结果：找到“credit derivative”相关内容124个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
信用衍生品Modelling Single-name and Multi-name Credit Derivatives
6 个回复 - 5383 次查看 作者O'Kane原来在Lehman Brothers，是信用衍生品欧洲业务的主管，在Lehman写了一系列的信用衍生品的报告，是信用衍生品的大牛。论坛上有非高清原版，需要的人下。2014-7-19 23:30 - tigersen - 金融学（理论版）
6 个回复 - 5383 次查看 作者O'Kane原来在Lehman Brothers，是信用衍生品欧洲业务的主管，在Lehman写了一系列的信用衍生品的报告，是信用衍生品的大牛。论坛上有非高清原版，需要的人下。2014-7-19 23:30 - tigersen - 金融学（理论版）
Credit Derivatives Pricing Models Model, Pricing and Implementation
3 个回复 - 3710 次查看 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学（理论版）
3 个回复 - 3710 次查看 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学（理论版）
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments下载
10 个回复 - 5162 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007经典浅显的credit derivative教材 之前在论坛仔细搜过 没找到这 ...2011-2-12 13:23 - nancysxm - 金融学（理论版）
10 个回复 - 5162 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007经典浅显的credit derivative教材 之前在论坛仔细搜过 没找到这 ...2011-2-12 13:23 - nancysxm - 金融学（理论版）
【独家发布】Modern Derivatives Pricing and Credit Exposure Analysis
3 个回复 - 2357 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
3 个回复 - 2357 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
[下载]Credit Risk : Models, Derivatives and Management
2 个回复 - 2451 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover)by Niklas Wagner (Editor) Editorial ReviewsReviewCredit Risk: Models, Derivatives, and Man ...2009-6-6 11:19 - martinnyj - 金融学（理论版）
2 个回复 - 2451 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover)by Niklas Wagner (Editor) Editorial ReviewsReviewCredit Risk: Models, Derivatives, and Man ...2009-6-6 11:19 - martinnyj - 金融学（理论版）
Credit Risk Models, Derivatives, and Management (by Niklas Wagner)
4 个回复 - 1889 次查看 Credit Risk Models, Derivatives, and Management (by Niklas Wagner) 20082011-1-24 07:33 - ftdkse - 金融学（理论版）
4 个回复 - 1889 次查看 Credit Risk Models, Derivatives, and Management (by Niklas Wagner) 20082011-1-24 07:33 - ftdkse - 金融学（理论版）
Credit Risk: Models, Derivatives, and Management
1 个回复 - 1503 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover) Editorial ReviewsReview Credit Risk: Models, Derivatives, and Management is the ...2009-7-20 15:04 - woodren - 金融学（理论版）
1 个回复 - 1503 次查看 Credit Risk: Models, Derivatives, and Management (Chapman & Hall/Crc Financial Mathematics Series) (Hardcover) Editorial ReviewsReview Credit Risk: Models, Derivatives, and Management is the ...2009-7-20 15:04 - woodren - 金融学（理论版）
【独家发布】Bomfim: Understanding Credit Derivatives and Related Instruments
12 个回复 - 1090 次查看 分享一本关于信用衍生品产品的入门书。这本书算是这个领域的经典。 共分两部分，下载链接在最后。2015-9-8 21:51 - liuchen1988 - 经管书评
12 个回复 - 1090 次查看 分享一本关于信用衍生品产品的入门书。这本书算是这个领域的经典。 共分两部分，下载链接在最后。2015-9-8 21:51 - liuchen1988 - 经管书评
新书免费发布：An Introduction to Credit Derivatives second edition
15 个回复 - 4171 次查看 论坛上很多人要的一本书。 An Introduction to Credit Derivatives [精装] Moorad Choudhry (作者) 分享我的评价 | 亚马逊正品行货 | [hr] ...2013-12-26 23:20 - rmatrix - 金融工程（数量金融）与金融衍生品
15 个回复 - 4171 次查看 论坛上很多人要的一本书。 An Introduction to Credit Derivatives [精装] Moorad Choudhry (作者) 分享我的评价 | 亚马逊正品行货 | [hr] ...2013-12-26 23:20 - rmatrix - 金融工程（数量金融）与金融衍生品
Credit Derivatives and Synthetic Structures
5 个回复 - 2793 次查看 Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicagobranch of Bank of America, where she directs the ...2015-3-21 15:54 - shenbennwdsl - 金融工程（数量金融）与金融衍生品
5 个回复 - 2793 次查看 Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicagobranch of Bank of America, where she directs the ...2015-3-21 15:54 - shenbennwdsl - 金融工程（数量金融）与金融衍生品
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (第二版)
123 个回复 - 14042 次查看 经典教材2016年第二版，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽” ...2016-1-5 06:20 - wwqqer - 金融学（理论版）
123 个回复 - 14042 次查看 经典教材2016年第二版，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽” ...2016-1-5 06:20 - wwqqer - 金融学（理论版）
[全网独家分享] Credit Risk Management for Derivatives
54 个回复 - 10763 次查看 原版高清By 世界银行副行长兼首席风险官This book will be useful to variety of audiences. Technical experts will find a comprehensive review and summary, and for them the book will serve as a useful re ...2018-7-7 18:50 - 凯旋の王者 - 金融学（理论版）
54 个回复 - 10763 次查看 原版高清By 世界银行副行长兼首席风险官This book will be useful to variety of audiences. Technical experts will find a comprehensive review and summary, and for them the book will serve as a useful re ...2018-7-7 18:50 - 凯旋の王者 - 金融学（理论版）
Interest Rate, and Credit Derivatives
0 个回复 - 482 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 - 482 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
【学习笔记】求An Introduction to Credit Derivatives第二版，感谢群主！
0 个回复 - 377 次查看 求An Introduction to Credit Derivatives第二版，感谢群主！2020-6-1 08:52 - leeyaya - Forum
0 个回复 - 377 次查看 求An Introduction to Credit Derivatives第二版，感谢群主！2020-6-1 08:52 - leeyaya - Forum
30金求Credit Derivatives: The Definitive Guide 作者Jon Gregory
1 个回复 - 355 次查看 【作者(必填)】 Jon Gregory 【文题(必填)】 Credit Derivatives: The Definitive Guide 【年份(必填)】 2003 【全文链接或数据库名称(选填)】2020-2-28 16:43 - 9933930685 - 文献求助专区
1 个回复 - 355 次查看 【作者(必填)】 Jon Gregory 【文题(必填)】 Credit Derivatives: The Definitive Guide 【年份(必填)】 2003 【全文链接或数据库名称(选填)】2020-2-28 16:43 - 9933930685 - 文献求助专区
Credit Derivatives & Synthetic Structures: A Guide to Instruments
5 个回复 - 3162 次查看 求Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition by Tavakoli Thanks a lot! I hope I could provide more but I only have this much.2010-6-13 23:41 - liquidshile - 悬赏大厅
5 个回复 - 3162 次查看 求Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition by Tavakoli Thanks a lot! I hope I could provide more but I only have this much.2010-6-13 23:41 - liquidshile - 悬赏大厅
高清PDF 非常好的书 An Introduction to Credit Derivatives (Second Edition)
3 个回复 - 1732 次查看 非常好的书，深入浅出。2016-3-16 06:19 - xxboy1982 - 金融学（理论版）
3 个回复 - 1732 次查看 非常好的书，深入浅出。2016-3-16 06:19 - xxboy1982 - 金融学（理论版）
Basel III Framework: The Credit Valuation Adjustment Charge for OTC Derivative
3 个回复 - 1171 次查看 Basel III Framework: The Credit Valuation Adjustment (CVA) Charge for OTC Derivative Trades2018-9-29 15:01 - mikeleung110 - 金融学（理论版）
3 个回复 - 1171 次查看 Basel III Framework: The Credit Valuation Adjustment (CVA) Charge for OTC Derivative Trades2018-9-29 15:01 - mikeleung110 - 金融学（理论版）
CD-ROM Structured Credit Products: Credit Derivatives and Synthetic Securitisati
10 个回复 - 2631 次查看 求 CD-ROM for Structured Credit Products: Credit Derivatives and Synthetic Securitisation by Moorad Choudhry https://www.wiley.com/en-us/Structured+Credit+Products%3A+Credit+Derivatives+and+ ...2018-4-17 13:14 - defaultrisk - 悬赏大厅
10 个回复 - 2631 次查看 求 CD-ROM for Structured Credit Products: Credit Derivatives and Synthetic Securitisation by Moorad Choudhry https://www.wiley.com/en-us/Structured+Credit+Products%3A+Credit+Derivatives+and+ ...2018-4-17 13:14 - defaultrisk - 悬赏大厅
Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users
22 个回复 - 1990 次查看 Palgrave Macmillan | 2017 | ISBN 978-3-319-57974-0 | 174 pages | PDF | 7 M **** 本内容被作者隐藏 ****2017-7-21 10:14 - igs816 - 经管书评
22 个回复 - 1990 次查看 Palgrave Macmillan | 2017 | ISBN 978-3-319-57974-0 | 174 pages | PDF | 7 M **** 本内容被作者隐藏 ****2017-7-21 10:14 - igs816 - 经管书评
Modelling single name and multiname Credit Derivatives
7 个回复 - 2240 次查看 2016-1-5 18:35 - cowboy923 - 金融学（理论版）
7 个回复 - 2240 次查看 2016-1-5 18:35 - cowboy923 - 金融学（理论版）
奇异信用衍生品Guide to Exotic Credit Derivatives
3 个回复 - 2306 次查看 奇异信用衍生品Guide to Exotic Credit Derivatives2010-4-13 16:47 - vdmeyde - 金融学（理论版）
3 个回复 - 2306 次查看 奇异信用衍生品Guide to Exotic Credit Derivatives2010-4-13 16:47 - vdmeyde - 金融学（理论版）
Understanding Credit Derivatives and Related Instruments
2 个回复 - 2267 次查看 By Antúlio Neves Bomfim Language: English ISBN: 0121082652 Paperback: 368 pages Data: Dec 2004 Format: PDF Description: Understanding Credit Derivatives offers a comprehensive introduction to t ...2010-5-6 12:24 - godwin11 - 金融学（理论版）
2 个回复 - 2267 次查看 By Antúlio Neves Bomfim Language: English ISBN: 0121082652 Paperback: 368 pages Data: Dec 2004 Format: PDF Description: Understanding Credit Derivatives offers a comprehensive introduction to t ...2010-5-6 12:24 - godwin11 - 金融学（理论版）
Credit Derivatives Insights 来自morgan Stanley的信用衍生品手册
88 个回复 - 9589 次查看 便宜出售啊，2个币换276页报告，想了解信用衍生品市场的不要错过啊 回复后可见 **** 本内容被作者隐藏 ****2013-2-22 19:47 - lafsight - 金融学（理论版）
88 个回复 - 9589 次查看 便宜出售啊，2个币换276页报告，想了解信用衍生品市场的不要错过啊 回复后可见 **** 本内容被作者隐藏 ****2013-2-22 19:47 - lafsight - 金融学（理论版）
Credit Derivatives Pricing Models - Schonbucher
3 个回复 - 1656 次查看 Credit Derivatives Pricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher ISBN: 978-0-470-84291-1 396 pages May 2003 Description The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学（理论版）
3 个回复 - 1656 次查看 Credit Derivatives Pricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher ISBN: 978-0-470-84291-1 396 pages May 2003 Description The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学（理论版）
Zelenko- Credit Risk Management for Derivatives[2017]
6 个回复 - 1185 次查看 Credit Risk Management for DerivativesPost-Crisis Metrics for End-UsersAuthors: Zelenko, Ivan2017-9-6 22:05 - scirro - 金融学（理论版）
6 个回复 - 1185 次查看 Credit Risk Management for DerivativesPost-Crisis Metrics for End-UsersAuthors: Zelenko, Ivan2017-9-6 22:05 - scirro - 金融学（理论版）
Modelling Single-name and Multi-name Credit Derivatives
12 个回复 - 4632 次查看 此版本不是影印版，是带目录的原版，PDF格式[/backcolor] O'Kane原来是雷曼兄弟银行信用衍生品欧洲业务的主管，是信用衍生品的大牛。[/backcolor]金融危机后把很多信用衍生品的模型写进了这本书。[/backcolor] 在英 ...2014-10-6 05:19 - suntotal - 金融学（理论版）
12 个回复 - 4632 次查看 此版本不是影印版，是带目录的原版，PDF格式[/backcolor] O'Kane原来是雷曼兄弟银行信用衍生品欧洲业务的主管，是信用衍生品的大牛。[/backcolor]金融危机后把很多信用衍生品的模型写进了这本书。[/backcolor] 在英 ...2014-10-6 05:19 - suntotal - 金融学（理论版）
JPM Guide to Credit derivatives
3 个回复 - 2111 次查看 A practical short handbook on Credit product from JPM.2017-4-12 18:51 - cowboy923 - 金融学（理论版）
3 个回复 - 2111 次查看 A practical short handbook on Credit product from JPM.2017-4-12 18:51 - cowboy923 - 金融学（理论版）
The Oxford Handbook of Credit Derivatives
70 个回复 - 10998 次查看 From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these ...2014-9-1 13:58 - 大家开心 - 金融工程（数量金融）与金融衍生品
70 个回复 - 10998 次查看 From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these ...2014-9-1 13:58 - 大家开心 - 金融工程（数量金融）与金融衍生品
【信用衍生品】 Credit Derivatives : Trading, Investing,and Risk Management (2e)
29 个回复 - 2620 次查看 Credit Derivatives: Trading, Investing,and Risk Management, 2nd Edition Geoff Chaplin The credit derivatives industry has come under close scrutiny over the past few years, with the recent f ...2017-1-8 22:42 - cmwei333 - 金融学（理论版）
29 个回复 - 2620 次查看 Credit Derivatives: Trading, Investing,and Risk Management, 2nd Edition Geoff Chaplin The credit derivatives industry has come under close scrutiny over the past few years, with the recent f ...2017-1-8 22:42 - cmwei333 - 金融学（理论版）
求高清版 Credit Derivatives Pricing Models
1 个回复 - 1489 次查看 Wiley Finance 272，作者Philipp J. Schönbucher2016-3-27 11:09 - seeking - 悬赏大厅
1 个回复 - 1489 次查看 Wiley Finance 272，作者Philipp J. Schönbucher2016-3-27 11:09 - seeking - 悬赏大厅
<Credit Derivatives Pricing Models> by Schonbucher
20 个回复 - 6245 次查看 有人发邮件找我要这本的copy，但是邮箱一直出问题，附件不能加载，只能发在论坛上了，希望那位兄弟能看到。 多人推荐，但是论坛上之前的那个帖子pdf打不开，有需要的可以在我这里下，内容介绍就不给了，原谅一下。 ...2010-1-7 10:21 - coolbug86 - 金融学（理论版）
20 个回复 - 6245 次查看 有人发邮件找我要这本的copy，但是邮箱一直出问题，附件不能加载，只能发在论坛上了，希望那位兄弟能看到。 多人推荐，但是论坛上之前的那个帖子pdf打不开，有需要的可以在我这里下，内容介绍就不给了，原谅一下。 ...2010-1-7 10:21 - coolbug86 - 金融学（理论版）
Credit Derivatives
2 个回复 - 895 次查看 Credit DerivativesAn Overview and the Basics of Pricing2016-2-14 11:36 - xiaoyanlun - 金融学（理论版）
2 个回复 - 895 次查看 Credit DerivativesAn Overview and the Basics of Pricing2016-2-14 11:36 - xiaoyanlun - 金融学（理论版）
30金求Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments
5 个回复 - 1857 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007 拜托有这本书的帮帮忙 多谢多谢2011-1-22 17:02 - nancysxm - 悬赏大厅
5 个回复 - 1857 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007 拜托有这本书的帮帮忙 多谢多谢2011-1-22 17:02 - nancysxm - 悬赏大厅
【独家发布】A Primer on Credit Derivatives
0 个回复 - 723 次查看 发表一篇关于信用衍生品的论文，有兴趣的朋友可以下载。2015-9-24 00:06 - liuchen1988 - 经管书评
0 个回复 - 723 次查看 发表一篇关于信用衍生品的论文，有兴趣的朋友可以下载。2015-9-24 00:06 - liuchen1988 - 经管书评
Handbook of Credit Derivatives and Structured Credit Strategies
95 个回复 - 8976 次查看 Morgan Stanley internal research document. This book has very good coverage about Credit Derivatives and Structured Credit Strategies. The content is easy to understand. **** 本内容被作者隐藏 * ...2013-5-31 07:24 - tiashou - 金融学（理论版）
95 个回复 - 8976 次查看 Morgan Stanley internal research document. This book has very good coverage about Credit Derivatives and Structured Credit Strategies. The content is easy to understand. **** 本内容被作者隐藏 * ...2013-5-31 07:24 - tiashou - 金融学（理论版）
求书 Modelling Single-name and Multi-name Credit Derivatives
2 个回复 - 3566 次查看 书名： Modelling Single-name and Multi-name Credit Derivatives 作者： Dominic O'KaneThe Wiley Finance Series 链接：http://www.amazon.com/Modelling-Single-name-Multi-name-Derivatives-Finance/dp/047 ...2010-2-22 20:21 - hantb4510 - 金融工程（数量金融）与金融衍生品
2 个回复 - 3566 次查看 书名： Modelling Single-name and Multi-name Credit Derivatives 作者： Dominic O'KaneThe Wiley Finance Series 链接：http://www.amazon.com/Modelling-Single-name-Multi-name-Derivatives-Finance/dp/047 ...2010-2-22 20:21 - hantb4510 - 金融工程（数量金融）与金融衍生品
下載 Understanding Credit Derivatives and Related Instruments
1 个回复 - 2406 次查看 Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance) (Hardcover)by Antulio N. Bomfim Editorial ReviewsReview "This enjoyable book on credit derivativ ...2009-6-21 22:00 - martinnyj - 金融学（理论版）
1 个回复 - 2406 次查看 Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance) (Hardcover)by Antulio N. Bomfim Editorial ReviewsReview "This enjoyable book on credit derivativ ...2009-6-21 22:00 - martinnyj - 金融学（理论版）
Subprime Mortgage Credit Derivatives,The Frank J. Fabozzi Series
8 个回复 - 2555 次查看 Subprime Mortgage Credit Derivatives, by LAURIE S. GOODMAN,SHUMIN LI, DOUGLAS J. LUCAS,THOMAS A. ZIMMERMAN,FRANK J. FABOZZI published by :John Wiley & Sons, Inc. 20082009-10-19 08:34 - zhaohailei - 金融学（理论版）
8 个回复 - 2555 次查看 Subprime Mortgage Credit Derivatives, by LAURIE S. GOODMAN,SHUMIN LI, DOUGLAS J. LUCAS,THOMAS A. ZIMMERMAN,FRANK J. FABOZZI published by :John Wiley & Sons, Inc. 20082009-10-19 08:34 - zhaohailei - 金融学（理论版）
[论坛首发] Modelling Single-name and Multi-name Credit Derivatives
31 个回复 - 9835 次查看 Modelling Single-name and Multi-name Credit Derivatives，该资料不但是论坛首发，而且是全球首发。之前本人在众多论坛没找到，只能花美金购买，为了答谢大家的支持，现把它扫描贡献。 DESCRIPTION: ...2011-4-19 21:21 - dentalfloss - 金融学（理论版）
31 个回复 - 9835 次查看 Modelling Single-name and Multi-name Credit Derivatives，该资料不但是论坛首发，而且是全球首发。之前本人在众多论坛没找到，只能花美金购买，为了答谢大家的支持，现把它扫描贡献。 DESCRIPTION: ...2011-4-19 21:21 - dentalfloss - 金融学（理论版）
(Wiley Finance 041)Credit Derivatives Instruments applications and pricing
1 个回复 - 1331 次查看 2014-7-13 00:54 - 514050209 - 量化投资
1 个回复 - 1331 次查看 2014-7-13 00:54 - 514050209 - 量化投资
Book: Modelling Single-name and Multi-name Credit Derivatives
4 个回复 - 2077 次查看 Modelling Single-name and Multi-name Credit Derivatives by Dominic O'Kane ISBN: 978-04705192882014-9-4 07:56 - riskpremium - 金融学（理论版）
4 个回复 - 2077 次查看 Modelling Single-name and Multi-name Credit Derivatives by Dominic O'Kane ISBN: 978-04705192882014-9-4 07:56 - riskpremium - 金融学（理论版）
Credit Securitisations and Derivatives: Challenges for the Global Markets
17 个回复 - 2729 次查看 Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, ...2014-7-13 15:56 - 大家开心 - 金融学（理论版）
17 个回复 - 2729 次查看 Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, ...2014-7-13 15:56 - 大家开心 - 金融学（理论版）
Credit Securitisations and Derivatives: Challenges for the Global Markets
19 个回复 - 2885 次查看 A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one–stop resourc ...2014-6-13 13:49 - 大家开心 - 金融学（理论版）
19 个回复 - 2885 次查看 A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one–stop resourc ...2014-6-13 13:49 - 大家开心 - 金融学（理论版）
Credit Derivatives and Structured Credit: A Guide for Investors
10 个回复 - 4558 次查看 Credit Derivatives and Structured Credit: A Guide for Investors 之前在论坛找了很多Credit Risk和Credit Derivatives的参考书。发现这本书对于Credit Derivatives的介绍最为详尽和生动。 信用衍生产 ...2009-8-21 10:28 - wanghuimin - 金融学（理论版）
10 个回复 - 4558 次查看 Credit Derivatives and Structured Credit: A Guide for Investors 之前在论坛找了很多Credit Risk和Credit Derivatives的参考书。发现这本书对于Credit Derivatives的介绍最为详尽和生动。 信用衍生产 ...2009-8-21 10:28 - wanghuimin - 金融学（理论版）
求;《Credit Derivatives: Understanding Credit Risk and Credit Instruments》
0 个回复 - 709 次查看 ~ George K. Chacko (作者), Hideto Motohashi (作者), Vincent Dessain (作者), Anders Sjoman (作者) [*]出版社: Prentice Hall (2006年6月2日) [*]精装: 272页 [*]语种： 英语 [*]ISBN: 0131467441 [* ...2014-3-13 10:48 - 唐宋元清 - 悬赏大厅
0 个回复 - 709 次查看 ~ George K. Chacko (作者), Hideto Motohashi (作者), Vincent Dessain (作者), Anders Sjoman (作者) [*]出版社: Prentice Hall (2006年6月2日) [*]精装: 272页 [*]语种： 英语 [*]ISBN: 0131467441 [* ...2014-3-13 10:48 - 唐宋元清 - 悬赏大厅
Interest Rate and Credit Risk Derivatives
9 个回复 - 1563 次查看 Interest Rate and Credit Risk Derivatives教科书 忘了密码：OptioN2014-1-27 06:37 - keanzhao - 金融学（理论版）
9 个回复 - 1563 次查看 Interest Rate and Credit Risk Derivatives教科书 忘了密码：OptioN2014-1-27 06:37 - keanzhao - 金融学（理论版）
[下载]Derivatives Credit Risk（加拿大皇家银行王勇博士，CFA，FRM）
7 个回复 - 3590 次查看 <BR>2006-8-21 10:51 - peterking - CFA、CVA、FRM等金融考证论坛
7 个回复 - 3590 次查看 <BR>2006-8-21 10:51 - peterking - CFA、CVA、FRM等金融考证论坛
国内首发：Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorith
1 个回复 - 2902 次查看 Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms Svenja Hager (Author), Prof. Dr.-Ing. Rainer Schöbel (Foreword) Be the first to review this item [hr] Book D ...2014-1-10 21:00 - rmatrix - 金融工程（数量金融）与金融衍生品
1 个回复 - 2902 次查看 Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms Svenja Hager (Author), Prof. Dr.-Ing. Rainer Schöbel (Foreword) Be the first to review this item [hr] Book D ...2014-1-10 21:00 - rmatrix - 金融工程（数量金融）与金融衍生品
which measure is most relevant for credit derivative pricing, risk-neutral or ph
3 个回复 - 1384 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1384 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
Credit Derivatives An Overview and the Basics of Pricing
2 个回复 - 1773 次查看 关于信用衍生品的综述，见附件 free2009-9-19 19:12 - xxzj - 金融工程（数量金融）与金融衍生品
2 个回复 - 1773 次查看 关于信用衍生品的综述，见附件 free2009-9-19 19:12 - xxzj - 金融工程（数量金融）与金融衍生品
免費 Credit Derivatives -Trading & Management of Credit & Default Risk
7 个回复 - 1674 次查看 Credit Derivatives: Trading & Management of Credit & Default Risk (Wiley Frontiers in Finance)Satyajit Das Publication Date: March 24, 1998 | ISBN-10: 0471248568 | Edition: 1 Credit Derivat ...2012-11-3 00:08 - martinnyj - 金融学（理论版）
7 个回复 - 1674 次查看 Credit Derivatives: Trading & Management of Credit & Default Risk (Wiley Frontiers in Finance)Satyajit Das Publication Date: March 24, 1998 | ISBN-10: 0471248568 | Edition: 1 Credit Derivat ...2012-11-3 00:08 - martinnyj - 金融学（理论版）
credit derivatives introduction
14 个回复 - 1866 次查看 **** 本内容被作者隐藏 ****2012-5-10 06:09 - jenniferchina92 - 金融工程（数量金融）与金融衍生品
14 个回复 - 1866 次查看 **** 本内容被作者隐藏 ****2012-5-10 06:09 - jenniferchina92 - 金融工程（数量金融）与金融衍生品
Merrill Lynch Credit Derivatives Handbook衍生品手册
1 个回复 - 1529 次查看 很好的文张， 向大家推荐。2013-5-15 15:15 - Yuchen49 - 金融工程（数量金融）与金融衍生品
1 个回复 - 1529 次查看 很好的文张， 向大家推荐。2013-5-15 15:15 - Yuchen49 - 金融工程（数量金融）与金融衍生品
Derivative Pricing with Credit Risk
10 个回复 - 2271 次查看 我现在论文是关于一种citibank发行的衍生品的定价，根据公式我已经算出来它的theoretical price，但是与导师谈过后，他建议我再算出derivative price with credit risk,并给我相对应公式： W(0)=EXP(-xT)*V(0) W(0 ...2013-4-27 03:46 - sushuiasushui - 金融工程（数量金融）与金融衍生品
10 个回复 - 2271 次查看 我现在论文是关于一种citibank发行的衍生品的定价，根据公式我已经算出来它的theoretical price，但是与导师谈过后，他建议我再算出derivative price with credit risk,并给我相对应公式： W(0)=EXP(-xT)*V(0) W(0 ...2013-4-27 03:46 - sushuiasushui - 金融工程（数量金融）与金融衍生品
A Markov Chain Model for Valuing Credit Risk Derivatives
2 个回复 - 1019 次查看 【作者(必填)】 Kijima, Masaaki[/backcolor] Komoribayashi, Katsuya[/backcolor] 【文题(必填)】A Markov Chain Model for Valuing Credit Risk Derivatives[/backcolor] 【年份(必填)】1998 【全文链接或 ...2013-3-27 16:33 - summerye - 求助成功区
2 个回复 - 1019 次查看 【作者(必填)】 Kijima, Masaaki[/backcolor] Komoribayashi, Katsuya[/backcolor] 【文题(必填)】A Markov Chain Model for Valuing Credit Risk Derivatives[/backcolor] 【年份(必填)】1998 【全文链接或 ...2013-3-27 16:33 - summerye - 求助成功区
frm-credit derivative
10 个回复 - 3650 次查看 目录： INTRODUCTION TO ASSET SWAPSCredit Default Swap Pricing by Goldman SachsCredit Derivative Models - Modelling Pricing and ImplementationDeutsche Bank - Credit derivatives-effects on the stab ...2007-11-18 11:23 - treasuretang - CFA、CVA、FRM等金融考证论坛
10 个回复 - 3650 次查看 目录： INTRODUCTION TO ASSET SWAPSCredit Default Swap Pricing by Goldman SachsCredit Derivative Models - Modelling Pricing and ImplementationDeutsche Bank - Credit derivatives-effects on the stab ...2007-11-18 11:23 - treasuretang - CFA、CVA、FRM等金融考证论坛
Understanding Credit Derivatives and Related Investments
5 个回复 - 1612 次查看 "This enjoyable book on credit derivatives will be useful to both students of finance and practitioners. Bomfim does for credit what Hull does for options, futures and other derivatives." --Kay Gie ...2010-3-20 12:59 - jjjlion - 金融学（理论版）
5 个回复 - 1612 次查看 "This enjoyable book on credit derivatives will be useful to both students of finance and practitioners. Bomfim does for credit what Hull does for options, futures and other derivatives." --Kay Gie ...2010-3-20 12:59 - jjjlion - 金融学（理论版）
Credit Suisse credit derivative handbook
3 个回复 - 1616 次查看 Credit Default Swap Products and Evaluation 3 Brief Overview 3 Definition of a Credit Default Swap 3 Levered Loan CDS 5 Unwinding a CDS Transaction 5 Unwinding an Off-Market CDS 6 Points Upf ...2012-10-17 23:33 - der123 - 金融学（理论版）
3 个回复 - 1616 次查看 Credit Default Swap Products and Evaluation 3 Brief Overview 3 Definition of a Credit Default Swap 3 Levered Loan CDS 5 Unwinding a CDS Transaction 5 Unwinding an Off-Market CDS 6 Points Upf ...2012-10-17 23:33 - der123 - 金融学（理论版）
[$2000求书]Modelling Single-name and Multi-name Credit Derivatives
10 个回复 - 3317 次查看 书名： Modelling Single-name and Multi-name Credit Derivatives<div><br/></div><div>作者： Dominic O'KaneThe Wiley Finance Series</div><div><br/></div><div ...2009-4-20 23:42 - summerye - 休闲灌水
10 个回复 - 3317 次查看 书名： Modelling Single-name and Multi-name Credit Derivatives<div><br/></div><div>作者： Dominic O'KaneThe Wiley Finance Series</div><div><br/></div><div ...2009-4-20 23:42 - summerye - 休闲灌水
Credit Derivatives: Instruments,Applications, and Pricing
10 个回复 - 2406 次查看 Credit Derivatives: Instruments,Applications, and Pricing MARK J.P. ANSON,FRANK J. FABOZZI,MOORAD CHOUDHRY,REN-RAW CHEN John Wiley & Sons, Inc. 20042009-10-19 09:21 - zhaohailei - 金融学（理论版）
10 个回复 - 2406 次查看 Credit Derivatives: Instruments,Applications, and Pricing MARK J.P. ANSON,FRANK J. FABOZZI,MOORAD CHOUDHRY,REN-RAW CHEN John Wiley & Sons, Inc. 20042009-10-19 09:21 - zhaohailei - 金融学（理论版）
美林credit derivative handbook(免费)
8 个回复 - 1284 次查看 见论坛上居然有人索要50币.我忍不住, 免费奉献给大家 小恩惠,不言谢2012-6-27 11:20 - vitoen - 真实世界经济学(含财经时事)
8 个回复 - 1284 次查看 见论坛上居然有人索要50币.我忍不住, 免费奉献给大家 小恩惠,不言谢2012-6-27 11:20 - vitoen - 真实世界经济学(含财经时事)
Lehman Brothers - Guide to Exotic Credit Derivatives
4 个回复 - 2402 次查看 Lehman Brothers - Guide to Exotic Credit Derivatives. Contents Foreword 1 Credit Derivatives Products Market overview 3 The credit default swap 4 Basket default swaps 8 Synthetic CDOs 12 Cre ...2009-7-22 05:26 - minhiub - 金融学（理论版）
4 个回复 - 2402 次查看 Lehman Brothers - Guide to Exotic Credit Derivatives. Contents Foreword 1 Credit Derivatives Products Market overview 3 The credit default swap 4 Basket default swaps 8 Synthetic CDOs 12 Cre ...2009-7-22 05:26 - minhiub - 金融学（理论版）
Credit Derivatives Handbook 2006
2 个回复 - 1943 次查看 Credit Derivatives –A Market Overview1. Market evolution, importance, participants and challenges 3 CDS Basics & Valuation 2. Basic concepts, arbitrage relationship, survival probabilities 11 Unwi ...2010-3-31 03:33 - wygt2008 - 金融学（理论版）
2 个回复 - 1943 次查看 Credit Derivatives –A Market Overview1. Market evolution, importance, participants and challenges 3 CDS Basics & Valuation 2. Basic concepts, arbitrage relationship, survival probabilities 11 Unwi ...2010-3-31 03:33 - wygt2008 - 金融学（理论版）
美林的Credit Derivative Handbook 2003
5 个回复 - 2446 次查看 美林的Credit Derivative Handbook 2003， A Guide to Products, Valuation, Strategies and Risks。2005-5-9 15:50 - neilryan - 金融学（理论版）
5 个回复 - 2446 次查看 美林的Credit Derivative Handbook 2003， A Guide to Products, Valuation, Strategies and Risks。2005-5-9 15:50 - neilryan - 金融学（理论版）
求助 可以有偿求助 Markov chain for valuing Credit risk derivatives
1 个回复 - 830 次查看 老师让我看一篇论文 Markov chain for valuing Credit risk derivatives 我后来的验证实在看不懂 求教 真心感谢 论文原文 能否求老师告诉我 后面的例子 怎么由exhibit1.2求出3.4的 或者求老师告诉我JLT模型 ...2012-6-19 16:51 - gui_wu1 - 爱问频道
1 个回复 - 830 次查看 老师让我看一篇论文 Markov chain for valuing Credit risk derivatives 我后来的验证实在看不懂 求教 真心感谢 论文原文 能否求老师告诉我 后面的例子 怎么由exhibit1.2求出3.4的 或者求老师告诉我JLT模型 ...2012-6-19 16:51 - gui_wu1 - 爱问频道
请问谁有<Credit Derivatives Pricing Models> by Schonbucher
8 个回复 - 2679 次查看 Credit Derivatives Pricing Models: Model, Pricing and Implementation 作者Schonbucher 急需，但是论坛上下载的那个解压缩有问题。麻烦有电子书的人传一份给我，不胜感激~~ 邮箱：2009-10-11 19:43 - coolbug86 - 金融工程（数量金融）与金融衍生品
8 个回复 - 2679 次查看 Credit Derivatives Pricing Models: Model, Pricing and Implementation 作者Schonbucher 急需，但是论坛上下载的那个解压缩有问题。麻烦有电子书的人传一份给我，不胜感激~~ 邮箱：2009-10-11 19:43 - coolbug86 - 金融工程（数量金融）与金融衍生品
[转帖]Credit derivatives
1 个回复 - 2017 次查看 <P><FONT size=5><FONT face="Arial Black">Risky business</FONT> </FONT></P> <P><FONT size=5>Aug 18th 2005 From The Economist print edition</FONT></P> <P ...2005-8-21 17:49 - 机器猫 - 金融学（理论版）
1 个回复 - 2017 次查看 <P><FONT size=5><FONT face="Arial Black">Risky business</FONT> </FONT></P> <P><FONT size=5>Aug 18th 2005 From The Economist print edition</FONT></P> <P ...2005-8-21 17:49 - 机器猫 - 金融学（理论版）
请问美林和JP Morgan的credit derivatives handbook有没有更新版？
2 个回复 - 3090 次查看 现在手头的PDF文件都是2006的，其中一些数据和协议在这几年应该有所变动，不知道这些handbook后来更新过没有？ 在网上查了下没查到～～2011-12-29 17:23 - mathzqy - 金融工程（数量金融）与金融衍生品
2 个回复 - 3090 次查看 现在手头的PDF文件都是2006的，其中一些数据和协议在这几年应该有所变动，不知道这些handbook后来更新过没有？ 在网上查了下没查到～～2011-12-29 17:23 - mathzqy - 金融工程（数量金融）与金融衍生品
求 2003 ISDA Credit Derivative Definitions
1 个回复 - 1292 次查看 求 2003 ISDA Credit Derivative Definitions (with the "May 2003 Supplement" and the "July 2009 Supplement") 不胜感激！2011-10-16 19:44 - galois_fu - 金融工程（数量金融）与金融衍生品
1 个回复 - 1292 次查看 求 2003 ISDA Credit Derivative Definitions (with the "May 2003 Supplement" and the "July 2009 Supplement") 不胜感激！2011-10-16 19:44 - galois_fu - 金融工程（数量金融）与金融衍生品
Lehman Brothers - Credit Derivatives Explained
3 个回复 - 2202 次查看 Lehman Brothers - Credit Derivatives Explained. Enjoy. TABLE OF CONTENTS 1 Introduction 3 2 The Market 6 3 Credit Risk Framework 11 4 Single-Name Credit Derivatives 17 4.1 Floating Rate ...2009-7-22 05:15 - minhiub - 金融学（理论版）
3 个回复 - 2202 次查看 Lehman Brothers - Credit Derivatives Explained. Enjoy. TABLE OF CONTENTS 1 Introduction 3 2 The Market 6 3 Credit Risk Framework 11 4 Single-Name Credit Derivatives 17 4.1 Floating Rate ...2009-7-22 05:15 - minhiub - 金融学（理论版）
Credit Derivatives Handbook, Vol. 1
4 个回复 - 1976 次查看 Credit Derivatives Handbook, Vol. 1: A Guide to Single-Name and Index CDS ProductsMerrill Lynch | 2006 | ISBN: N/A | 118 pages | PDF | 3,2 MB ...2010-2-4 19:57 - zhaohailei - 金融学（理论版）
4 个回复 - 1976 次查看 Credit Derivatives Handbook, Vol. 1: A Guide to Single-Name and Index CDS ProductsMerrill Lynch | 2006 | ISBN: N/A | 118 pages | PDF | 3,2 MB ...2010-2-4 19:57 - zhaohailei - 金融学（理论版）
An Introduction to Credit Derivatives
2 个回复 - 1041 次查看 1 Credit Risk 1 2 Credit Derivative Instruments: Part I 11 3 Credit Derivative Instruments: Part II 47 4 Credit Derivatives: Basic Applications 59 5 Credit Derivatives Pricing and Valuation 67 ...2011-11-13 10:55 - bukeyide111 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1041 次查看 1 Credit Risk 1 2 Credit Derivative Instruments: Part I 11 3 Credit Derivative Instruments: Part II 47 4 Credit Derivatives: Basic Applications 59 5 Credit Derivatives Pricing and Valuation 67 ...2011-11-13 10:55 - bukeyide111 - 金融工程（数量金融）与金融衍生品
CFA L3 阅读资料Credit Derivatives Handbook - Merrill Lynch
9 个回复 - 3464 次查看 <BR>2007-2-14 13:14 - RAYN - CFA、CVA、FRM等金融考证论坛
9 个回复 - 3464 次查看 <BR>2007-2-14 13:14 - RAYN - CFA、CVA、FRM等金融考证论坛
彭博专家讲解Credit Derivatives
9 个回复 - 2040 次查看 彭博专家讲解Credit Derivatives ，共60页PPT, 英文版本，30论坛币2011-7-15 09:38 - tinyactinia - 金融工程（数量金融）与金融衍生品
9 个回复 - 2040 次查看 彭博专家讲解Credit Derivatives ，共60页PPT, 英文版本，30论坛币2011-7-15 09:38 - tinyactinia - 金融工程（数量金融）与金融衍生品
高价求 Credit derivatives pricing models原版图书
10 个回复 - 2430 次查看 ISBN: 0470842911 个人著者: Schonbucher, Philipp J. 题名: Credit derivatives pricing models : models, pricing, and implementation / Philipp J. Schonbucher. 出版信息: Chichester ; Hoboken, ...2011-4-29 21:21 - icapm - 金融工程（数量金融）与金融衍生品
10 个回复 - 2430 次查看 ISBN: 0470842911 个人著者: Schonbucher, Philipp J. 题名: Credit derivatives pricing models : models, pricing, and implementation / Philipp J. Schonbucher. 出版信息: Chichester ; Hoboken, ...2011-4-29 21:21 - icapm - 金融工程（数量金融）与金融衍生品
雷曼出品：THE GUIDE TO EXOTIC CREDIT DERIVATIVES
2 个回复 - 1590 次查看 雷曼公司破产前我收集整理的一部分材料，会陆续发上来。原版，介绍各种复杂的金融衍生品。2009-10-11 10:31 - mmchu - 金融学（理论版）
2 个回复 - 1590 次查看 雷曼公司破产前我收集整理的一部分材料，会陆续发上来。原版，介绍各种复杂的金融衍生品。2009-10-11 10:31 - mmchu - 金融学（理论版）
JPM Credit Derivatives Handbook
1 个回复 - 2374 次查看 JPM Credit Derivatives Handbook Part I: Credit default swap fundamentals P.5 Part I introduces the CDS market, its participants, and the mechanics of the credit default swap. This section provid ...2010-8-14 23:26 - hondakit - 金融学（理论版）
1 个回复 - 2374 次查看 JPM Credit Derivatives Handbook Part I: Credit default swap fundamentals P.5 Part I introduces the CDS market, its participants, and the mechanics of the credit default swap. This section provid ...2010-8-14 23:26 - hondakit - 金融学（理论版）
