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求助英文Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
3 个回复 - 478 次查看【作者(必填)】Bishwal, Jaya P.N.[/backcolor];[/backcolor] 【文题(必填)】Interest rate derivatives for the fractional Cox-Ingersoll-Ross model 【年份(必填)】2023 【全文链接或数据库名称(选填)】ht ...2023-8-11 11:42 - weilinhy - 求助成功区

Interest Rate Swaps and Their Derivatives高清版带书签
3 个回复 - 1733 次查看 Interest Rate Swaps and Their Derivatives高清版带书签非常实用的一本书。2019-5-16 10:40 - wiillzz - 金融工程（数量金融）与金融衍生品

- Analytical Finance Volume II The Mathematics of Interest Rate Derivatives,
2 个回复 - 1324 次查看 Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in qua ...2017-12-2 22:09 - nivastuli - 金融学（理论版）

springer finance-Efficient Methods for Valuing Interest Rate Derivatives
8 个回复 - 3869 次查看 Introduction.- Arbitrage, Martingales and Numerical Methods.- Part I - Spot and Forward Rate Models: Spot and Forward Rate Models.- Fundamental Solutions and the Forward-Risk-Adjusted Measure.- ...2010-4-7 21:57 - icapm - 金融工程（数量金融）与金融衍生品

Efficient Methods for Valuing Interest Rate Derivatives
11 个回复 - 2613 次查看 This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as ...2015-4-16 19:00 - lasgpope - 量化投资

Interest Rate Swaps and Other Derivatives - Corb
9 个回复 - 4493 次查看市场利率远期（forward）、期货（Interest rate future）、欧洲美元（eurodollar future）、利率互换协议（Interest rate swap）、cap\floor 以及其他基于市场利率、汇率的金融衍生品估值与风险分析。美国金融工程研 ...2015-6-17 02:29 - ACORN_HOTEL - 金融学（理论版）

Interest Rate Swaps and Other Derivatives
16 个回复 - 4290 次查看 Title： Interest Rate Swaps and Other Derivatives Authors： Howard Corb Year:2012 Pages:624 Language:English Size:11 Mb Extension:pdf Contents 1 An Introduction to Swaps 2 The Ri ...2014-7-19 08:54 - 一道心茶 - 经管书评

【经典教材系列】Interest Rate Derivatives Explained
98 个回复 - 14323 次查看如果喜欢，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”！。欢迎订阅wwqqer文库！欢迎订 ...2015-3-3 08:11 - wwqqer - 金融学（理论版）

Interest Rate Swaps and Other Derivatives
3 个回复 - 3408 次查看 (Columbia Business School Publishing) Howard Corb2014-7-8 15:23 - bukeyide111 - 金融工程（数量金融）与金融衍生品

免費 Pricing of Interest Rate Derivatives with the LIBOR Market Model
9 个回复 - 3399 次查看 Pricing of Interest Rate Derivatives with the LIBOR Market Model by Linus Kajsajuntti Abstract In the beginning of the 90's Heath, Jarrow and Morton (HJM) presented a revolutionary approach to in ...2009-8-2 11:16 - martinnyj - 金融学（理论版）

Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 2942 次查看有没有人有这本书： Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps by J Hamish M Darbyshire2018-7-8 16:37 - manuchill - 量化投资

Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing 3rd Ed.
0 个回复 - 275 次查看【作者(必填)】 Nicolas Privault 【文题(必填)】 Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing 3rd Edition (Advanced Series on Statistical Science & Applied Probability: ...2023-2-10 02:50 - SleepyTom - 文献求助专区

Interest Rate, and Credit Derivatives
0 个回复 - 425 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# Pricing and trading interest rate derivatives a practic ...
4 个回复 - 1101 次查看 #求# Pricing and trading interest rate derivatives a practical guide 非常需要这本书，哪位大神可以分享一下吗？万分感谢！2019-8-24 23:53 - DD89757 - Forum

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3670 次查看 Rebonato R. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond[M]. Princeton University Press, 2002. 有人反映这本书兼有实务的敏锐和理论的严谨。在论坛上查了一下，这个版本应 ...2017-5-20 10:32 - kongjih - 经济金融数学专区

金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,2
9 个回复 - 3205 次查看金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,22015-4-2 11:14 - shanxijin - 经济金融数学专区

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
3 个回复 - 2937 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区

[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies
1 个回复 - 894 次查看衍生品相关的固定收益交易策略，需要可以下载。2019-9-21 20:10 - godblesssatan - 金融学（理论版）

谁有：Pricing and Trading Interest Rate Derivatives： a practical guide to swaps
0 个回复 - 1603 次查看 by J Hamish M Darbyshire 谢谢2019-8-10 10:33 - martingale08 - 金融工程（数量金融）与金融衍生品

Bloomberg Interest Rate Derivatives Val & Pricing Technical Documents
9 个回复 - 2957 次查看 Bloomberg Interest Rate Derivatives Valuation and Pricing Technical Documents 彭博利率衍生品估值定价技术文档 Cap, FRA, Inflation-Indexed Bond and Swap, Basis Swap and details about many r ...2013-12-7 05:14 - 魔界de重楼 - 金融工程（数量金融）与金融衍生品

Interest Rate Swaps and Their Derivatives [Amir Sadr] [Wiley Finance] 原書PDF
22 个回复 - 6517 次查看網上大多是HTML轉PDF版, 這個是原書高清的PDF.2013-11-14 12:33 - viviancpy - 金融工程（数量金融）与金融衍生品

European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives
1 个回复 - 1894 次查看 European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (The Wiley Finance Series) (Hardcover)by Jonathan A. Batten Editorial ReviewsReview “Fetherston lends his expe ...2009-7-17 11:26 - martinnyj - 金融学（理论版）

Interest Rate Swaps and Their Derivatives
4 个回复 - 3071 次查看 Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance)by Amir Sadr Series: Wiley Finance (Book 510) Hardcover: 247 pagesPublisher: Wiley; 1 edition (Septe ...2013-9-16 12:27 - martinnyj - 金融学（理论版）

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Mar
23 个回复 - 1633 次查看 English | EPUB | 2017 | 728 Pages | ISBN : 3319525832 | 11.91 MB Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instr ...2017-12-7 11:36 - igs816 - 经管书评

Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals
1 个回复 - 1262 次查看最近在做LGM时正在参考的一个资料，希望对大家有所帮助。2017-12-3 10:08 - eileen666 - 金融工程（数量金融）与金融衍生品

Interest Rate Derivatives Explained
1 个回复 - 1500 次查看【作者(必填)】Jörg Kienitz, Peter Caspers 【文题(必填)】Interest Rate Derivatives Explained: Volume 2 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1 ...2017-11-15 21:32 - Bumboo - 求助成功区

[Wiley Finance]利率衍生产品入门书Interest Rate Swaps and Their Derivatives
23 个回复 - 9551 次查看 Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance) 这是一本比较好的利率衍生产品的入门书,数学上不是很艰深,才200多页,内容比较新,包括了2008金融危机后的一些发展.2011-8-30 02:26 - train2k - 金融工程（数量金融）与金融衍生品

免費 An Introduction to Modern Pricing of Interest Rate Derivatives
5 个回复 - 1044 次查看 An Introduction to Modern Pricing of Interest Rate Derivatives by Hossein Nohrouzian Abstract This thesis studies interest rates (even negative), interest rate derivatives and term stru ...2017-8-8 11:25 - martinnyj - 金融学（理论版）

[200币] 求Interest Rate Derivatives Handbook BNP Paribas
2 个回复 - 1620 次查看【作者(必填)】BNP Paribas 【文题(必填)】Interest Rate Derivatives Handbook 【年份(必填)】2008 【全文链接或数据库名称(选填)】2017-5-21 20:30 - fymmwyw1 - 文献求助专区

The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017
18 个回复 - 2617 次查看 Analytical Finance Volume II - The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017 by Jan R. M. Röman （出版商还没出版的，从网路上取的！） The previous book, Analyt ...2017-6-13 14:58 - h2h2 - 金融学（理论版）

(Rebonato经典大作)Modern Pricing of Interest-Rate Derivatives
12 个回复 - 5560 次查看 Modern Pricing of Interest-Rate Derivatives：The Libor Market Model and Beyond2009-6-20 19:46 - uc_sjtu - 金融学（理论版）

Interest Rate Derivatives - Valuation, Calibration and Sensitivity Analysis
10 个回复 - 2900 次查看 Interest Rate DerivativesValuation, Calibration and Sensitivity Analysis Series: Lecture Notes in Economics and Mathematical Systems, Vol. 666 Beyna, Ingo 2013, XVIII, 209 p. 33 illu ...2013-10-13 23:03 - martinnyj - 金融学（理论版）

Lecture Notes on Interest Rates Derivatives
2 个回复 - 1739 次查看 This file containts a ~70 page lecture notes on Interest Rates Derivatives by Graeme West. It's a good short introduction to interest rate derivatives and their pricing models. Not for IR experts ...2016-1-7 11:33 - quantdog - 金融工程（数量金融）与金融衍生品

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
31 个回复 - 3989 次查看 The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentione ...2015-5-26 07:18 - lasgpope - 量化投资

求 Interest Rate Swaps and Other Derivatives
6 个回复 - 3610 次查看作者： Howard Corb2013-4-18 15:33 - 未了情 - 悬赏大厅

Derivatives_ a comprehensive resource for options, futures, interest rate swaps
6 个回复 - 2604 次查看 2014-7-10 17:35 - bukeyide111 - 金融工程（数量金融）与金融衍生品

he Valuation of Interest Rate Derivative Securities
3 个回复 - 1483 次查看 2014-7-8 14:48 - bukeyide111 - 金融工程（数量金融）与金融衍生品

Modern Pricing of interest rate derivatives--Rebonato
22 个回复 - 5914 次查看 Modern Pricing of interest rate derivatives--Rebonato,,Schoenbucher-Credit Derivative Models-Modelling Pricing and Implementation2012-6-15 16:58 - 银虎斑 - 金融工程（数量金融）与金融衍生品

Interest Rate and Credit Risk Derivatives
9 个回复 - 1531 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）

The Use of Derivatives to Manage Interest Rate Risk in Commercial Banks
1 个回复 - 1190 次查看 Interest rate risk can be seen as one of the most important forms of risk, that banks face in their role as financial intermediaries. Innovation in financial theory, increased computerization, and c ...2013-12-2 13:20 - 青春的奋斗 - 金融学（理论版）

Delta risk on interest rate derivative
1 个回复 - 1019 次查看 Delta risk on interest rate derivative2013-10-17 21:33 - benjaminchang - 金融工程（数量金融）与金融衍生品

UNSW FINS5536 Fixed Income Securities Interest Rate Derivatives
72 个回复 - 8010 次查看 Lecture Note **** 本内容被作者隐藏 **** Practices problem & solution **** 本内容被作者隐藏 ****2012-11-13 00:52 - terrorist001 - 金融工程（数量金融）与金融衍生品

Pricing Models for Bermudan-style Interest Rate Derivatives_PIETERSZ
4 个回复 - 2279 次查看 Pricing Models for Bermudan-style Interest Rate Derivatives_PIETERSZ PDF 250p Acknowledgements vii Notation xix Outline xxiii 1 Introduction 1 1.1 Arbitrage-free pricing . . . . . . . . . . ...2009-8-16 03:27 - onetwothreehaha - 金融学（理论版）

Team-Derivatives-2.1 Interest Rate Swap
113 个回复 - 10906 次查看 2012 Team 官方主题---Derivatives & Bloomberg http://bbs.pinggu.org/thread-1313760-1-1.html Team-Derivatives-1----http://bbs.pinggu.org/thread-1318848-1-1.html Team-Derivatives-2 Swap ---http://bbs.p ...2012-3-5 11:14 - eros_zz - 真实世界经济学(含财经时事)

FE5208 - Term Structure and interest rate derivatives 课后答案
0 个回复 - 1629 次查看课堂作业答案2013-3-24 17:20 - 402125502 - 金融学（理论版）

Modern Pricing of interest rate derivatives--Rebonato
5 个回复 - 3418 次查看 Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato 牛人牛书，缺点是扫描版pdf，但比较清晰·2011-2-1 09:30 - 漂洋过海 - 金融学（理论版）

PDE Valuation of Interest Rate Derivatives - From Theory To Implementation
4 个回复 - 1525 次查看 PDE Valuation of Interest Rate Derivatives: From Theory To ImplementationPeter Kohl-Landgraf (Author) Book DescriptionPublication Date: 24 Sep 2007 | ISBN-10: 3833495375 | ISBN-13: 978-383 ...2012-9-28 22:38 - martinnyj - 金融学（理论版）

PDE Valuation of Interest Rate Derivatives
3 个回复 - 1572 次查看 Please, if anyone happen to have the following ebook?2011-8-20 09:28 - wenge - 计量经济学与统计软件

免費 Modern Pricing of Interest-Rate Derivatives
28 个回复 - 9064 次查看 Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (Hardcover) by Riccardo Rebonato (Author) Scanned Version 掃瞄版本 Size : 82M In recent years, ...2009-6-15 23:38 - martinnyj - 金融学（理论版）

European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives
7 个回复 - 2852 次查看 European Fixed Income Markets: Money, Bond, and Interest Rate DerivativesWiley | 2004 | ISBN: 0470850531 | 504 pages | PDF | 2,1 MB http://depositfiles.com/files/fsv1emzog ...2010-2-4 23:54 - zhaohailei - 金融学（理论版）

求书Modern Pricing of Interest-Rate Derivatives
11 个回复 - 6727 次查看本帖最后由 holdser 于 2009-6-30 20:59 编辑 求一本书，谢谢啊 Modern Pricing of Interest-Rate Derivatives, by Riccardo Rebonato 2008-3-17 17:23 - ihs - 金融工程（数量金融）与金融衍生品

Monte Carlo Methods: An Application to Pricing Interest Rate Derivatives
0 个回复 - 1326 次查看如题，急求此书，重金感谢2011-6-11 11:37 - gavin0011 - 金融工程（数量金融）与金融衍生品

Fixed Income and Interest Rate Derivative Analysis(Mark Britten-Jones)
7 个回复 - 3077 次查看【资料名称】： Fixed Income and Interest Rate Derivative Analysis 【资料作者】： Mark Britten-Jones 【简介及目录】 Product Details * Hardcover: 220 pages * Publisher: Butterwort ...2009-11-30 14:13 - showerxiaoer - 金融学（理论版）

帝国理工教授presentation --- Interest Rate Derivatives and GPU Computing
19 个回复 - 4164 次查看 09年听过的一个演讲了。在伦敦金融城。虽然有些旧，我个人觉得还是很有用的。大家也看看听听。视频是现场录的，所以有些杂音。不过仔细听还是比较清楚的。屏幕如果看不清楚，在附件里也附带了这个演讲的ppt。相信对 ...2011-1-6 21:17 - P_E_M_Lee - 金融工程（数量金融）与金融衍生品

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach
3 个回复 - 1995 次查看 Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Lecture Notes in Economics and Mathematical Systems) By Markus Bouziane * Publisher: Springer * Number Of Pages: 193 ...2009-8-25 15:31 - 罗马朗 - 金融工程（数量金融）与金融衍生品

Springer Finance-Pricing Interest-Rate Derivatives
9 个回复 - 2260 次查看 Pricing Interest-Rate Derivatives A Fourier-TransformBased Approach 1 Introduction ............................................... 1 1.1 MotivationandObjectives................................ ...2010-9-9 23:02 - icapm - 金融工程（数量金融）与金融衍生品

Modern Pricing of interest rate derivatives--Rebonato
12 个回复 - 4722 次查看 2010-8-20 19:32 - zgryyl - 金融工程（数量金融）与金融衍生品

Advanced Interest Rate Derivatives
0 个回复 - 1347 次查看 This is an excellent internal training material for advanced interest rate derivatives products. It is practical and comprehensive. Great for practitioners.2010-9-27 10:17 - polo86 - 金融工程（数量金融）与金融衍生品

Advanced Interest Rate Derivatives
0 个回复 - 1383 次查看 This is an excellent internal training material for advanced interest rate derivatives products. It is practical and comprehensive. It is for investment bank practitioners not academic study.2010-9-27 10:11 - polo86 - 金融学（理论版）

Vanilla Interest Rate Derivatives Explanation
0 个回复 - 1257 次查看 This is a very good vanilla interest rate product explanation from Calyon internal training. It is practical and covers key products and features.2010-9-27 09:55 - polo86 - 金融学（理论版）

Modern Pricing of interest rate derivatives--Rebonato
7 个回复 - 3552 次查看 [local]2[/local] 高清版2010-8-20 19:20 - zgryyl - 金融工程（数量金融）与金融衍生品

Bibliography of Term Structure and Interest Rate Derivatives Literature
1 个回复 - 1520 次查看利率期限结构模型参考文献大全下载了就给个评分吧2010-7-13 02:15 - joelluo - 文献求助专区

Interest Rate Derivatives-Springer Finance
6 个回复 - 1522 次查看 2009-12-18 10:47 - kelvin_yu318 - 金融学（理论版）

Interest Rate Derivatives - A Primer
4 个回复 - 1753 次查看 Contents Preface ...................................................................................................................................................................................... ...2009-7-30 09:10 - danchina - 金融学（理论版）

European.Fixed.Income.Markets.Money.Bond.and.Interest.Rate.Derivatives
2 个回复 - 1999 次查看 Editorial ReviewsReview“Fetherston lends his expertise and insight…” (UAB Alumni magazine, University of Alabama, April 2004) “…the book provides a useful post-euro update to the fixed-in- ...2008-12-27 10:51 - harrycai0220 - 金融学（理论版）

求Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
6 个回复 - 4531 次查看 Who has the book? Please upload it. It must be selling well. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato Hardcover: 480 pages Publisher: ...2008-2-18 09:19 - fengyun8323 - 金融学（理论版）

[Thank cjulianan]Delta, gamma and bucket hedging of interest rate derivatives
2 个回复 - 3700 次查看题名：Delta, gamma and bucket hedging of interest rate derivatives作者：Robert A. Jarrow; Stuart M. Turnbull期刊全称或缩写：Applied Mathematical Finance年份，卷（期），起止页码： Volume 1,Issue1 Septe ...2008-4-30 04:54 - summerye - 文献求助专区

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