结果:找到“p value adjustment”相关内容15个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Counterparty Credit Risk and Credit Value Adjustment 无乱码哟
7 个回复 - 3841 次查看 Counterparty Credit Risk and Credit Value Adjustment by Jon Gregory, 第二版。网上常见的版本好多页都有乱码(比如p.23 figure 3.1), 因为做东西要用这本书,自己专门从willey网站付费下的。2014-6-25 09:49 - crazy8book - 金融学(理论版)
Counterparty Credit Risk and Credit Value Adjustment
23 个回复 - 7023 次查看 Counterparty Credit Risk and Credit Value Adjustment 2nd Edition by Jon Gregory2013-11-11 21:25 - oswan - 金融工程(数量金融)与金融衍生品
求:Counterparty Credit Risk and Credit Value Adjustment
5 个回复 - 1613 次查看 作 者: Gregory | Jon2013-4-19 16:13 - 鬼斧神工3 - 求助成功区
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for
13 个回复 - 5218 次查看 【作者(必填)】 Jon Gregory 【文题(必填)】 Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Marketshttp://bbs.pinggu.org/forum.php?mod=post&action=n ...2013-5-11 13:07 - johnzi0128 - 求助成功区
Resampling Based Multiple Testing Examples and Methods for P Value Adjustment
14 个回复 - 4059 次查看 Resampling Based Multiple Testing Examples and Methods for P Value Adjustment 【作 者】Peter H. Westfall, S. Stanley Young 【书名】Resampling-Based Multiple Testing: Examples and Methods for p ...2011-8-5 06:20 - amyherml - 求助成功区
Counterparty Credit risk and credit value adjustment,Second edition
4 个回复 - 2613 次查看 Counterparty Credit risk and credit value adjustment, Second edition. (2012)2014-6-25 17:42 - tkning - 金融工程(数量金融)与金融衍生品
Reflecting credit and funding adjustments in fair value
1 个回复 - 1489 次查看 2014-7-15 11:14 - liyuheng@MQF - 量化投资
Nonlinear adjustment of the real exchange rate towards its equilibrium value
0 个回复 - 920 次查看 Nonlinear adjustment of the real exchange rate towards its equilibrium value2013-8-26 15:44 - primmxz - 论文版
Value-Based Allocation and Value Adjustment on Mixed-Quality Commingled Natural
1 个回复 - 848 次查看 【作者(必填)】 A.L. Telesford, TrinFlow Ltd., and A.L. Telesford, SPE, Santos Ltd. 【文题(必填)】Value-Based Allocation and Value Adjustment on Mixed-Quality Commingled Natural Gas Pipelines ...2012-9-28 15:21 - 真龙121 - 求助成功区
关于CVA(credit value adjustment)计算的问题~
0 个回复 - 1238 次查看 之前学习FRM,关于计算期初一次性计付CVA的时候,是说先计算出每一个时刻的EL,然后再把每个时刻的EL折算到零时刻,相加即可。这里EL = LGD * EE * PD,想问的是这个PD为什么是边际违约概率?应该咋理解?是不是还有 ...2021-3-14 22:00 - 四条眉 - 金融工程(数量金融)与金融衍生品
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge
0 个回复 - 1477 次查看 Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets pdf下载 A practical guide to counterparty risk management and credit value adjustment from ...2016-10-19 20:41 - 浪子彦青 - 休闲灌水
Xtabond2在做partial adjustment model时如何自动算出desired value?
0 个回复 - 1131 次查看 在用xtabond2算出partial adjustment model的系数和调整速度后,如何根据已有的系数自动算出desired value呢?比如在做资本结构调整速度相关模型的时候,如何根据第一个式子算出来的系数求出MDR*呢?万分感谢! ...2015-11-23 21:08 - lucy9383 - Stata专版
請問要如何找出Funding Value Adjustment 的 方法
2 个回复 - 1022 次查看 現在很多地方都有在討論CVA, DVA, 可是 FVA 資料還不是很多請問要看那一本書才能知道FVA要如果算.2015-8-29 01:16 - multilingualhob - 悬赏大厅
求书 counterparty credit risk and credit value adjustment
2 个回复 - 2664 次查看 书名:counterparty credit risk and credit value adjustment: a continuing challenge for global financial markets, 2nd edition,2012 作者:Jon Gregory 跪求,谢谢!2015-1-9 17:37 - cash_king01 - 金融学(理论版)
Missing Value adjustment.
1 个回复 - 1964 次查看 OF 28330 individual's CD4+ count at HIV diagnosis, there are 17469 missing values of CD4+ count. The variables I have are State, Sex, Exposure route, Year of HIV Diagnosis, Year of Last Negative, Ye ...2009-12-8 22:51 - windlove - 计量经济学与统计软件