结果：找到“sabr model”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“高级”
【独家发布】SABR and SABR LIBOR Market Models in Practice
4 个回复 - 2066 次查看 SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python Author(s): Christian Crispoldi, Gérald Wigger, Peter Larkin Series: Applied Quantitative Finance Publisher: P ...2019-12-16 12:58 - hhasoka - 教育经济学
4 个回复 - 2066 次查看 SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python Author(s): Christian Crispoldi, Gérald Wigger, Peter Larkin Series: Applied Quantitative Finance Publisher: P ...2019-12-16 12:58 - hhasoka - 教育经济学
The SABRLIBOR Market Model
1 个回复 - 1491 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
1 个回复 - 1491 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 - 2126 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
3 个回复 - 2126 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 - 4809 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）
15 个回复 - 4809 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 model theory and applocation
0 个回复 - 769 次查看 09[/attach]2020-7-30 10:40 - tangwenjied - 量化投资
0 个回复 - 769 次查看 09[/attach]2020-7-30 10:40 - tangwenjied - 量化投资
SABR and SABR LIBOR Market Models
83 个回复 - 5416 次查看 2015年最新教材，降价出售期已过，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：三步走把千本好书“一网打尽”！。 欢迎订阅wwqqer文库！ [相关阅读] 【金融教材系列】（资料 ...2016-5-2 08:54 - wwqqer - 金融学（理论版）
83 个回复 - 5416 次查看 2015年最新教材，降价出售期已过，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：三步走把千本好书“一网打尽”！。 欢迎订阅wwqqer文库！ [相关阅读] 【金融教材系列】（资料 ...2016-5-2 08:54 - wwqqer - 金融学（理论版）
Multivariate Generalised Linear Mixed Models via sabreR
2 个回复 - 1408 次查看 The main aims of this book are: to provide an introduction to the principles of modelling as applied to longitudinal data from panel and related studies with the necessary statistical theory; and ...2013-12-24 03:55 - Nicolle - HLM专版
2 个回复 - 1408 次查看 The main aims of this book are: to provide an introduction to the principles of modelling as applied to longitudinal data from panel and related studies with the necessary statistical theory; and ...2013-12-24 03:55 - Nicolle - HLM专版
A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL
1 个回复 - 653 次查看 【作者(必填)】BIN CHEN, CORNELIS W. OOSTERLEE, and HANS VAN DER WEIDE 【文题(必填)】A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL[/backcolor] 【年份(必填)】2012 【全文 ...2017-5-24 16:20 - Bumboo - 求助成功区
1 个回复 - 653 次查看 【作者(必填)】BIN CHEN, CORNELIS W. OOSTERLEE, and HANS VAN DER WEIDE 【文题(必填)】A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL[/backcolor] 【年份(必填)】2012 【全文 ...2017-5-24 16:20 - Bumboo - 求助成功区
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging
8 个回复 - 4479 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）
8 个回复 - 4479 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 - 2951 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）
5 个回复 - 2951 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 - 658 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
1 个回复 - 658 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 - 2602 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）
1 个回复 - 2602 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）
