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结果:找到“interest volatility”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“
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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
Do the central bank actions reduce
interest
rate
volatility
?
1 个回复 - 464 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
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
求助文献一篇 The Volatility of Long-Term Bond Returns: Persistent Interest Shock
2 个回复 - 759 次查看
【作者(必填)】Daniela Osterrieder and Peter C. Schotman 【文题(必填)】The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums 【年份(必填)】2016 【 ...
2017-11-15 21:31 -
ljufang
-
求助成功区
interest
derivatives explained - term structure and
volatility
modelling (2017)
4 个回复 - 990 次查看
interest
derivatives explained, vol. 2 - term structure and
volatility
modelling (2017) (.pdf)
2017-11-16 07:44 -
loneshark
-
投资人(实务版)
The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine
1 个回复 - 538 次查看
【作者(必填)】Edward Qian and Wayne Qian 【文题(必填)】The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine 【年份(必填)】Summer 2017, Vol. 43, No. 4: pp. 44-53 【全文链 ...
2017-10-22 08:27 -
lopemann
-
求助成功区
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
8 个回复 - 1308 次查看
BY ANTONIO MELE AND YOSHIKI OBAYASHI One of the pillars supporting the recent movement toward standardized measurement and trading of
interest
rate
volatility
is a novel theory of opti ...
2017-8-24 00:10 -
martinnyj
-
金融学(理论版)
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivativ
6 个回复 - 3006 次查看
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Mathematics, Finance & Risk) Jean-Pierre Fouque (Author), George Papanicolaou (Author), Ronnie Sircar (Author), ...
2012-10-24 13:05 -
martinnyj
-
金融学(理论版)
the influence of
interest
rate
volatility
on MBS
0 个回复 - 1084 次查看
CFA书里说,利率下降,agency MBS 会提前赎回,利率上升,agency MBS 延后赎回,预期利率波动下降购买MBS 。为什么?有大神可以解释一下原理吗?
2020-7-29 22:11 -
cy__58
-
金融工程(数量金融)与金融衍生品
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
Non-parametric local
volatility
formula for
interest
rate swaptions
0 个回复 - 1034 次查看
【作者(必填)】Gatarek, Jabłecki and Qu 【文题(必填)】Non-parametric local
volatility
formula for
interest
rate swaptions 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.risk.net ...
2017-2-14 16:19 -
Bumboo
-
文献求助专区
The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Ti...
0 个回复 - 929 次查看
2004-11-17 23:25 -
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