结果：找到“An interest rate”相关内容308个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2nd
4 个回复 - 2257 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 - 2257 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 - 1754 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 - 1754 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 - 3078 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 - 3078 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 - 1325 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 - 1325 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 - 3904 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 - 3904 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
【2019新书】Interest Rate Modeling: Theory and Practice, Second Edition
112 个回复 - 17186 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 - 17186 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 - 4042 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 - 4042 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）
Springer Finance Series之Interest-Rate Management
6 个回复 - 1789 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 - 1789 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 - 1346 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 - 1346 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 - 1853 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 - 1853 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）
Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 2959 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 - 2959 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
Interest Rate Swaps and Other Derivatives - Corb
9 个回复 - 4508 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 - 4508 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 in the Banking Book
10 个回复 - 1003 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 - 1003 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 - 562 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 : B071Z6HJY1 Publisher : ̴ ...2021-10-20 22:44 - johnzi0128 - 文献求助专区
1 个回复 - 562 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 : B071Z6HJY1 Publisher : ̴ ...2021-10-20 22:44 - johnzi0128 - 文献求助专区
Interest Rate Swaps and Other Derivatives
16 个回复 - 4307 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 - 4307 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
Monetary policy announcements and market interest rates’ response
1 个回复 - 519 次查看 【作者(必填)】 【文题(必填)】Monetary policy announcements and market interest rates’ response: Evidence from China 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/s ...2022-11-2 13:24 - 不再后悔 - 求助成功区
1 个回复 - 519 次查看 【作者(必填)】 【文题(必填)】Monetary policy announcements and market interest rates’ response: Evidence from China 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/s ...2022-11-2 13:24 - 不再后悔 - 求助成功区
Interest-Rate Models - Theory and Practice. Springer, 2nd edition 带书签哟~
7 个回复 - 2070 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 - 2070 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 - 4336 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 - 4336 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 ---Theory and Practice (Damiano Brigo and Fabio Mercurio)_
16 个回复 - 10743 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 - 10743 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 - 2301 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 - 2301 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 - 1316 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 - 1316 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 - 10230 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 - 10230 次查看 欢迎大家下载2009-12-12 19:01 - jjfox - 金融学（理论版）
Interest Rate, and Credit Derivatives
0 个回复 - 432 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 - 432 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
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 - 3080 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 - 3080 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 - 507 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 - 507 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 - 3416 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 - 3416 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 Liberalization and Capital Misallocations
4 个回复 - 994 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 - 994 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 - 1741 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 - 1741 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 - 1107 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 - 1107 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
【经典教材系列】Interest Rate Modeling: Post-Crisis Challenges and Approaches
73 个回复 - 8632 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 - 8632 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 - 15900 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 - 15900 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 - 471 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 - 471 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
Interest Rate, Term Structure, and valuation modeling
13 个回复 - 5101 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 - 5101 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 - 3674 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 - 3674 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 - 617 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 - 617 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 - 682 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 - 682 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 - 8171 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 - 8171 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）
BF The Financial System and the Level of Interest Rates
1 个回复 - 447 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 - 447 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 - 643 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 - 643 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】3.13 The Level and Structure of Interest Rates
1 个回复 - 387 次查看 3.13 The Level and Structure of Interest Rates2020-3-13 11:35 - 2565_1571887212 - Forum
1 个回复 - 387 次查看 3.13 The Level and Structure of Interest Rates2020-3-13 11:35 - 2565_1571887212 - Forum
[英文文献]Low Interest Rates, Market Power, and Productivity Growth
0 个回复 - 1054 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 - 1054 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 - 549 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 - 549 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 - 5339 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 - 5339 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）
【独家发布】【2018】Interest Rate Modeling For Risk Management
0 个回复 - 812 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 - 812 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 - 395 次查看 Chapter 3：Interest Rate and Bond Analysis2019-11-23 23:58 - 守候烟雨 - Forum
2 个回复 - 395 次查看 Chapter 3：Interest Rate and Bond Analysis2019-11-23 23:58 - 守候烟雨 - Forum
【学习笔记】The latest interest rate hikes announced by the Center Bank ...
0 个回复 - 231 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 - 231 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 - 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
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
【学习笔记】Modeling Fixed Income Securities and Interest Rate Options, ...
0 个回复 - 395 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 - 395 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 - 2945 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 - 2945 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区
The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET
0 个回复 - 715 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 - 715 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
Structure of interest rates on consumption loans in an Indian villages
0 个回复 - 388 次查看 【作者(必填)】 Singh, Kareem 【文题(必填)】 Structure of interest rates on consumption loans in an Indian villages 【年份(必填)】 1968 【全文链接或数据库名称(选填)】 Asian Economic Review 10(4) ...2019-10-2 08:09 - nieqiang110 - 文献求助专区
0 个回复 - 388 次查看 【作者(必填)】 Singh, Kareem 【文题(必填)】 Structure of interest rates on consumption loans in an Indian villages 【年份(必填)】 1968 【全文链接或数据库名称(选填)】 Asian Economic Review 10(4) ...2019-10-2 08:09 - nieqiang110 - 文献求助专区
Public Debt and Low Interest Rates
1 个回复 - 699 次查看 【作者(必填)】Blanchard, Olivier. 【文题(必填)】 American Economic Review, 109 (4): 1197-1229. 【年份(必填)】 2019. 【全文链接或数据库名称(选填)】 10.1257/aer.109.4.11972019-9-10 22:12 - hartliu - 求助成功区
1 个回复 - 699 次查看 【作者(必填)】Blanchard, Olivier. 【文题(必填)】 American Economic Review, 109 (4): 1197-1229. 【年份(必填)】 2019. 【全文链接或数据库名称(选填)】 10.1257/aer.109.4.11972019-9-10 22:12 - hartliu - 求助成功区
Interest Rate Models: An Introduction 优化后的版本
9 个回复 - 3356 次查看 书的介绍参见： http://www.amazon.com/Interest-Rate-Models-Andrew-Cairns/dp/0691118949/ref=sr_1_2?ie=UTF8&qid=1436001393&sr=8-2&keywords=interest+rate+models 这本书是我看过唯一一本能把term struct ...2015-7-4 17:25 - wby322 - 金融工程（数量金融）与金融衍生品
9 个回复 - 3356 次查看 书的介绍参见： http://www.amazon.com/Interest-Rate-Models-Andrew-Cairns/dp/0691118949/ref=sr_1_2?ie=UTF8&qid=1436001393&sr=8-2&keywords=interest+rate+models 这本书是我看过唯一一本能把term struct ...2015-7-4 17:25 - wby322 - 金融工程（数量金融）与金融衍生品
Interest Rate Models - An Introduction
13 个回复 - 6245 次查看 Interest Rate Models: An Introduction Andrew J. G. Cairns (Author) Book DescriptionPublication Date: January 5, 2004 | ISBN-10: 0691118949 | ISBN-13: 978-0691118949 The field of f ...2012-9-27 22:53 - martinnyj - 金融学（理论版）
13 个回复 - 6245 次查看 Interest Rate Models: An Introduction Andrew J. G. Cairns (Author) Book DescriptionPublication Date: January 5, 2004 | ISBN-10: 0691118949 | ISBN-13: 978-0691118949 The field of f ...2012-9-27 22:53 - martinnyj - 金融学（理论版）
谁有：Pricing and Trading Interest Rate Derivatives： a practical guide to swaps
0 个回复 - 1624 次查看 by J Hamish M Darbyshire 谢谢2019-8-10 10:33 - martingale08 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1624 次查看 by J Hamish M Darbyshire 谢谢2019-8-10 10:33 - martingale08 - 金融工程（数量金融）与金融衍生品
Cambridge.Interest.Rates.And.Coupon.Bonds.In.Quantum.Finance.Oct.2009
1 个回复 - 2553 次查看 发一本牛书，没有搜索坛子上是否存在。。。不需要介绍吧，真需要的才下，不要浪费时间和金钱。2009-12-2 16:11 - aimms - 金融工程（数量金融）与金融衍生品
1 个回复 - 2553 次查看 发一本牛书，没有搜索坛子上是否存在。。。不需要介绍吧，真需要的才下，不要浪费时间和金钱。2009-12-2 16:11 - aimms - 金融工程（数量金融）与金融衍生品
Interest Rate Modeling. Volume 3: Products and Risk Management (2010)
9 个回复 - 5466 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）
9 个回复 - 5466 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 - 15123 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）
19 个回复 - 15123 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）
Fixed Income Analysis Bonds in High and Low Interest Rate
3 个回复 - 794 次查看 Contents 1 Introduction 2 The Time Value of Money 2.1 The Return Over a Time Unit 2.2 Discount Factors 2.3 Annuities 3 The Flat Yield Curve Concept 3.1 The Descripti ...2019-4-1 13:05 - world3000 - 投资人（实务版）
3 个回复 - 794 次查看 Contents 1 Introduction 2 The Time Value of Money 2.1 The Return Over a Time Unit 2.2 Discount Factors 2.3 Annuities 3 The Flat Yield Curve Concept 3.1 The Descripti ...2019-4-1 13:05 - world3000 - 投资人（实务版）
Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Ind
0 个回复 - 778 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 Derivative【年份 ...2019-4-4 17:08 - 20115326 - 文献求助专区
0 个回复 - 778 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 Derivative【年份 ...2019-4-4 17:08 - 20115326 - 文献求助专区
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1146 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
1 个回复 - 1146 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
pegged interest rates and indeterminacy of equilibrium
0 个回复 - 600 次查看 【作者(必填)】GA Calvo - 1982 - Columbia University Press 【文题(必填)】pegged interest rates and indeterminacy of equilibrium 【年份(必填)】GA Calvo - 1982 - Columbia University Press 【全文 ...2019-2-23 14:57 - wuyu0405 - 文献求助专区
0 个回复 - 600 次查看 【作者(必填)】GA Calvo - 1982 - Columbia University Press 【文题(必填)】pegged interest rates and indeterminacy of equilibrium 【年份(必填)】GA Calvo - 1982 - Columbia University Press 【全文 ...2019-2-23 14:57 - wuyu0405 - 文献求助专区
CIMA Official Learning System P3 — Performance Strategy （12）Interest Rate Man
1 个回复 - 675 次查看 CIMA Official Learning System P3 — Performance Strategy （12）Interest Rate Management L EARNING O UTCOMES After completing this chapter you should be able to: ? identify and evaluate interest-r ...2019-1-20 20:13 - marscaocn - CMA管理会计
1 个回复 - 675 次查看 CIMA Official Learning System P3 — Performance Strategy （12）Interest Rate Management L EARNING O UTCOMES After completing this chapter you should be able to: ? identify and evaluate interest-r ...2019-1-20 20:13 - marscaocn - CMA管理会计
Citigroup : Global Consumer Staples and Interest Rates
3 个回复 - 863 次查看 Citigroup 1月5日长篇，59页。 In 2016 the increase in interest rates was probably the most important issue for consumer staples–The impact of interest rates on consumer staples varies ...2017-1-6 14:27 - zhou_yl - 投资人（实务版）
3 个回复 - 863 次查看 Citigroup 1月5日长篇，59页。 In 2016 the increase in interest rates was probably the most important issue for consumer staples–The impact of interest rates on consumer staples varies ...2017-1-6 14:27 - zhou_yl - 投资人（实务版）
Foreign Currency Interest Rate Swaps in Asset-Liability Management for Insurers
1 个回复 - 1131 次查看 Foreign Currency Interest Rate Swaps in Asset-Liability Management for Insurers2018-12-27 23:17 - akipanya - 金融学（理论版）
1 个回复 - 1131 次查看 Foreign Currency Interest Rate Swaps in Asset-Liability Management for Insurers2018-12-27 23:17 - akipanya - 金融学（理论版）
[下载] Interest Rate Models Theory and Practice : With Smile, Inflation and Credit
83 个回复 - 27514 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) (Hardcover) by Damiano Brigo (Author), Fabio Mercurio (Author) "The concept of interest rate belongs to ...2007-9-28 08:10 - galilee - 计量经济学与统计软件
83 个回复 - 27514 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) (Hardcover) by Damiano Brigo (Author), Fabio Mercurio (Author) "The concept of interest rate belongs to ...2007-9-28 08:10 - galilee - 计量经济学与统计软件
求“Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Rol
2 个回复 - 626 次查看 【作者(必填)】 [*]Andrés Fernández [*]Adam Gulan 【文题(必填)】 Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Role of Financial Frictions【年份(必填)】 2015 【全文 ...2018-11-5 22:38 - 2066891135 - 求助成功区
2 个回复 - 626 次查看 【作者(必填)】 [*]Andrés Fernández [*]Adam Gulan 【文题(必填)】 Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Role of Financial Frictions【年份(必填)】 2015 【全文 ...2018-11-5 22:38 - 2066891135 - 求助成功区
张敬伟：Japan's Negative Interest Rate Strategy Stirs
0 个回复 - 612 次查看 摘要： 原标题： Japan's Negative Interest Rate Strategy Stirs Up Global Market 原载于：北京周报2016年第7期 We are living in an era in which monetary policies ar ...2018-11-2 01:21 - 一带一路网 - Forum
0 个回复 - 612 次查看 摘要： 原标题： Japan's Negative Interest Rate Strategy Stirs Up Global Market 原载于：北京周报2016年第7期 We are living in an era in which monetary policies ar ...2018-11-2 01:21 - 一带一路网 - Forum
国内首发：Interest Rate Modelling: Financial Engineering
15 个回复 - 4909 次查看 高清晰扫描版，文件很大 Interest Rate Modelling: Financial Engineering [Hardcover] Jessica James (Author), Nick Webber (Author) 4.6 out of 5 stars See all reviews(7 customer ...2013-12-22 11:32 - rmatrix - 金融工程（数量金融）与金融衍生品
15 个回复 - 4909 次查看 高清晰扫描版，文件很大 Interest Rate Modelling: Financial Engineering [Hardcover] Jessica James (Author), Nick Webber (Author) 4.6 out of 5 stars See all reviews(7 customer ...2013-12-22 11:32 - rmatrix - 金融工程（数量金融）与金融衍生品
Determinants of interest rate swap spreads
2 个回复 - 631 次查看 【作者(必填)】H. P. Lang， Robert H. Litzenberger， Luchuan Andy Liu 【文题(必填)】Determinants of interest rate swap spreads 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://www.resear ...2018-10-4 22:35 - victorbian - 求助成功区
2 个回复 - 631 次查看 【作者(必填)】H. P. Lang， Robert H. Litzenberger， Luchuan Andy Liu 【文题(必填)】Determinants of interest rate swap spreads 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://www.resear ...2018-10-4 22:35 - victorbian - 求助成功区
An Empirical Test of the Impact of Managerial Self-Interest on Corporate Capital
1 个回复 - 519 次查看 【作者(必填)】Irwin Friend, Larry H P Lang 【文题(必填)】An Empirical Test of the Impact of Managerial Self-Interest on Corporate Capital Structure 【年份(必填)】1988 【全文链接或数据库名称(选填 ...2018-10-4 21:07 - victorbian - 求助成功区
1 个回复 - 519 次查看 【作者(必填)】Irwin Friend, Larry H P Lang 【文题(必填)】An Empirical Test of the Impact of Managerial Self-Interest on Corporate Capital Structure 【年份(必填)】1988 【全文链接或数据库名称(选填 ...2018-10-4 21:07 - victorbian - 求助成功区
interest rate models:theory and practice[2nd edition]下载
6 个回复 - 4662 次查看 The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swapt ...2014-5-20 08:43 - ganhuolema - 金融工程（数量金融）与金融衍生品
6 个回复 - 4662 次查看 The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swapt ...2014-5-20 08:43 - ganhuolema - 金融工程（数量金融）与金融衍生品
Interest Rate Models: Theory and Practice 2e
10 个回复 - 2631 次查看 Bible for IRD pricing...2013-9-20 10:50 - ShiwenLee - 金融工程（数量金融）与金融衍生品
10 个回复 - 2631 次查看 Bible for IRD pricing...2013-9-20 10:50 - ShiwenLee - 金融工程（数量金融）与金融衍生品
Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing
47 个回复 - 6256 次查看 The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. The effects of this change have been studied by many leading ...2014-12-28 15:39 - 大家开心 - 金融学（理论版）
47 个回复 - 6256 次查看 The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. The effects of this change have been studied by many leading ...2014-12-28 15:39 - 大家开心 - 金融学（理论版）
Interest Rate Swaps and Their Derivatives [Amir Sadr] [Wiley Finance] 原書PDF
22 个回复 - 6530 次查看 網上大多是HTML轉PDF版, 這個是原書高清的PDF.2013-11-14 12:33 - viviancpy - 金融工程（数量金融）与金融衍生品
22 个回复 - 6530 次查看 網上大多是HTML轉PDF版, 這個是原書高清的PDF.2013-11-14 12:33 - viviancpy - 金融工程（数量金融）与金融衍生品
European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives
1 个回复 - 1897 次查看 European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (The Wiley Finance Series) (Hardcover)by Jonathan A. Batten Editorial ReviewsReview “Fetherston lends his expe ...2009-7-17 11:26 - martinnyj - 金融学（理论版）
1 个回复 - 1897 次查看 European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (The Wiley Finance Series) (Hardcover)by Jonathan A. Batten Editorial ReviewsReview “Fetherston lends his expe ...2009-7-17 11:26 - martinnyj - 金融学（理论版）
经典论文1篇 Term Structure Movements and Pricing Interest Rate Contingent Claims
3 个回复 - 1068 次查看 【作者(必填)】Ho, Thomas So Yo and Sang-Bin Lee 【文题(必填)】Term structure movements and pricing interest rate contingent claims 【年份(必填)】1986 【全文链接或数据库名称(选填)】https://onl ...2018-6-11 17:12 - exuan1991 - 求助成功区
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Interest Rate Swaps and Their Derivatives
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1 个回复 - 466 次查看 【作者(必填)】Jaqueline Terra MouraMarinsJosé Valentim MachadoVicente 【文题(必填)】Do the central bank actions reduce interest rate volatility? 【年份(必填)】 Economic ModellingVolume 65, Septe ...2018-3-21 11:37 - brigittaree - 求助成功区
