结果:找到“swap market”相关内容12个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
LIBOR and Swap Market Models Monte Carlo Simulations
4 个回复 - 3668 次查看 学习LMM模型的好材料。 LIBOR and Swap Market Models for Pricing Interest Rate Derivatives Monte Carlo Simulations Contents Dedication i Acknowledgements ii Abstract iii Introduction 1 1 Elem ...2011-1-12 16:35 - qh19810 - 金融学(理论版)
The Australian Credit Default Swap Market PDF Daniel Fabbro*
0 个回复 - 822 次查看 The Australian Credit Default Swap Market PDF Daniel Fabbro*2018-7-12 14:33 - catherine192 - 金融学(理论版)
The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Ana
1 个回复 - 443 次查看 【作者(必填)】 [*]Lars Norden, [*] [*]Martin Weber 【文题(必填)】 The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis【年份(必填)】 2007 【全文链接或数 ...2017-6-23 10:36 - internet.hzx - 求助成功区
[下载]Derivatives Markets,CH2_Swap_McDonald 2003_LOS46
10 个回复 - 5546 次查看 [Money=20]CFA 2007 Level 3 LOS 46 PDF Version[/Money]2007-2-27 20:07 - gguripark - CFA、CVA、FRM等金融考证论坛
Modeling and Pricing Of Swaps For Financial and Energy Markets with Stochastic V
18 个回复 - 2848 次查看 Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, co ...2014-7-1 05:47 - 大家开心 - 计量经济学与统计软件
Pricing of range accrual swap in the quantum finance Libor Market Model
1 个回复 - 1241 次查看 【作者(必填)】 Belal E. Baaquiea, b, , Xin Dua, , , Pan Tangc, , Yang Caoa, 【文题(必填)】 Pricing of range accrual swap in the quantum finance Libor Market Model【年份(必填)】 2014 【全文链接或 ...2014-2-6 19:46 - qijiongli - 求助成功区
Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-S
1 个回复 - 888 次查看 【作者(必填)】Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai 【文题(必填)】Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework 【年份(必填)】2012 ...2013-12-6 14:37 - 迷途mitu - 求助成功区
Variance Swaps on Defaultable Assets and Market Implied Time-Changes
1 个回复 - 826 次查看 【作者(必填)】 Matthew Lorig, Oriol Lozano Carbasse, Rafael Mendoza-Arriaga 【文题(必填)】 Variance Swaps on Defaultable Assets and Market Implied Time-Changes 【年份(必填)】2013 【全文链接或 ...2013-7-4 21:59 - ssylzz - 求助成功区
guide to the front-end and basis swap markets
0 个回复 - 1592 次查看 great materail on the front-end market products2012-12-27 05:50 - cbet001 - 金融学(理论版)
Liquidity Premia in the Credit Default Swap and Corporate Bond Markets
0 个回复 - 1500 次查看 Liquidity Premia in the Credit Default Swap and Corporate Bond Markets2009-12-19 21:46 - fushengbin - 论文版
【金融市场】China Inches Closer to Launching Credit-Default-Swap Market
1 个回复 - 677 次查看 MARKETS CREDIT MARKETS China Inches Closer to Launching Credit-Default-Swap Market China’s interbank-market regulator is likely to seek approval from China’s central bank to launch a CDS market s ...2016-8-4 17:19 - william9225 - 真实世界经济学(含财经时事)