结果：找到“interest rate 2”相关内容526个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
金融机构管理课件、习题与阅读材料0 个回复 - 618 次查看 ├─金融市场和金融机构 │ │ 金融市场与金融机构练习(一)--参考答案.doc │ │ 金融市场与金融机构练习(一).DOC │ │ 金融市场与金融机构练习(三)--参考答案.doc │ │ 金融市场与金融机构练习( ...2022-9-17 22:25 - wz151400 - 现金交易版
审计学 一种整合方法（英文版·第14版）阿尔文·A·阿伦斯 参考答案2 个回复 - 956 次查看 Chapter 1 The Demand for Audit and Other Assurance Services < Review Questions 1-1 The relationship among audit services, attestation services, and assurance services is reflected in Figur ...2022-6-16 09:34 - zht505540914 - 现金交易版
量化金融与金融数学学习资料（全英文）4 个回复 - 2084 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha
3 个回复 - 4522 次查看 Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB With trades worth trillions of dollars annually, the ...2014-12-15 01:10 - koalachen2013 - 金融学（理论版）
3 个回复 - 4522 次查看 Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB With trades worth trillions of dollars annually, the ...2014-12-15 01:10 - koalachen2013 - 金融学（理论版）
经典Interest Rate Modeling 全集: Volume 1,2,3
13 个回复 - 4848 次查看 ReviewThe book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程（数量金融）与金融衍生品
13 个回复 - 4848 次查看 ReviewThe book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程（数量金融）与金融衍生品
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2nd
4 个回复 - 2350 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit作者：Damiano Brigo, Fabio Mercurio ...2019-1-30 21:44 - gonnaago - 金融学（理论版）
4 个回复 - 2350 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit作者：Damiano Brigo, Fabio Mercurio ...2019-1-30 21:44 - gonnaago - 金融学（理论版）
Interest Rate Swaps and Their Derivatives高清版带书签
3 个回复 - 1889 次查看 Interest Rate Swaps and Their Derivatives高清版带书签 非常实用的一本书。2019-5-16 10:40 - wiillzz - 金融工程（数量金融）与金融衍生品
3 个回复 - 1889 次查看 Interest Rate Swaps and Their Derivatives高清版带书签 非常实用的一本书。2019-5-16 10:40 - wiillzz - 金融工程（数量金融）与金融衍生品
求：An Elementary Introduction to Stochastic Interest Rate Modeling
13 个回复 - 3162 次查看 ~ Nicolas Privault (作者) [*]出版社: World Scientific Publishing Co Pte Ltd; 2nd edition (2012年6月21日) [*]丛书名: Advanced Series on Statistical Science & Applied Probability [*]精装: 244页 ...2014-3-19 10:26 - 唐宋元清 - 求助成功区
13 个回复 - 3162 次查看 ~ Nicolas Privault (作者) [*]出版社: World Scientific Publishing Co Pte Ltd; 2nd edition (2012年6月21日) [*]丛书名: Advanced Series on Statistical Science & Applied Probability [*]精装: 244页 ...2014-3-19 10:26 - 唐宋元清 - 求助成功区
- Analytical Finance Volume II The Mathematics of Interest Rate Derivatives,
2 个回复 - 1342 次查看 Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in qua ...2017-12-2 22:09 - nivastuli - 金融学（理论版）
2 个回复 - 1342 次查看 Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in qua ...2017-12-2 22:09 - nivastuli - 金融学（理论版）
springer finance-Efficient Methods for Valuing Interest Rate Derivatives
8 个回复 - 3941 次查看 Introduction.- Arbitrage, Martingales and Numerical Methods.- Part I - Spot and Forward Rate Models: Spot and Forward Rate Models.- Fundamental Solutions and the Forward-Risk-Adjusted Measure.- ...2010-4-7 21:57 - icapm - 金融工程（数量金融）与金融衍生品
8 个回复 - 3941 次查看 Introduction.- Arbitrage, Martingales and Numerical Methods.- Part I - Spot and Forward Rate Models: Spot and Forward Rate Models.- Fundamental Solutions and the Forward-Risk-Adjusted Measure.- ...2010-4-7 21:57 - icapm - 金融工程（数量金融）与金融衍生品
Efficient Methods for Valuing Interest Rate Derivatives
11 个回复 - 2737 次查看 This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as ...2015-4-16 19:00 - lasgpope - 量化投资
11 个回复 - 2737 次查看 This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as ...2015-4-16 19:00 - lasgpope - 量化投资
【2019新书】Interest Rate Modeling: Theory and Practice, Second Edition
112 个回复 - 17655 次查看 Interest Rate Modeling: Theory and Practice, Second Edition by Lixin Wu (Author) About the Author Lixin Wu is a professor at the Hong Kong University of Science and Technology. Best known in the ...2019-6-5 02:22 - slowry - 金融学（理论版）
112 个回复 - 17655 次查看 Interest Rate Modeling: Theory and Practice, Second Edition by Lixin Wu (Author) About the Author Lixin Wu is a professor at the Hong Kong University of Science and Technology. Best known in the ...2019-6-5 02:22 - slowry - 金融学（理论版）
Interest Rate Modeling: Theory and Practice. Lixin Wu 高清完美书签版
10 个回复 - 4102 次查看 Chapman and Hall/CRC financial mathematics series 其中的一本。几乎和Brigo的名著同名，没有Brigo那么厚，但是涵盖了所有的重点，非常适合practitioner。高清扫描，有书签便于翻阅。只象征性的收十分，希望有更多 ...2014-4-21 11:16 - crazy8book - 金融学（理论版）
10 个回复 - 4102 次查看 Chapman and Hall/CRC financial mathematics series 其中的一本。几乎和Brigo的名著同名，没有Brigo那么厚，但是涵盖了所有的重点，非常适合practitioner。高清扫描，有书签便于翻阅。只象征性的收十分，希望有更多 ...2014-4-21 11:16 - crazy8book - 金融学（理论版）
Practical Applications of What Happens to Stocks When Interest Rates Rise
4 个回复 - 716 次查看 【作者(必填)】Andrew L. Berkin 【文题(必填)】Practical Applications of What Happens to Stocks When Interest Rates Rise? 【年份(必填)】Practical Applications 6 (4) ,2017 【全文链接或数据库名称 ...2019-8-1 14:48 - yishuiyuan2604 - 文献求助专区
4 个回复 - 716 次查看 【作者(必填)】Andrew L. Berkin 【文题(必填)】Practical Applications of What Happens to Stocks When Interest Rates Rise? 【年份(必填)】Practical Applications 6 (4) ,2017 【全文链接或数据库名称 ...2019-8-1 14:48 - yishuiyuan2604 - 文献求助专区
Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 3036 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 - 3036 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
Springer Finance Series之Interest-Rate Management
6 个回复 - 1835 次查看 This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate deri ...2015-4-21 20:55 - lasgpope - 量化投资
6 个回复 - 1835 次查看 This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate deri ...2015-4-21 20:55 - lasgpope - 量化投资
Handbooks in Mathematical Finance -Opti Pricing, Interest Rates and Risk Manag
4 个回复 - 1376 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）
4 个回复 - 1376 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）
免費 Handbooks in Mathematical Finance -- Option Pricing, Interest Rates and Ris
9 个回复 - 1869 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk ManagementE. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) [hr]Publication Date: July 30, 2001 | ISBN ...2012-11-1 22:59 - martinnyj - 金融学（理论版）
9 个回复 - 1869 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk ManagementE. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) [hr]Publication Date: July 30, 2001 | ISBN ...2012-11-1 22:59 - martinnyj - 金融学（理论版）
Interest Rate Swaps and Other Derivatives - Corb
9 个回复 - 4607 次查看 市场利率远期（forward）、期货（Interest rate future）、欧洲美元（eurodollar future）、利率互换协议（Interest rate swap）、cap\floor 以及其他基于市场利率、汇率的金融衍生品估值与风险分析。美国金融工程研 ...2015-6-17 02:29 - ACORN_HOTEL - 金融学（理论版）
9 个回复 - 4607 次查看 市场利率远期（forward）、期货（Interest rate future）、欧洲美元（eurodollar future）、利率互换协议（Interest rate swap）、cap\floor 以及其他基于市场利率、汇率的金融衍生品估值与风险分析。美国金融工程研 ...2015-6-17 02:29 - ACORN_HOTEL - 金融学（理论版）
interest rate risk Baruch MFE Chapter 1
3 个回复 - 1674 次查看 如题。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。2015-3-17 02:26 - lilyliao5952 - 风险管理
3 个回复 - 1674 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 - 1055 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
10 个回复 - 1055 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
Interest Rate Risk in the Banking Book
1 个回复 - 663 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 207; : 206; B071Z6HJY1 Publisher 207; : 20 ...2021-10-20 22:44 - johnzi0128 - 文献求助专区
1 个回复 - 663 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 207; : 206; B071Z6HJY1 Publisher 207; : 20 ...2021-10-20 22:44 - johnzi0128 - 文献求助专区
Interest Rate Swaps and Other Derivatives
16 个回复 - 4409 次查看 Title： Interest Rate Swaps and Other Derivatives Authors： Howard Corb Year:2012 Pages:624 Language:English Size:11 Mb Extension:pdf Contents 1 An Introduction to Swaps 2 The Ri ...2014-7-19 08:54 - 一道心茶 - 经管书评
16 个回复 - 4409 次查看 Title： Interest Rate Swaps and Other Derivatives Authors： Howard Corb Year:2012 Pages:624 Language:English Size:11 Mb Extension:pdf Contents 1 An Introduction to Swaps 2 The Ri ...2014-7-19 08:54 - 一道心茶 - 经管书评
Interest-Rate Models - Theory and Practice. Springer, 2nd edition 带书签哟~
7 个回复 - 2130 次查看 2018-9-14 14:20 - 晴川阁 - 金融工程（数量金融）与金融衍生品
7 个回复 - 2130 次查看 2018-9-14 14:20 - 晴川阁 - 金融工程（数量金融）与金融衍生品
分享：Modelling Fixed Income Securities and Interest Rate Options (2nd Edition)
16 个回复 - 4413 次查看 不知道论坛上有没有重复的。如果有请通知一下，立刻删除。 second edition by Robert A. Jarrow2013-6-3 20:02 - flying81 - 金融工程（数量金融）与金融衍生品
16 个回复 - 4413 次查看 不知道论坛上有没有重复的。如果有请通知一下，立刻删除。 second edition by Robert A. Jarrow2013-6-3 20:02 - flying81 - 金融工程（数量金融）与金融衍生品
interest rate models brigo
3 个回复 - 2050 次查看 Interest rate models: theory and practice by Damiano Brigo and Fabio Mercurio One of the "bibles" on interest rate modeling2012-7-7 20:56 - wangjuestam - 金融学（理论版）
3 个回复 - 2050 次查看 Interest rate models: theory and practice by Damiano Brigo and Fabio Mercurio One of the "bibles" on interest rate modeling2012-7-7 20:56 - wangjuestam - 金融学（理论版）
【金融教材系列】Interest Rate Modelling
95 个回复 - 5616 次查看 2014年最新教材，高清原版pdf。降价出售期已过，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：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链 ...2016-3-1 10:08 - wwqqer - 金融学（理论版）
95 个回复 - 5616 次查看 2014年最新教材，高清原版pdf。降价出售期已过，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：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链 ...2016-3-1 10:08 - wwqqer - 金融学（理论版）
【经典教材系列】Interest Rate Derivatives Explained
98 个回复 - 14653 次查看 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”！。 欢迎订阅wwqqer文库！ 欢迎订 ...2015-3-3 08:11 - wwqqer - 金融学（理论版）
98 个回复 - 14653 次查看 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”！。 欢迎订阅wwqqer文库！ 欢迎订 ...2015-3-3 08:11 - wwqqer - 金融学（理论版）
求助SD文献+Modeling the conditional distribution of interest rates as a regime-s
2 个回复 - 500 次查看 【作者(必填)】Stephen F.Gray[/backcolor] 【文题(必填)】Modeling the conditional distribution of interest rates as a regime-switching process 【年份(必填)】Volume 42, Issue 1[/backcolor], September ...2022-8-17 16:46 - scottan123456 - 求助成功区
2 个回复 - 500 次查看 【作者(必填)】Stephen F.Gray[/backcolor] 【文题(必填)】Modeling the conditional distribution of interest rates as a regime-switching process 【年份(必填)】Volume 42, Issue 1[/backcolor], September ...2022-8-17 16:46 - scottan123456 - 求助成功区
coupon rate, yield to maturity & interest rate
11 个回复 - 73323 次查看 coupon rate, yield to maturity & interest rate 请问这三个有什么不一样？在中文里这三个是怎么翻译的？ Thanks~ [此贴子已经被作者于2009-3-23 17:35:16编辑过]2009-3-23 17:01 - calanghai - 金融学（理论版）
11 个回复 - 73323 次查看 coupon rate, yield to maturity & interest rate 请问这三个有什么不一样？在中文里这三个是怎么翻译的？ Thanks~ [此贴子已经被作者于2009-3-23 17:35:16编辑过]2009-3-23 17:01 - calanghai - 金融学（理论版）
Interest Rate Models ---Theory and Practice (Damiano Brigo and Fabio Mercurio)_
16 个回复 - 10880 次查看 Brigo 和 Piterbarg 他们两人编写的关于利率模型和利率产品的书都是属于宝典类型的。附件的这本是 Brigo 的，内容相比 Piterbarg 的简单许多，而且写得很容易理解。本人在国外做衍生品定价模型验证4年，非常推荐这本 ...2014-3-27 14:21 - chao.ma - 金融工程（数量金融）与金融衍生品
16 个回复 - 10880 次查看 Brigo 和 Piterbarg 他们两人编写的关于利率模型和利率产品的书都是属于宝典类型的。附件的这本是 Brigo 的，内容相比 Piterbarg 的简单许多，而且写得很容易理解。本人在国外做衍生品定价模型验证4年，非常推荐这本 ...2014-3-27 14:21 - chao.ma - 金融工程（数量金融）与金融衍生品
Interest Rate in the Banking Book - Paul Newson
2 个回复 - 2321 次查看 分享一本银行账户利率风险Interest rate risk in the banking book(IRRBB)的书 Paul Newson的Interest Rate in the Banking Book，购买自亚马逊，是2020年的第二版，第一版在亚马逊好评不错 如有条件请支持正版 ...2022-4-21 01:16 - qiyuhao7 - 新手入门区
2 个回复 - 2321 次查看 分享一本银行账户利率风险Interest rate risk in the banking book(IRRBB)的书 Paul Newson的Interest Rate in the Banking Book，购买自亚马逊，是2020年的第二版，第一版在亚马逊好评不错 如有条件请支持正版 ...2022-4-21 01:16 - qiyuhao7 - 新手入门区
Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Ind
3 个回复 - 1330 次查看 【作者(必填)】 Eric Chin (Author), Sverrir ólafsson (Author), Dian Nel (Author) 【文题(必填)】 Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Indexed Derivatives【年份 ...2019-5-1 21:20 - 20115326 - 文献求助专区
3 个回复 - 1330 次查看 【作者(必填)】 Eric Chin (Author), Sverrir ólafsson (Author), Dian Nel (Author) 【文题(必填)】 Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Indexed Derivatives【年份 ...2019-5-1 21:20 - 20115326 - 文献求助专区
Springer - Interest Rate Models_ Theory and Practice (by Damiano Brigo)
12 个回复 - 10281 次查看 欢迎大家下载2009-12-12 19:01 - jjfox - 金融学（理论版）
12 个回复 - 10281 次查看 欢迎大家下载2009-12-12 19:01 - jjfox - 金融学（理论版）
【金融教材系列】Stochastic Interest Rates
68 个回复 - 10353 次查看 2015年最新教材，降价出售3天，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：三步走把千本好书“一网打尽”！。 [相关阅读] 【金融教材系列】（资料汇总帖，附链接，持续添加 ...2016-8-30 08:04 - wwqqer - 金融学（理论版）
68 个回复 - 10353 次查看 2015年最新教材，降价出售3天，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：三步走把千本好书“一网打尽”！。 [相关阅读] 【金融教材系列】（资料汇总帖，附链接，持续添加 ...2016-8-30 08:04 - wwqqer - 金融学（理论版）
Interest Rate, and Credit Derivatives
0 个回复 - 482 次查看 【作者(必填)】J. P. Fouque, G. Papanicolaou, K. R. Sircar, and K. Solna, 【文题(必填)】 Multiscale Stochastic Volatility for Equity, 【年份(必填)】Interest Rate, and Credit Derivatives, Camb ...2021-9-2 19:05 - vzf3 - 文献求助专区
0 个回复 - 482 次查看 【作者(必填)】J. P. Fouque, G. Papanicolaou, K. R. Sircar, and K. Solna, 【文题(必填)】 Multiscale Stochastic Volatility for Equity, 【年份(必填)】Interest Rate, and Credit Derivatives, Camb ...2021-9-2 19:05 - vzf3 - 文献求助专区
布鲁盖尔-What-Are-the-Effects-of-the-ECB-s-Negative-Interest-Rate-Policy__31页
2 个回复 - 419 次查看 布鲁盖尔-What-Are-the-Effects-of-the-ECB-s-Negative-Interest-Rate-Policy__31页_1mb2021-6-10 17:08 - wangjx_ - 行业分析报告
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Interest Rate Models Theory and Practice 英文扫描版(中文名：利率模型理论和实践）
6 个回复 - 3133 次查看 目录Preface Motivation Aims, Readership and Book Structure Final Word and Acknowledgments Description of Contents by Chapter Abbreviations and Notation Part I. BASIC DEFINITIONS AND NO ARB ...2016-5-16 23:40 - poirotgaoyuan - 金融学（理论版）
6 个回复 - 3133 次查看 目录Preface Motivation Aims, Readership and Book Structure Final Word and Acknowledgments Description of Contents by Chapter Abbreviations and Notation Part I. BASIC DEFINITIONS AND NO ARB ...2016-5-16 23:40 - poirotgaoyuan - 金融学（理论版）
The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Mod
0 个回复 - 593 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区
0 个回复 - 593 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区
Interest Rate Swaps and Other Derivatives
3 个回复 - 3463 次查看 (Columbia Business School Publishing) Howard Corb2014-7-8 15:23 - bukeyide111 - 金融工程（数量金融）与金融衍生品
3 个回复 - 3463 次查看 (Columbia Business School Publishing) Howard Corb2014-7-8 15:23 - bukeyide111 - 金融工程（数量金融）与金融衍生品
Interest Rate Modeling - Piterbarg
24 个回复 - 10279 次查看 之前发过了这本书的 3 个 Volume 的非PDF版本，对读者阅读比较麻烦，也不方便打印。现在附上 PDF 版，希望对读者有帮助。2015-1-29 22:35 - chao.ma - 金融工程（数量金融）与金融衍生品
24 个回复 - 10279 次查看 之前发过了这本书的 3 个 Volume 的非PDF版本，对读者阅读比较麻烦，也不方便打印。现在附上 PDF 版，希望对读者有帮助。2015-1-29 22:35 - chao.ma - 金融工程（数量金融）与金融衍生品
Interest Rate Liberalization and Capital Misallocations
4 个回复 - 1087 次查看 【作者(必填)】 [*]Zheng Liu [*]Pengfei Wang [*]Zhiwei Xu 【文题(必填)】Interest Rate Liberalization and Capital Misallocations 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.ae ...2021-4-16 10:33 - wuyu0405 - 文献求助专区
4 个回复 - 1087 次查看 【作者(必填)】 [*]Zheng Liu [*]Pengfei Wang [*]Zhiwei Xu 【文题(必填)】Interest Rate Liberalization and Capital Misallocations 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.ae ...2021-4-16 10:33 - wuyu0405 - 文献求助专区
Modeling Fixed Income Securities and Interest Rate Options, Third Edition
8 个回复 - 1881 次查看 https://www.amazon.com/Modeling-Securities-Interest-Financial-Mathematics/dp/1138360996 September 30, 2019 | ISBN: 1138360996 | English | 384 Pages | PDF | 8 MB Modeling Fixed Income Secur ...2019-10-15 09:38 - koalachen2013 - 金融学（理论版）
8 个回复 - 1881 次查看 https://www.amazon.com/Modeling-Securities-Interest-Financial-Mathematics/dp/1138360996 September 30, 2019 | ISBN: 1138360996 | English | 384 Pages | PDF | 8 MB Modeling Fixed Income Secur ...2019-10-15 09:38 - koalachen2013 - 金融学（理论版）
【学习笔记】#求#
Pricing and trading interest rate derivatives a practic ...
4 个回复 - 1128 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 - 1128 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 - 3481 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 - 3481 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）
【经典教材系列】Interest Rate Modeling: Post-Crisis Challenges and Approaches
73 个回复 - 9006 次查看 2016年最新教材，在08年金融危机后，利率模型研究的重点和难点在于处理负利率和使用多重利率曲线（multi-curve），降价出售3天，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 ...2015-12-31 19:14 - wwqqer - 金融学（理论版）
73 个回复 - 9006 次查看 2016年最新教材，在08年金融危机后，利率模型研究的重点和难点在于处理负利率和使用多重利率曲线（multi-curve），降价出售3天，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 ...2015-12-31 19:14 - wwqqer - 金融学（理论版）
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and
114 个回复 - 16720 次查看 Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead ...2014-9-1 10:10 - 大家开心 - 金融学（理论版）
114 个回复 - 16720 次查看 Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead ...2014-9-1 10:10 - 大家开心 - 金融学（理论版）
Optimal Interest Rates for Supply Chain Payables Finance
1 个回复 - 492 次查看 【作者(必填)】 Li Chen, Xiaoyue Yan 【文题(必填)】 Optimal Interest Rates for Supply Chain Payables Finance 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers. ...2020-8-15 10:50 - timesever - 求助成功区
1 个回复 - 492 次查看 【作者(必填)】 Li Chen, Xiaoyue Yan 【文题(必填)】 Optimal Interest Rates for Supply Chain Payables Finance 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers. ...2020-8-15 10:50 - timesever - 求助成功区
The impact of interest rates on household debt accumulation in Malaysia: a struc
0 个回复 - 404 次查看 【作者(必填)】 Hafizah Hammad Ahmad Khan & Hussin Abdullah & Shamzaeffa Samsudin 【文题(必填)】 The impact of interest rates on household debt accumulation in Malaysia: a structural break analysis ...2020-8-2 22:44 - nieqiang110 - 文献求助专区
0 个回复 - 404 次查看 【作者(必填)】 Hafizah Hammad Ahmad Khan & Hussin Abdullah & Shamzaeffa Samsudin 【文题(必填)】 The impact of interest rates on household debt accumulation in Malaysia: a structural break analysis ...2020-8-2 22:44 - nieqiang110 - 文献求助专区
the influence of interest rate volatility on MBS
0 个回复 - 1102 次查看 CFA书里说，利率下降，agency MBS 会提前赎回，利率上升，agency MBS 延后赎回，预期利率波动下降购买MBS 。为什么？有大神可以解释一下原理吗？2020-7-29 22:11 - cy__58 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1102 次查看 CFA书里说，利率下降，agency MBS 会提前赎回，利率上升，agency MBS 延后赎回，预期利率波动下降购买MBS 。为什么？有大神可以解释一下原理吗？2020-7-29 22:11 - cy__58 - 金融工程（数量金融）与金融衍生品
想请问一下，为什么paying floating interest rate的时候需要buy collar？
0 个回复 - 908 次查看 想请问下，当paying floating interest rate 的时候，为什么 collar需要sell floor，感觉combination这个图和 sell floor没有任何关系 为什么不可以直接买cap？2020-7-15 17:33 - 素酒一 - 金融学（理论版）
0 个回复 - 908 次查看 想请问下，当paying floating interest rate 的时候，为什么 collar需要sell floor，感觉combination这个图和 sell floor没有任何关系 为什么不可以直接买cap？2020-7-15 17:33 - 素酒一 - 金融学（理论版）
Interest Rate Swap定价中的一个疑问
0 个回复 - 3069 次查看 在对Interest Rate Swap定价时，可以将IRS看作一个定息债券和浮息债券的组合，其中这个浮息债券锚定LIBOR，因此我们需要知道这个浮息债券的现值。 我们知道在每次付息结束时，浮动债券的现值就是其面值，推导过程大 ...2020-7-12 20:37 - seagullthy - 金融工程（数量金融）与金融衍生品
0 个回复 - 3069 次查看 在对Interest Rate Swap定价时，可以将IRS看作一个定息债券和浮息债券的组合，其中这个浮息债券锚定LIBOR，因此我们需要知道这个浮息债券的现值。 我们知道在每次付息结束时，浮动债券的现值就是其面值，推导过程大 ...2020-7-12 20:37 - seagullthy - 金融工程（数量金融）与金融衍生品
关于Interest Rate Swap定价中的一点疑问
0 个回复 - 1297 次查看 在对Interest Rate Swap定价时，可以将IRS看作一个定息债券和浮息债券的组合，其中这个浮息债券锚定LIBOR，因此我们需要知道这个浮息债券的现值。 我们知道在每次付息结束时，浮动债券的现值就是其面值，推导过程大 ...2020-7-12 20:34 - seagullthy - 金融学（理论版）
0 个回复 - 1297 次查看 在对Interest Rate Swap定价时，可以将IRS看作一个定息债券和浮息债券的组合，其中这个浮息债券锚定LIBOR，因此我们需要知道这个浮息债券的现值。 我们知道在每次付息结束时，浮动债券的现值就是其面值，推导过程大 ...2020-7-12 20:34 - seagullthy - 金融学（理论版）
Interest Rate, Term Structure, and valuation modeling
13 个回复 - 5178 次查看 Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. 20022009-12-23 00:30 - zhaohailei - 金融学（理论版）
13 个回复 - 5178 次查看 Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. 20022009-12-23 00:30 - zhaohailei - 金融学（理论版）
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3740 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 - 3740 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
Bond and option pricing for interest rate model with clustering effects
2 个回复 - 626 次查看 【作者(必填)】 【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区
2 个回复 - 626 次查看 【作者(必填)】 【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区
《EXCHANGE RATES, INTEREST RATES, AND THE RISK PREMIUM》
0 个回复 - 786 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
0 个回复 - 786 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 Models - Theory and Practice: With Smile, Inflation and Credit
21 个回复 - 8240 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit Amazon 上的满分书籍2010-11-3 08:07 - qiqiwang - 金融学（理论版）
21 个回复 - 8240 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit Amazon 上的满分书籍2010-11-3 08:07 - qiqiwang - 金融学（理论版）
Rural Interest Rates in the India Economy
2 个回复 - 511 次查看 【作者(必填)】 Ghatak，S. 【文题(必填)】 Rural Interest Rates in the India Economy 【年份(必填)】 1975 【全文链接或数据库名称(选填)】 The Journal of Development Studies，Vol. 11，No. 3, 190- ...2020-5-3 15:09 - nieqiang110 - 求助成功区
2 个回复 - 511 次查看 【作者(必填)】 Ghatak，S. 【文题(必填)】 Rural Interest Rates in the India Economy 【年份(必填)】 1975 【全文链接或数据库名称(选填)】 The Journal of Development Studies，Vol. 11，No. 3, 190- ...2020-5-3 15:09 - nieqiang110 - 求助成功区
interest rate modelling
0 个回复 - 786 次查看 【作者(必填)】Jessica James (作者), Nick Webber (作者) 【文题(必填)】interest rate modelling 【年份(必填)】2000 【全文链接或数据库名称(选填)】要非扫描版, 可以查询关键词的文件 扫描版不需要! ...2020-4-27 18:36 - johnzi0128 - 文献求助专区
0 个回复 - 786 次查看 【作者(必填)】Jessica James (作者), Nick Webber (作者) 【文题(必填)】interest rate modelling 【年份(必填)】2000 【全文链接或数据库名称(选填)】要非扫描版, 可以查询关键词的文件 扫描版不需要! ...2020-4-27 18:36 - johnzi0128 - 文献求助专区
BF The Financial System and the Level of Interest Rates
1 个回复 - 453 次查看 LODescribe the role of the financial system in the economy and the two basic ways in which money fl ows through the system. Discuss direct financing and the important role that investment banks play ...2020-4-5 20:57 - miseryangel - Forum
1 个回复 - 453 次查看 LODescribe the role of the financial system in the economy and the two basic ways in which money fl ows through the system. Discuss direct financing and the important role that investment banks play ...2020-4-5 20:57 - miseryangel - Forum
【学习笔记】Interest rate modeling, volume I and II
L Anderson and V Pit ...
0 个回复 - 744 次查看 Interest rate modeling, volume I and II L Anderson and V Piterbarg 20102020-3-21 05:15 - zizai26 - Forum
0 个回复 - 744 次查看 Interest rate modeling, volume I and II L Anderson and V Piterbarg 20102020-3-21 05:15 - zizai26 - Forum
【学习笔记】Topline: The Federal Reserve cut interest rates to near-zero ...
1 个回复 - 449 次查看 Topline: The Federal Reserve cut interest rates to near-zero and announced it would purchase $700 billion in government debt on Sunday in an extraordinary effort to stabilize the U.S. economy, which i ...2020-3-16 06:09 - trainshao - Forum
1 个回复 - 449 次查看 Topline: The Federal Reserve cut interest rates to near-zero and announced it would purchase $700 billion in government debt on Sunday in an extraordinary effort to stabilize the U.S. economy, which i ...2020-3-16 06:09 - trainshao - Forum
【学习笔记】3.13 The Level and Structure of Interest Rates
1 个回复 - 402 次查看 3.13 The Level and Structure of Interest Rates2020-3-13 11:35 - 2565_1571887212 - Forum
1 个回复 - 402 次查看 3.13 The Level and Structure of Interest Rates2020-3-13 11:35 - 2565_1571887212 - Forum
【学习笔记】The Role of Interest-Rate Targets in Fed Policy
0 个回复 - 268 次查看 The Role of Interest-Rate Targets in Fed Policy2020-3-6 19:35 - 雨笑风 - Forum
0 个回复 - 268 次查看 The Role of Interest-Rate Targets in Fed Policy2020-3-6 19:35 - 雨笑风 - Forum
【学习笔记】FRA、interest rate swaps&duration
7 个回复 - 945 次查看 FRA、interest rate swaps&duration2020-2-15 21:23 - Elaine_1399 - Forum
7 个回复 - 945 次查看 FRA、interest rate swaps&duration2020-2-15 21:23 - Elaine_1399 - Forum
金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,2
9 个回复 - 3254 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 - 3254 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
[英文文献]Low Interest Rates, Market Power, and Productivity Growth
0 个回复 - 1086 次查看 Low Interest Rates, Market Power, and Productivity GrowthAbstractThis study provides a new theoretical result that low interest rates encourage market concentration by raising industry leaders’ incen ...2020-2-4 16:43 - 愫音丶 - 宏观经济学
0 个回复 - 1086 次查看 Low Interest Rates, Market Power, and Productivity GrowthAbstractThis study provides a new theoretical result that low interest rates encourage market concentration by raising industry leaders’ incen ...2020-2-4 16:43 - 愫音丶 - 宏观经济学
Population Aging and the Real Interest Rate in the Last and Next 50 Years
1 个回复 - 558 次查看 【作者(必填)】Sudo N，Takizuka Y． ． 【文题(必填)】Population Aging and the Ｒeal Interest Ｒate in the Last and Next 50 Years-A tale told by an Overlapping Generations Model 【年份(必填)】20 ...2020-1-18 07:31 - chenxiaoliang22 - 文献求助专区
1 个回复 - 558 次查看 【作者(必填)】Sudo N，Takizuka Y． ． 【文题(必填)】Population Aging and the Ｒeal Interest Ｒate in the Last and Next 50 Years-A tale told by an Overlapping Generations Model 【年份(必填)】20 ...2020-1-18 07:31 - chenxiaoliang22 - 文献求助专区
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
28 个回复 - 5400 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）
28 个回复 - 5400 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）
Pricing corporate bonds with interest rates following double square-root process
1 个回复 - 558 次查看 【作者(必填)】Chi-Fai Lo and Cho-Hoi Hui 【文题(必填)】Pricing corporate bonds with interest rates following double square-root process 【年份(必填)】International Journal of Financial Engineeri ...2019-12-22 14:02 - phdcs_2008 - 求助成功区
1 个回复 - 558 次查看 【作者(必填)】Chi-Fai Lo and Cho-Hoi Hui 【文题(必填)】Pricing corporate bonds with interest rates following double square-root process 【年份(必填)】International Journal of Financial Engineeri ...2019-12-22 14:02 - phdcs_2008 - 求助成功区
【独家发布】【2018】Interest Rate Modeling For Risk Management
0 个回复 - 826 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
0 个回复 - 826 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
【学习笔记】Chapter 3：Interest Rate and Bond Analysis
2 个回复 - 408 次查看 Chapter 3：Interest Rate and Bond Analysis2019-11-23 23:58 - 守候烟雨 - Forum
2 个回复 - 408 次查看 Chapter 3：Interest Rate and Bond Analysis2019-11-23 23:58 - 守候烟雨 - Forum
term structure of interest rate
1 个回复 - 1163 次查看 简介 We model the term structure of interest rates that results from the interaction between investors with preferences for specific maturities and risk-averse arbitrageurs. Shocks to the short rat ...2019-11-15 18:44 - 翠竹马 - 金融学（理论版）
1 个回复 - 1163 次查看 简介 We model the term structure of interest rates that results from the interaction between investors with preferences for specific maturities and risk-averse arbitrageurs. Shocks to the short rat ...2019-11-15 18:44 - 翠竹马 - 金融学（理论版）
【学习笔记】The latest interest rate hikes announced by the Center Bank ...
0 个回复 - 237 次查看 The latest interest rate hikes announced by the Center Bank are higher than expected.2019-11-9 11:35 - 凌云栏 - Forum
0 个回复 - 237 次查看 The latest interest rate hikes announced by the Center Bank are higher than expected.2019-11-9 11:35 - 凌云栏 - Forum
【学习笔记】Interest Rate Modeling Volume 1 Foundations and Vanilla Mod ...
0 个回复 - 681 次查看 Interest Rate Modeling Volume 1 Foundations and Vanilla Models - Interest Rate Modeling. Volume 2 Term Structure Models - Interest Rate Modeling. Volume 3 Products and Risk Management2019-11-2 14:31 - 物亦有缘侵9 - Forum
0 个回复 - 681 次查看 Interest Rate Modeling Volume 1 Foundations and Vanilla Models - Interest Rate Modeling. Volume 2 Term Structure Models - Interest Rate Modeling. Volume 3 Products and Risk Management2019-11-2 14:31 - 物亦有缘侵9 - Forum
求interest rate modeling volume 3
0 个回复 - 605 次查看 Hi, 请问谁有interest rate modeling volume 3 的书可以分享吗，作者是 Piterbarg。多谢！2019-10-24 21:29 - April862 - 量化投资
0 个回复 - 605 次查看 Hi, 请问谁有interest rate modeling volume 3 的书可以分享吗，作者是 Piterbarg。多谢！2019-10-24 21:29 - April862 - 量化投资
【学习笔记】Modeling Fixed Income Securities and Interest Rate Options, ...
0 个回复 - 408 次查看 Modeling Fixed Income Securities and Interest Rate Options, Third Edition 这本书有同学有吗？多谢！2019-10-23 17:32 - jasonwu24 - Forum
0 个回复 - 408 次查看 Modeling Fixed Income Securities and Interest Rate Options, Third Edition 这本书有同学有吗？多谢！2019-10-23 17:32 - jasonwu24 - Forum
Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
3 个回复 - 2978 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 - 2978 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区
[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies
1 个回复 - 910 次查看 衍生品相关的固定收益交易策略，需要可以下载。2019-9-21 20:10 - godblesssatan - 金融学（理论版）
1 个回复 - 910 次查看 衍生品相关的固定收益交易策略，需要可以下载。2019-9-21 20:10 - godblesssatan - 金融学（理论版）
The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET
0 个回复 - 735 次查看 【作者(必填)】 Preston W. Estep 【文题(必填)】 The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.pm-resea ...2019-10-15 10:59 - pengerge - 文献求助专区
0 个回复 - 735 次查看 【作者(必填)】 Preston W. Estep 【文题(必填)】 The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.pm-resea ...2019-10-15 10:59 - pengerge - 文献求助专区
