结果：找到“interest rate volatility”相关内容10个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Modeling interest rate volatility: A Realized GARCH approach
1 个回复 - 294 次查看 【作者(必填)】 22 【文题(必填)】 Modeling interest rate volatility: A Realized GARCH approach【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/ ...2023-8-25 00:37 - internet.hzx - 求助成功区
1 个回复 - 294 次查看 【作者(必填)】 22 【文题(必填)】 Modeling interest rate volatility: A Realized GARCH approach【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/ ...2023-8-25 00:37 - internet.hzx - 求助成功区
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
1 个回复 - 1165 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 - 483 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
1 个回复 - 483 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 - 766 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
2 个回复 - 766 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
The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine
1 个回复 - 559 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
1 个回复 - 559 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 - 1322 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）
8 个回复 - 1322 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 - 3034 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）
6 个回复 - 3034 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 - 1102 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
0 个回复 - 1102 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 - 592 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
0 个回复 - 592 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 - 1053 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
0 个回复 - 1053 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
