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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2nd
4 个回复 - 2255 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）

Introduction to Interest Rate Models
1 个回复 - 549 次查看 This book provides an excellent introduction to the field of interest-rate modeling for readers at the graduate level with a background in mathematics.2023-2-26 10:39 - 496647195 - 风险管理

Interest-Rate Models - Theory and Practice. Springer, 2nd edition 带书签哟~
7 个回复 - 2069 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

interest rate models brigo
3 个回复 - 2027 次查看 Interest rate models: theory and practice by Damiano Brigo and Fabio Mercurio One of the "bibles" on interest rate modeling2012-7-7 20:56 - wangjuestam - 金融学（理论版）

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

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）

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）

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）

Interest Rate Models: An Introduction 优化后的版本
9 个回复 - 3355 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 - 6244 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）

Interest Rate Modeling. Volume 2 - Term Structure Models
30 个回复 - 11727 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 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）

[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

interest rate models:theory and practice[2nd edition]下载
6 个回复 - 4661 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 - 2629 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

On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rate
2 个回复 - 751 次查看【作者(必填)】 Lech A. Grzelakab* & Cornelis W. Oosterleeac 【文题(必填)】 On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates 【年份(必填)】 Volume 19, Issue 1, 20 ...2014-5-9 08:12 - sqq19860225 - 求助成功区

Interest rate models enhanced with local volatility
0 个回复 - 581 次查看【作者(必填)】Lingling Cao, Pierre Henry-Labordère 【文题(必填)】 Interest rate models enhanced with local volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.risk.net/derivati ...2017-2-14 16:24 - Bumboo - 文献求助专区

Cairns Interest Rate Models An introduction
1 个回复 - 1428 次查看 Interest Rate Models An introduction 从数学角度比较严密的论述和证明了CIR Vasicek Hull-White 等利率模型和衍生品定价过程。2016-4-26 19:27 - wang478114 - 金融工程（数量金融）与金融衍生品

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
1 个回复 - 1124 次查看【作者(必填)】 Yongmiao Honga, Haitao Lib & Feng Zhaoc 【文题(必填)】 Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models【年份(必填)】 2004 【全文链接或数据库名称(选填)】http:// ...2015-12-7 10:51 - internet.hzx - 文献求助专区

哪位热心人能不能给我传一份Brigo的interest rate models
1 个回复 - 2386 次查看就是下载专区里面的Interest Rate Models_Theory & Practice_2006 Edition987 pagesauthor: Damiano Brigo · Fabio Mercurioyear of publishing: 2006要100,我金钱不够，下载不了。也没什么东西上传来赚钱。有人下 ...2007-4-5 23:02 - justincd - 金融学（理论版）

求文献An accessible implementation of interest rate models with
2 个回复 - 877 次查看【作者(必填)】N. Zhou and R. S. Mamon 【文题(必填)】An accessible implementation of interest rate models withregime switching 【年份(必填)】2012 【全文链接或数据库名称(选填)】2015-7-2 22:43 - macro-quant - 求助成功区

求书：Interest Rate Models: an infinite dimensional stochastic analysis perspective
2 个回复 - 2313 次查看请问大家谁有这本书吗？是Rene Carmona和Michael Tehranchi写的。非常需要这本书～～如果谁有的话能不能传一下啊，不甚感激！2007-3-6 04:58 - leilei_1983 - 金融学（理论版）

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
23 个回复 - 1303 次查看 René A. Carmona, Michael R. Tehranchi, "Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective" Sp,,,er | 2006 | ISBN: 3540270655 | 235 pages | PDF | 3 MB Interest Rate Mo ...2014-8-28 11:18 - tigerwolf - 金融工程（数量金融）与金融衍生品

[分享]Interest Rate Models - Theory and Practice
12 个回复 - 5564 次查看 springer finance 2007Interest Rate Models Theory and Practice: With Smile, Inflation and Credit Book DescriptionThe 2nd edition of this successful book has several new features. The calibration ...2008-5-2 13:57 - ibanker - Forum

Exchange rates and interest rates: can term structure models explain currency ..
2 个回复 - 802 次查看【作者(必填)】Ahmet Can Inci & Biao Lu 【文题(必填)】Exchange rates and interest rates: can term structure models explain currency movements? 【年份(必填)】2004, journal of economic dynamics and ...2015-2-4 15:28 - oldman - 求助成功区

【Princeton Press】Interest Rate Models: An Introduction By Andrew J. G. Carins
11 个回复 - 3252 次查看 Andrew J. G. Cairns, "Interest Rate Models: An Introduction" English | ISBN: 0691118949 | 2004 | 288 pages | PDF | 54 MB The field of financial mathematics has developed tremendously over ...2012-7-26 17:42 - tangchen9090 - 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

Interest rate models
3 个回复 - 1483 次查看 Interest rate models2014-10-29 08:51 - dongdong1010 - 金融工程（数量金融）与金融衍生品

下载：Interest Rate Models: Theory and Practice
15 个回复 - 4962 次查看 The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous co ...2010-8-4 14:47 - actubooks - 金融工程（数量金融）与金融衍生品

免費 Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
6 个回复 - 5329 次查看 Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) (Paperback)~ Damir Filipovic (Author) Product DescriptionResearch monograph providing appro ...2009-11-5 11:53 - martinnyj - 金融学（理论版）

求：《Interest Rate Models for Pricing Zero Coupon Bond Options》
2 个回复 - 1128 次查看 ~ Huseyin Senturk (作者), Mehmet Ali Karadag (作者) [*]出版社: LAP Lambert Academic Publishing (2010年6月30日) [*]平装: 100页 [*]语种：英语 [*]ISBN: 3838353579 [*]条形码: 97838383535792014-2-28 09:42 - 唐宋元清 - 悬赏大厅

求：《Building and Using Dynamic Interest Rate Models》
0 个回复 - 614 次查看 ~ Ken O. Kortanek (作者), Vladimir G. Medvedev (作者) [*]出版社: John Wiley & Sons Ltd (2001年9月12日) [*]丛书名: Wiley Finance Series [*]精装: 236页 [*]语种：英语 [*]ISBN: 0471495956 [*] ...2014-3-18 09:12 - 唐宋元清 - 悬赏大厅

Pricing Models for Bermudan-style Interest Rate Derivatives_PIETERSZ
4 个回复 - 2286 次查看 Pricing Models for Bermudan-style Interest Rate Derivatives_PIETERSZ PDF 250p Acknowledgements vii Notation xix Outline xxiii 1 Introduction 1 1.1 Arbitrage-free pricing . . . . . . . . . . ...2009-8-16 03:27 - onetwothreehaha - 金融学（理论版）

Interest Rate Models Theory and Practice : With Smile, Inflation and Credit
0 个回复 - 1108 次查看免费下载地址：http://www.docin.com/p-37663580.html2012-9-27 10:18 - ly517588 - 计量经济学与统计软件

Brigo and Mercurio - Interest Rate Models - theory and practice
4 个回复 - 2797 次查看 Brigo and Mercurio - Interest Rate Models - theory and practice 版主注，文件损坏，望楼主重新上传，更新后可删除此句！2011-1-20 09:04 - mmko - 金融工程（数量金融）与金融衍生品

Performance of Multi-factor Term Structure Models for Interest Rates
3 个回复 - 957 次查看【作者(必填)】Lee, Yu-Feng; Liu, Fang-I. 【文题(必填)】"Performance of Multi-factor Term Structure Models for Interest Rates: Evidence on U.S. Treasury Market "Empirical Economics Letters, v. ...2012-2-26 15:25 - liuchunhaigreat - 文献求助专区

Interest Rate Models - Theory and Practice
14 个回复 - 4946 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) (Hardcover)by Damiano Brigo, Fabio Mercurio Editorial Reviews Review From the reviews: SHORT BO ...2009-8-12 09:21 - martinnyj - 金融学（理论版）

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Sp
4 个回复 - 1384 次查看 RT:求本书Damiano Brigo, Fabio Mercurio2011-9-28 15:06 - Smalllion - 悬赏大厅

Forward versus Spot Interest Rate Models of the Term Structure
3 个回复 - 1456 次查看【题名】： Forward versus Spot Interest Rate Models of the Term StructureAn Empirical Comparison【作者】： Juan M . Moraleda and Antoon Pelsser 【期刊、会议、单位名称】：The Journal of Der ...2011-9-7 17:42 - summerye - 求助成功区

Interest Rate ModelsTheory and Practice
1 个回复 - 1048 次查看 2011-8-26 12:15 - 巴巴超 - 金融学（理论版）

Interest Rate Models, Asset Allocation and Quantitative Techniques
7 个回复 - 2521 次查看 Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds Arjan Bastiaan Berkelaar (Editor), Joachim Coche (Editor), Ken Nyholm (Editor) ...2011-3-6 00:46 - martinnyj - 金融学（理论版）

300币求"Multifactor models of the term structure of interest rates"
2 个回复 - 1708 次查看 Title: Multifactor models of the term structure of interest rates Authors: El Karoui, Nicole Lacoste, Vincent Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et ...2010-10-8 15:00 - summerye - 悬赏大厅

下载Interest Rate Models-Theory Practice
5 个回复 - 2423 次查看一本很全面的Interest Rate Models的好书。有1000页 1. Definitions and Notation . . .. . . . 1 2. No-Arbitrage Pricing and Numeraire Change . . . . . . . 23 3. One-factor short-rate models . . . . . ...2009-11-28 21:56 - cfwang - 文献求助专区

求购Interest Rate Models: Theory and Practice
1 个回复 - 1848 次查看第二版，电子版，谢谢！2010-1-6 05:52 - 新加坡华人 - 计量经济学与统计软件

Classic papers - interest rate models
6 个回复 - 1854 次查看 HJM Model - Forward rate model Black-Derman-Toy - Short rate model Vasicek model - Short rate model CIR model - Short rate model Original papers!2009-7-30 01:17 - happydude - 金融学（理论版）

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