21 - sunlihua - 文献求助专区
1 个回复 - 575 次查看 【作者(必填)】 :Guo, SX (Guo, Shuxin); Liu, Q (Liu, Qiang) 【文题(必填)】 A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends 【年份(必填)】 2019 【全文链接 ...2019-8-21 17:21 - sunlihua - 文献求助专区
Commodities and commodity derivatives modelling and pricing
11 个回复 - 5023 次查看 Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and EnergyHelyette Geman ISBN: 978-0-470-01218-5 Hardcover 416 pages January 2005 Description h ...2013-9-7 22:45 - martinnyj - 金融学（理论版）
11 个回复 - 5023 次查看 Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and EnergyHelyette Geman ISBN: 978-0-470-01218-5 Hardcover 416 pages January 2005 Description h ...2013-9-7 22:45 - martinnyj - 金融学（理论版）
谁有：Pricing and Trading Interest Rate Derivatives： a practical guide to swaps
0 个回复 - 1499 次查看 by J Hamish M Darbyshire 谢谢2019-8-10 10:33 - martingale08 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1499 次查看 by J Hamish M Darbyshire 谢谢2019-8-10 10:33 - martingale08 - 金融工程（数量金融）与金融衍生品
《C++ Design Patterns and Derivatives Pricing》-北美金融工程C++教材(附C++ Code)
108 个回复 - 32889 次查看 《C++ Design Patterns and Derivatives Pricing》第二版--北美金融工程常用C++教材(附C++ Code) 本书将C++应用于Monte Carlo期权定价和Tree定价方法上，并且巧妙地将Quant面试中常问的Design Pattern融入了这些期 ...2010-12-26 00:40 - lyx3002 - 金融工程（数量金融）与金融衍生品
108 个回复 - 32889 次查看 《C++ Design Patterns and Derivatives Pricing》第二版--北美金融工程常用C++教材(附C++ Code) 本书将C++应用于Monte Carlo期权定价和Tree定价方法上，并且巧妙地将Quant面试中常问的Design Pattern融入了这些期 ...2010-12-26 00:40 - lyx3002 - 金融工程（数量金融）与金融衍生品
Bloomberg Interest Rate Derivatives Val & Pricing Technical Documents
9 个回复 - 2900 次查看 Bloomberg Interest Rate Derivatives Valuation and Pricing Technical Documents 彭博 利率衍生品估值定价 技术文档 Cap, FRA, Inflation-Indexed Bond and Swap, Basis Swap and details about many r ...2013-12-7 05:14 - 魔界de重楼 - 金融工程（数量金融）与金融衍生品
9 个回复 - 2900 次查看 Bloomberg Interest Rate Derivatives Valuation and Pricing Technical Documents 彭博 利率衍生品估值定价 技术文档 Cap, FRA, Inflation-Indexed Bond and Swap, Basis Swap and details about many r ...2013-12-7 05:14 - 魔界de重楼 - 金融工程（数量金融）与金融衍生品
Financial Derivatives-Pricing,Applications and Mathematics
21 个回复 - 7628 次查看 英文作者大牛简介 Jamil Baz is Head of Global Fixed Income Research at Deutsche Bank, London. Prior to this appointment, he was a Managing Director at Lehman Brothers. Dr. Baz is a Research Fellow ...2009-9-30 08:14 - ibanker - 金融工程（数量金融）与金融衍生品
21 个回复 - 7628 次查看 英文作者大牛简介 Jamil Baz is Head of Global Fixed Income Research at Deutsche Bank, London. Prior to this appointment, he was a Managing Director at Lehman Brothers. Dr. Baz is a Research Fellow ...2009-9-30 08:14 - ibanker - 金融工程（数量金融）与金融衍生品
Credit Derivatives Pricing Models - Schonbucher
3 个回复 - 1488 次查看 Credit Derivatives Pricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher ISBN: 978-0-470-84291-1 396 pages May 2003 Description The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学（理论版）
3 个回复 - 1488 次查看 Credit Derivatives Pricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher ISBN: 978-0-470-84291-1 396 pages May 2003 Description The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学（理论版）
Levy Processes in Finance-Pricing Financial Derivatives
11 个回复 - 3140 次查看 再贡献本好书2009-8-14 22:41 - braveyellowj - CFA、CVA、FRM等金融考证论坛
11 个回复 - 3140 次查看 再贡献本好书2009-8-14 22:41 - braveyellowj - CFA、CVA、FRM等金融考证论坛
免費 Levy Processes in Finance: Pricing Financial Derivatives
17 个回复 - 6121 次查看 Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics) ~ Wim Schoutens Product DescriptionFinancial mathematics has recently enjoyed conside ...2010-4-25 11:47 - martinnyj - 金融学（理论版）
17 个回复 - 6121 次查看 Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics) ~ Wim Schoutens Product DescriptionFinancial mathematics has recently enjoyed conside ...2010-4-25 11:47 - martinnyj - 金融学（理论版）
Financial Calculus：An Introduction to Derivative Pricing 1996
5 个回复 - 2731 次查看 Financial Calculus：An Introduction to Derivative Pricing This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering. Ch ...2009-8-29 15:05 - yukogura - 计量经济学与统计软件
5 个回复 - 2731 次查看 Financial Calculus：An Introduction to Derivative Pricing This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering. Ch ...2009-8-29 15:05 - yukogura - 计量经济学与统计软件
Financial calculus:An introduction to derivative pricing
1 个回复 - 2567 次查看 剑桥大学出版社出版的由日本野村证券的Martin Baxter和Merrill Lynch的Head of Debt Analytics ANDREW RENNIE共同撰写的衍生证券定价理论。这是一部不可多得的实务界专家贡献的作品。用通俗易懂的语言介绍了Expectat ...2011-3-19 23:40 - ivanguo - 经济金融数学专区
1 个回复 - 2567 次查看 剑桥大学出版社出版的由日本野村证券的Martin Baxter和Merrill Lynch的Head of Debt Analytics ANDREW RENNIE共同撰写的衍生证券定价理论。这是一部不可多得的实务界专家贡献的作品。用通俗易懂的语言介绍了Expectat ...2011-3-19 23:40 - ivanguo - 经济金融数学专区
Financial Calculus : An Introduction to Derivative Pricing衍生産品定價引論
39 个回复 - 9778 次查看 金融數學︰衍生産品定價引論 (PDF) 重新上載 6/9/2009 由於多人要求本書嘅PDF檔, 現重新上載, 多謝大家支持!!! Financial Calculus：An Introduction to Derivative Pricing This is an excellent book fo ...2009-9-5 20:26 - yukogura - 金融学（理论版）
39 个回复 - 9778 次查看 金融數學︰衍生産品定價引論 (PDF) 重新上載 6/9/2009 由於多人要求本書嘅PDF檔, 現重新上載, 多謝大家支持!!! Financial Calculus：An Introduction to Derivative Pricing This is an excellent book fo ...2009-9-5 20:26 - yukogura - 金融学（理论版）
求Financial calculus: an introduction to derivative pricing书中习题答案
3 个回复 - 1400 次查看 急求Financial calculus: an introduction to derivative pricing书中习题答案。不知大家有没有？2011-10-23 22:33 - Calypsox - 金融学（理论版）
3 个回复 - 1400 次查看 急求Financial calculus: an introduction to derivative pricing书中习题答案。不知大家有没有？2011-10-23 22:33 - Calypsox - 金融学（理论版）
免费C++ Design Patterns and Derivatives Pricing-北美金融工程C++ Code
13 个回复 - 5079 次查看 Here is the weblink of code on author's website. http://www.markjoshi.com/design/DesignCPP.zip That is free of charge for people who are poor like me. Thanks2011-1-16 02:54 - junarry - 金融工程（数量金融）与金融衍生品
13 个回复 - 5079 次查看 Here is the weblink of code on author's website. http://www.markjoshi.com/design/DesignCPP.zip That is free of charge for people who are poor like me. Thanks2011-1-16 02:54 - junarry - 金融工程（数量金融）与金融衍生品
Local Volatility Pricing Models for Long-Dated FX Derivatives
3 个回复 - 831 次查看 【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区
3 个回复 - 831 次查看 【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区
Advanced Pricing And Risk Management for Equity Derivatives
3 个回复 - 2175 次查看 Advanced Pricing And Risk Management for Equity Derivatives2009-6-19 00:39 - rich1027 - 金融学（理论版）
3 个回复 - 2175 次查看 Advanced Pricing And Risk Management for Equity Derivatives2009-6-19 00:39 - rich1027 - 金融学（理论版）
[分享]Advanced Pricing and Risk Management for Equity Derivatives
4 个回复 - 2387 次查看 [Money=5]Advanced Pricing and Risk Management for Equity Derivatives.pdf[/Money] [此贴子已经被作者于2007-2-22 16:41:24编辑过]2007-2-20 18:55 - gguripark - 金融学（理论版）
4 个回复 - 2387 次查看 [Money=5]Advanced Pricing and Risk Management for Equity Derivatives.pdf[/Money] [此贴子已经被作者于2007-2-22 16:41:24编辑过]2007-2-20 18:55 - gguripark - 金融学（理论版）
[求助]求 Trading and Pricing Financial Derivatives
0 个回复 - 736 次查看 求下面这本书！万分感谢~ Boyle, P & McDougall, J. (2015). Trading and Pricing Financial Derivatives: A Guide to Futures, Options, and Swaps. Createspace, Charleston USA.2018-1-30 05:51 - DaisyCsq - 休闲灌水
0 个回复 - 736 次查看 求下面这本书！万分感谢~ Boyle, P & McDougall, J. (2015). Trading and Pricing Financial Derivatives: A Guide to Futures, Options, and Swaps. Createspace, Charleston USA.2018-1-30 05:51 - DaisyCsq - 休闲灌水
Pricing Derivatives Under Levy Models
4 个回复 - 1746 次查看 Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach by Andrey Itkin (Author) 1st ed. 2017 Edition This monograph presents a novel nu ...2017-10-15 15:09 - deem - 金融学（理论版）
4 个回复 - 1746 次查看 Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach by Andrey Itkin (Author) 1st ed. 2017 Edition This monograph presents a novel nu ...2017-10-15 15:09 - deem - 金融学（理论版）
Numerical Pricing & Risk Management of Energy Commodities Derivatives
1 个回复 - 1153 次查看 Numerical Pricing & Risk Management of Energy Commodities Derivatives Konstantinos A. Sofos Contents Acknowledgments 1 I. Introduction 5 1. Risk Management & Price Modeling 7 1.1. In ...2017-9-12 14:26 - martinnyj - 金融学（理论版）
1 个回复 - 1153 次查看 Numerical Pricing & Risk Management of Energy Commodities Derivatives Konstantinos A. Sofos Contents Acknowledgments 1 I. Introduction 5 1. Risk Management & Price Modeling 7 1.1. In ...2017-9-12 14:26 - martinnyj - 金融学（理论版）
Energy derivatives – Optimisation & Pricing
7 个回复 - 872 次查看 Energy derivatives – Optimisation & Pricing February 2015 Arnaud de Latour Outline Energy derivatives modelling A typical energy portolio Market modelling of some ...2017-8-21 13:50 - martinnyj - 金融学（理论版）
7 个回复 - 872 次查看 Energy derivatives – Optimisation & Pricing February 2015 Arnaud de Latour Outline Energy derivatives modelling A typical energy portolio Market modelling of some ...2017-8-21 13:50 - martinnyj - 金融学（理论版）
免費 Analytical and numerical methods for pricing financial derivatives
6 个回复 - 818 次查看 Sercovic Course Notes Outline 1 Financial derivatives as tool for protecting volatile underlying assets 2 Stochastic differential calculus, Itˉo’s lemma, Itˉo’s integral 3 Pricin ...2017-8-21 11:56 - martinnyj - 金融学（理论版）
6 个回复 - 818 次查看 Sercovic Course Notes Outline 1 Financial derivatives as tool for protecting volatile underlying assets 2 Stochastic differential calculus, Itˉo’s lemma, Itˉo’s integral 3 Pricin ...2017-8-21 11:56 - martinnyj - 金融学（理论版）
免費 An Introduction to Modern Pricing of Interest Rate Derivatives
5 个回复 - 1009 次查看 An Introduction to Modern Pricing of Interest Rate Derivatives by Hossein Nohrouzian Abstract This thesis studies interest rates (even negative), interest rate derivatives and term stru ...2017-8-8 11:25 - martinnyj - 金融学（理论版）
5 个回复 - 1009 次查看 An Introduction to Modern Pricing of Interest Rate Derivatives by Hossein Nohrouzian Abstract This thesis studies interest rates (even negative), interest rate derivatives and term stru ...2017-8-8 11:25 - martinnyj - 金融学（理论版）
Andrew W.Lo:Pricing and Hedging Derivative Securities in Incomplete Markets
1 个回复 - 1258 次查看 Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the dynamic replication ...2013-5-18 00:10 - delphy_crystal - 金融学（理论版）
1 个回复 - 1258 次查看 Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the dynamic replication ...2013-5-18 00:10 - delphy_crystal - 金融学（理论版）
Financial Derivatives - Pricing, Applications and Mathematics
15 个回复 - 1941 次查看 Financial Derivatives - Pricing, Applications and Mathematics (Cambridge, 2008) by Jamil Baz and George Chacko Combining their corporate and academic experiences, Jamil Baz and George Chacko of ...2017-6-28 10:36 - h2h2 - 金融学（理论版）
15 个回复 - 1941 次查看 Financial Derivatives - Pricing, Applications and Mathematics (Cambridge, 2008) by Jamil Baz and George Chacko Combining their corporate and academic experiences, Jamil Baz and George Chacko of ...2017-6-28 10:36 - h2h2 - 金融学（理论版）
Quantitative Methods in Derivatives Pricing
1 个回复 - 1537 次查看 Quantitative Methods in Derivatives Pricing Ebook version2010-8-14 23:19 - hondakit - 金融学（理论版）
1 个回复 - 1537 次查看 Quantitative Methods in Derivatives Pricing Ebook version2010-8-14 23:19 - hondakit - 金融学（理论版）
经典好书：Quantitative Methods in Derivatives Pricing: An Introduction to Computation
29 个回复 - 9977 次查看 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance [此贴子已经被作者于2007-4-28 22:02:21编辑过]2007-2-25 16:41 - mxgu - 计量经济学与统计软件
29 个回复 - 9977 次查看 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance [此贴子已经被作者于2007-4-28 22:02:21编辑过]2007-2-25 16:41 - mxgu - 计量经济学与统计软件
[推荐]Quantitative Methods in derivatives pricing
1 个回复 - 1812 次查看 Quantitative Methods in derivatives pricing---An Introduction to Computational FinanceAuthor: Domingo Tavella2009-5-1 16:18 - 081015042 - 计量经济学与统计软件
1 个回复 - 1812 次查看 Quantitative Methods in derivatives pricing---An Introduction to Computational FinanceAuthor: Domingo Tavella2009-5-1 16:18 - 081015042 - 计量经济学与统计软件
Wiley Finance——Quantitative Methods in Derivatives Pricing
6 个回复 - 3086 次查看 CHAPTER 1 Arbitrage and Pricing 1 The Pricing Problem 1 Arbitrage 2 State Prices 2 Present Value as an Expectation of Future Values 4 CHAPTER 2 Fundamentals of Stochastic Calculus 9 Basic Defi ...2009-12-17 13:19 - icapm - 金融学（理论版）
6 个回复 - 3086 次查看 CHAPTER 1 Arbitrage and Pricing 1 The Pricing Problem 1 Arbitrage 2 State Prices 2 Present Value as an Expectation of Future Values 4 CHAPTER 2 Fundamentals of Stochastic Calculus 9 Basic Defi ...2009-12-17 13:19 - icapm - 金融学（理论版）
C++ DESIGN PATTERNS AND DERIVATIVES PRICING(清晰文字版）
3 个回复 - 2089 次查看 很实用的一本书。2010-6-23 11:17 - raiden_lee - 金融学（理论版）
3 个回复 - 2089 次查看 很实用的一本书。2010-6-23 11:17 - raiden_lee - 金融学（理论版）
A Pricing Framework for Real Estate Derivatives
2 个回复 - 708 次查看 【作者(必填)】FJ Fabozzi，RJ Shiller，RS Tunaru 【文题(必填)】A Pricing Framework for Real Estate Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-12-29 18:18 - Captain-CUI - 求助成功区
2 个回复 - 708 次查看 【作者(必填)】FJ Fabozzi，RJ Shiller，RS Tunaru 【文题(必填)】A Pricing Framework for Real Estate Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-12-29 18:18 - Captain-CUI - 求助成功区
求高清版 Credit Derivatives Pricing Models
1 个回复 - 1441 次查看 Wiley Finance 272，作者Philipp J. Schönbucher2016-3-27 11:09 - seeking - 悬赏大厅
1 个回复 - 1441 次查看 Wiley Finance 272，作者Philipp J. Schönbucher2016-3-27 11:09 - seeking - 悬赏大厅
【金融衍生品】 Pricing and Liquidity of Complex and Structured Derivatives (2016
54 个回复 - 3975 次查看 Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data Authors: Mathias Schmidt This book introduces the “strike o ...2016-11-23 12:13 - cmwei333 - 金融学（理论版）
54 个回复 - 3975 次查看 Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data Authors: Mathias Schmidt This book introduces the “strike o ...2016-11-23 12:13 - cmwei333 - 金融学（理论版）
求中文版C++ Design Patterns and Derivatives Pricing这本书
3 个回复 - 2360 次查看 求这本书的中文版，谢谢各位大拿！！！2016-9-1 22:19 - Dalpywnoy - 金融工程（数量金融）与金融衍生品
3 个回复 - 2360 次查看 求这本书的中文版，谢谢各位大拿！！！2016-9-1 22:19 - Dalpywnoy - 金融工程（数量金融）与金融衍生品
(Rebonato经典大作)Modern Pricing of Interest-Rate Derivatives
12 个回复 - 5445 次查看 Modern Pricing of Interest-Rate Derivatives：The Libor Market Model and Beyond2009-6-20 19:46 - uc_sjtu - 金融学（理论版）
12 个回复 - 5445 次查看 Modern Pricing of Interest-Rate Derivatives：The Libor Market Model and Beyond2009-6-20 19:46 - uc_sjtu - 金融学（理论版）
<Credit Derivatives Pricing Models> by Schonbucher
20 个回复 - 5996 次查看 有人发邮件找我要这本的copy，但是邮箱一直出问题，附件不能加载，只能发在论坛上了，希望那位兄弟能看到。 多人推荐，但是论坛上之前的那个帖子pdf打不开，有需要的可以在我这里下，内容介绍就不给了，原谅一下。 ...2010-1-7 10:21 - coolbug86 - 金融学（理论版）
20 个回复 - 5996 次查看 有人发邮件找我要这本的copy，但是邮箱一直出问题，附件不能加载，只能发在论坛上了，希望那位兄弟能看到。 多人推荐，但是论坛上之前的那个帖子pdf打不开，有需要的可以在我这里下，内容介绍就不给了，原谅一下。 ...2010-1-7 10:21 - coolbug86 - 金融学（理论版）
Energy Derivatives - Pricing and Risk Management
11 个回复 - 5773 次查看 Energy Derivatives: Pricing and Risk Management Chris Strickland Les Clewlow (Author) Product Details [*]Hardcover: 224 pages [*]Publisher: Lacima Group (August 1, 2000) [*]Language: Eng ...2012-10-11 00:09 - martinnyj - 金融学（理论版）
11 个回复 - 5773 次查看 Energy Derivatives: Pricing and Risk Management Chris Strickland Les Clewlow (Author) Product Details [*]Hardcover: 224 pages [*]Publisher: Lacima Group (August 1, 2000) [*]Language: Eng ...2012-10-11 00:09 - martinnyj - 金融学（理论版）
Modeling and Pricing Longevity Derivatives
1 个回复 - 524 次查看 【作者(必填)】Shuo-Li Chuanga & Patrick L. Brocketta 【文题(必填)】Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform 【年份(必填)】2014 【全文 ...2016-5-19 14:28 - hnu123 - 求助成功区
1 个回复 - 524 次查看 【作者(必填)】Shuo-Li Chuanga & Patrick L. Brocketta 【文题(必填)】Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform 【年份(必填)】2014 【全文 ...2016-5-19 14:28 - hnu123 - 求助成功区
[下载] C++ Design Patterns and Derivatives Pricing (2nd.edition)
6 个回复 - 4602 次查看 [下载] C++ Design Patterns and Derivatives Pricing (2nd.edition)2010-3-21 01:26 - likehere - 金融学（理论版）
6 个回复 - 4602 次查看 [下载] C++ Design Patterns and Derivatives Pricing (2nd.edition)2010-3-21 01:26 - likehere - 金融学（理论版）
Exotic FX Derivatives Pricing
2 个回复 - 1344 次查看 【作者(必填)】Giles Peter Jewitt 【文题(必填)】Exotic FX Derivatives Pricing 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118967553.ch18/sum ...2015-11-20 22:30 - Bumboo - 求助成功区
2 个回复 - 1344 次查看 【作者(必填)】Giles Peter Jewitt 【文题(必填)】Exotic FX Derivatives Pricing 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118967553.ch18/sum ...2015-11-20 22:30 - Bumboo - 求助成功区
Financial Econometrics Modeling Derivatives Pricing, Hedge Funds and Term Struct
2 个回复 - 2087 次查看 This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivat ...2015-6-26 10:41 - nelsoncwlee - 金融学（理论版）
2 个回复 - 2087 次查看 This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivat ...2015-6-26 10:41 - nelsoncwlee - 金融学（理论版）
Pricing and Hedging of Derivative Securities (by Nielsen)
7 个回复 - 5134 次查看 Pricingand Hedging of Derivative Securities by Nielsen (扫描清晰版）2010-10-3 03:25 - slw8d - 金融学（理论版）
7 个回复 - 5134 次查看 Pricingand Hedging of Derivative Securities by Nielsen (扫描清晰版）2010-10-3 03:25 - slw8d - 金融学（理论版）
[分享]Theory of Financial Risk and Derivative Pricing
18 个回复 - 5687 次查看 <p>书名：Theory of Financial Risk and Derivative Pricing</p><p>作者：J.P. Bouchaud , M. Potters</p><p>大小：由格式与版本决定</p><p>第一版：djvu格式</p><p> ...2009-5-28 22:24 - aipeng - 经济金融数学专区
18 个回复 - 5687 次查看 <p>书名：Theory of Financial Risk and Derivative Pricing</p><p>作者：J.P. Bouchaud , M. Potters</p><p>大小：由格式与版本决定</p><p>第一版：djvu格式</p><p> ...2009-5-28 22:24 - aipeng - 经济金融数学专区
Financial Calculus: An introduction to derivative pricing
2 个回复 - 2095 次查看 2015-8-8 12:42 - irene_19 - 灌水吧
2 个回复 - 2095 次查看 2015-8-8 12:42 - irene_19 - 灌水吧
Financial Derivatives Pricing-Selected Works of Robert Jarrow
9 个回复 - 13506 次查看 Financial Derivatives Pricing-Selected Works of Robert Jarrow Published by World Scientific Publishing Co. Pte. Ltd. Copyright 2008 ISBN-13 978-981-281-920-8 ISBN-10 981-281-920-8 609pages 一切都 ...2009-8-30 13:11 - ddxy - 金融工程（数量金融）与金融衍生品
9 个回复 - 13506 次查看 Financial Derivatives Pricing-Selected Works of Robert Jarrow Published by World Scientific Publishing Co. Pte. Ltd. Copyright 2008 ISBN-13 978-981-281-920-8 ISBN-10 981-281-920-8 609pages 一切都 ...2009-8-30 13:11 - ddxy - 金融工程（数量金融）与金融衍生品
The Feynman-Kac formula and pricing occupation time derivatives
1 个回复 - 854 次查看 【作者(必填)】 JULIEN-N. HUGONNIER 【文题(必填)】 The Feynman-Kac formula and pricing occupation time derivatives 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.worldscientific.com ...2015-7-7 16:15 - feiyufans - 求助成功区
1 个回复 - 854 次查看 【作者(必填)】 JULIEN-N. HUGONNIER 【文题(必填)】 The Feynman-Kac formula and pricing occupation time derivatives 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.worldscientific.com ...2015-7-7 16:15 - feiyufans - 求助成功区
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds
7 个回复 - 3278 次查看 前面的文件没有上全，现在更新！ Greg N. Gregoriou and Razvan Pascalau, "Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models"Palgrave Macmillan | 1st Edition ...2011-3-11 15:06 - lanxyn - 金融学（理论版）
7 个回复 - 3278 次查看 前面的文件没有上全，现在更新！ Greg N. Gregoriou and Razvan Pascalau, "Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models"Palgrave Macmillan | 1st Edition ...2011-3-11 15:06 - lanxyn - 金融学（理论版）
Hamiltonian and Potentials in Derivative Pricing Models Exact Results and Lattic
0 个回复 - 1083 次查看 Hamiltonian and Potentials in Derivative Pricing Models Exact Results and Lattice Simulations by Belal E. Baaquie, Claudio Coriano and Marakani Srikant 1.Introduction 2.Langevi ...2015-5-25 23:32 - accumulation - 金融学（理论版）
0 个回复 - 1083 次查看 Hamiltonian and Potentials in Derivative Pricing Models Exact Results and Lattice Simulations by Belal E. Baaquie, Claudio Coriano and Marakani Srikant 1.Introduction 2.Langevi ...2015-5-25 23:32 - accumulation - 金融学（理论版）
