结果:找到“Derivative Valuation”相关内容38个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
书籍推荐 Derivatives Markets, Valuation, and Risk Management
30 个回复 - 12021 次查看 个人感觉更容易懂,比那本derivative markets 讲的更容易懂一些2009-8-21 05:33 - nonsingular - Forum
a practical approach to XVA - the evolution of derivatives valuation (2019)
3 个回复 - 1227 次查看 a practical approach to XVA - the evolution of derivatives valuation after the financial crisis (2019)2019-7-17 21:56 - loneshark - 投资人(实务版)
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives
27 个回复 - 10046 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)
Basel III Framework: The Credit Valuation Adjustment Charge for OTC Derivative
3 个回复 - 1160 次查看 Basel III Framework: The Credit Valuation Adjustment (CVA) Charge for OTC Derivative Trades2018-9-29 15:01 - mikeleung110 - 金融学(理论版)
Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals
1 个回复 - 1287 次查看 最近在做LGM时正在参考的一个资料,希望对大家有所帮助。2017-12-3 10:08 - eileen666 - 金融工程(数量金融)与金融衍生品
FINM8009 Derivatives: Markets, Valuation and Risk Management
6 个回复 - 1643 次查看 Derivatives: Markets, Valuation and Risk Management英文原版(官方正式电子版),作者是ROBERT E. WHALEY 这本书也是澳洲国立大学金融硕士课程FINM8009 Derivatives: Markets, Valuation and Risk Management 金 ...2016-8-10 11:10 - Michaeldao - 金融学(理论版)
The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017
18 个回复 - 2676 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)
Financial Derivative and Energy Market Valuation (Wiley)
5 个回复 - 2608 次查看 Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB by Michael Mastro PhD English | 2013 | ISBN: 1118487710 | 664 pages | PDF | 12,1 MB A road map for implement ...2013-8-24 06:15 - koalachen2013 - 金融学(理论版)
【金融衍生品,Wiley 金融】 Derivatives : Markets, Valuation, and Risk Management
70 个回复 - 5530 次查看 Derivatives: Markets, Valuation, and Risk Management Robert E. Whaley Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his ha ...2017-1-4 05:58 - cmwei333 - 金融学(理论版)
valuation of options and derivatives using python
2 个回复 - 1811 次查看 The book is divided into three parts. The first part is concerned with market-based valuation as a process and empirical findings about market realities. The second part covers a number of topics ...2016-6-21 16:35 - ytw1018 - 数据分析与数据挖掘
Derivatives :valuation and risk management /David A. Dubofsky
3 个回复 - 2766 次查看 求这本书的中文版和课后练习答案~网上实在搜不到,拜托~3Q2010-10-15 19:30 - shanpkeita - 求助成功区
经典资料Fixed-Income Securities and Derivatives Handbook- Analysis and Valuation
4 个回复 - 2260 次查看 第一次发帖,分享个现在在学习FRM时看的参考资料,觉得写得不错,希望对大家有用!2013-12-4 23:08 - wjve - 新手入门区
Interest Rate Derivatives - Valuation, Calibration and Sensitivity Analysis
10 个回复 - 2940 次查看 Interest Rate DerivativesValuation, Calibration and Sensitivity Analysis Series: Lecture Notes in Economics and Mathematical Systems, Vol. 666 Beyna, Ingo 2013, XVIII, 209 p. 33 illu ...2013-10-13 23:03 - martinnyj - 金融学(理论版)
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
31 个回复 - 4015 次查看 The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentione ...2015-5-26 07:18 - lasgpope - 量化投资
求《Financial Derivative and Energy Market Valuation
2 个回复 - 1267 次查看 基本介绍: 作者: Michael Mastro [*]出版社: John Wiley & Sons Inc (2013年2月20日) [*]精装: 664页 [*]语种: 英语 [*]ISBN: 1118487710 [*]条形码: 97811184877162014-8-27 15:42 - 唐宋元清 - 悬赏大厅
Financial Derivative and Energy Market Valuation
6 个回复 - 1229 次查看 Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLABMichael Mastro PhD (Author) Publication Date: March 4, 2013 | ISBN-10: 1118487710 | ISBN-13: 978-1118 ...2013-11-10 12:41 - martinnyj - 金融学(理论版)
Financial Derivative and Energy Market Valuation: Theory and Implementation in M
3 个回复 - 1946 次查看 【作者(必填)】 Michael Mastro PhD (Author) 【文题(必填)】 Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB 【年份(必填)】2013 【全文链接或数据库名称(选填) ...2013-5-5 12:03 - johnzi0128 - 文献求助专区
Financial Derivative and Engergy Market Valuation
1 个回复 - 1825 次查看 Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLABMichael Mastro PhD (Author) A road map for implementing quantitative financial models Financial Derivat ...2013-8-10 12:51 - martinnyj - 金融学(理论版)
Valuation of VIX derivatives
1 个回复 - 847 次查看 【作者(必填)】 [*]Javier Mencíaa, , , [*]Enrique Sentanab, 【文题(必填)】Valuation of VIX derivatives 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/ ...2013-6-21 15:59 - hnhs100 - 求助成功区
PDE Valuation of Interest Rate Derivatives - From Theory To Implementation
4 个回复 - 1535 次查看 PDE Valuation of Interest Rate Derivatives: From Theory To ImplementationPeter Kohl-Landgraf (Author) Book DescriptionPublication Date: 24 Sep 2007 | ISBN-10: 3833495375 | ISBN-13: 978-383 ...2012-9-28 22:38 - martinnyj - 金融学(理论版)
PDE Valuation of Interest Rate Derivatives
3 个回复 - 1581 次查看 Please, if anyone happen to have the following ebook?2011-8-20 09:28 - wenge - 计量经济学与统计软件
免費 Numerical Methods for the Valuation of Financial Derivatives
4 个回复 - 1766 次查看 Numerical Methods for the Valuation of Financial Derivatives Davis Bundi Ntwiga MSc thesis, Department of Mathematics and Applied Mathematics, University of Western Cape. Numerical methods for ...2009-11-20 10:50 - martinnyj - 金融学(理论版)
Risk-neutral valuation of real estate derivatives
4 个回复 - 946 次查看 【作者(必填)】Bragt,V., Francke, M.,Kramer,B. and Pelsser, A. 【文题(必填)】Risk-neutral valuation of real estate derivatives 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://papers.ss ...2012-3-3 15:29 - 晏子使楚 - 求助成功区
求:Dubofsky,D.A and Miller,T.M.2003,Derivatives:Valuation and risk management
0 个回复 - 1491 次查看 跪求:Dubofsky,D.A and Miller,T.M.2003,Derivatives:Valuation and risk management, Oxford University Press. 我的邮箱是hello_monica@sina.com, 万分感谢!!!!! (30个论坛币)2012-2-25 03:13 - hello_monica - 金融工程(数量金融)与金融衍生品
American-Style Derivatives: Valuation and Computation
2 个回复 - 2776 次查看 American-Style Derivatives: Valuation and Computation (Chapman & Hall/Crc Financial Mathematics)Publisher:Chapman & Hall/CRC (2005-12-09) | ISBN-10: 158488567X | PDF | 15.3 Mb | 248 pagesFocusing ...2007-6-30 14:27 - zhushiyou - 计量经济学与统计软件
American-Style Derivatives Valuation and Computation
2 个回复 - 2975 次查看 抱歉,刚觉得似乎有人已经发过了,但比较后发现好像文件大小不一样,出版时间一个是2005年12月,一个是2006年。说不清到底是否是同一个版本,倒是ISBN相同。 盼站长能够把大家已经发过的书列出书目,光靠首页的GOOG ...2009-9-2 12:46 - ddxy - 金融工程(数量金融)与金融衍生品
Derivatives - Credit Risk - Modeling, Valuation & Hedging
5 个回复 - 1866 次查看 Derivatives - Credit Risk - Modeling, Valuation & Hedging2009-11-23 13:56 - qyfx770707 - 计量经济学与统计软件
求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
2 个回复 - 2133 次查看 求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives.不要notes,要书~~ N.H. Bingham, R.Kiese的~ l拜托了~!急求~~~2010-3-13 23:20 - 莞尔哈哈 - 计量经济学与统计软件
Derivatives :valuation and risk management
0 个回复 - 1544 次查看Derivatives :valuation and risk management /David A. Dubofsky, Thomas W. Miller, Jr. 课后练习答案~俺们教授说考试都从练习出 但是没有答案,俺又不会做,就算告诉我题目,我也挂掉滴.. 知道的朋友,救救我 ...2010-10-15 19:17 - shanpkeita - 会计与财务管理
Valuation of Housing Index Derivatives
0 个回复 - 1498 次查看 Valuation of Housing Index Derivatives2009-12-20 09:04 - fushengbin - 论文版
求:Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
7 个回复 - 2807 次查看 i have been looking for "Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives" for a while.could someone please share it if you have a copy?I have already had the class notes by the au ...2007-3-24 06:11 - rotman - 计量经济学与统计软件