结果:找到“Interest Rate Modeling Volume”相关内容11个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
量化金融与金融数学学习资料(全英文)
4 个回复 - 2052 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
经典Interest Rate Modeling 全集: Volume 1,2,3
13 个回复 - 4603 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 Modeling. Volume 2 - Term Structure Models
30 个回复 - 11725 次查看 Interest Rate Modeling. Volume 2: Term Structure Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewIn the seventies, Arbitrage Pricing Theory (APT) was invented for equity der ...2011-3-6 00:39 - martinnyj - 金融学(理论版)
Interest Rate Modeling. Volume 3: Products and Risk Management (2010)
9 个回复 - 5458 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg (Author) Editorial Reviews Review Andersen and Piterbarg have written a Landau ...2011-3-18 02:53 - Realscore - 金融学(理论版)
Interest Rate Modeling. Volume 1 - Foundations and Vanilla Models
19 个回复 - 15120 次查看 Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewThe book is a collection of high quality material that is both very broad ...2011-3-6 00:30 - martinnyj - 金融学(理论版)
Interest Rate Modeling Volume I II III (Piterbarg)
9 个回复 - 3948 次查看 Follow 上个帖子,继续奉上 Interest Rate Modeling Volume III (Piterbarg)2014-4-4 13:40 - chao.ma - 金融工程(数量金融)与金融衍生品
Interest Rate Modeling Volume I II III (Piterbarg)
14 个回复 - 9316 次查看 续上周发的 Brigo 的 IR 衍生品资料,现奉上 Piterbarg的 Interest Rate Modeling。这本书比较难读,本人对很多章节也只是用来作为参考查阅之用。需要强调的是,对于很复杂的衍生品定价,本书还是非常有帮助的![/ba ...2014-4-4 13:32 - chao.ma - 金融工程(数量金融)与金融衍生品
Interest Rate Modeling Volume 3 - Products and Risk Management
12 个回复 - 5696 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg Table of contents for all three volumes (full details at andersen-piterbar ...2012-3-17 01:25 - martinnyj - 金融学(理论版)
interest rate modeling Andersen Volume 1: Foundations and Vanilla Models
2 个回复 - 2889 次查看 interest rate modeling Andersen Volume 1: Foundations and Vanilla Models2012-7-7 21:04 - wangjuestam - 经济金融数学专区
【学习笔记】Interest rate modeling, volume I and II L Anderson and V Pit ...
0 个回复 - 639 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】Interest Rate Modeling Volume 1 Foundations and Vanilla Mod ...
0 个回复 - 652 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 - 595 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