结果:找到“the sabr libor market model”相关内容7个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
The SABRLIBOR Market Model
1 个回复 - 1570 次查看 The SABR LIBOR Market Model, one of the must read book for quant2016-10-14 13:35 - fymmwyw1 - 金融工程(数量金融)与金融衍生品
论坛首发:The SABR/LIBOR Market Model
3 个回复 - 2220 次查看 书名:The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives作者:Riccardo Rebonato, Kenneth McKay, Richard White ISBN: 978-0-470-74005-7 296 pages Mar ...2017-2-25 18:06 - Bumboo - 金融工程(数量金融)与金融衍生品
免費 The SABR/LIBOR Market Model
15 个回复 - 4899 次查看 The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate DerivativesRiccardo Rebonato (Author), Kenneth McKay (Author), Richard White (Author) Publication ...2012-11-24 22:47 - martinnyj - 金融学(理论版)
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging
8 个回复 - 4534 次查看 The most recent and best book on Libor model with SABR The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Hardcover: 296 pages Publisher: Wiley (A ...2011-1-23 12:10 - ghlian - 金融学(理论版)
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging
5 个回复 - 2987 次查看 网上找到的,便宜出售 The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Hardcover: 296 pages Publisher: Wiley (April 27, 2009) La ...2011-9-12 23:09 - DooSun - 金融学(理论版)
A simple approximation for the no-arbitrage drifts in Libor market model–SABR-f
1 个回复 - 679 次查看 【作者(必填)】Riccardo Rebonato 【文题(必填)】A simple approximation for the no-arbitrage drifts in Libor market model–SABR-family interest-rate models[/backcolor] 【年份(必填)】2015 【全文链接 ...2017-2-25 17:55 - Bumboo - 文献求助专区
求: The SABR/LIBOR Market Model: Pricing, Calibration
1 个回复 - 2611 次查看 The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Hardcover: 296 pages Publisher: Wiley (April 27, 2009) Language: English ISBN-10: 0470740051 ISBN- ...2009-11-29 01:15 - fn11790 - 金融学(理论版)