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结果：找到“Interest Rate Option”相关内容24个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

免費 Handbooks in Mathematical Finance -- Option Pricing, Interest Rates and Ris
9 个回复 - 1849 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk ManagementE. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) [hr]Publication Date: July 30, 2001 | ISBN ...2012-11-1 22:59 - martinnyj - 金融学（理论版）

分享：Modelling Fixed Income Securities and Interest Rate Options (2nd Edition)
16 个回复 - 4332 次查看不知道论坛上有没有重复的。如果有请通知一下，立刻删除。 second edition by Robert A. Jarrow2013-6-3 20:02 - flying81 - 金融工程（数量金融）与金融衍生品

Modeling Fixed Income Securities and Interest Rate Options, Third Edition
8 个回复 - 1730 次查看 https://www.amazon.com/Modeling-Securities-Interest-Financial-Mathematics/dp/1138360996 September 30, 2019 | ISBN: 1138360996 | English | 384 Pages | PDF | 8 MB Modeling Fixed Income Secur ...2019-10-15 09:38 - koalachen2013 - 金融学（理论版）

Bond and option pricing for interest rate model with clustering effects
2 个回复 - 616 次查看【作者(必填)】【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区

Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1146 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品

Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
2 个回复 - 2263 次查看 Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates Publisher: Cambridge University Press | ISBN: 0521840457 | edition 2004 | PDF | 332 pages | 1,7 mb ...2010-2-3 18:24 - zhaohailei - 金融学（理论版）

Pricing Black–Scholes options with correlated interest rate risk and credit ris
2 个回复 - 794 次查看【作者(必填)】Szu-Lang Liaoab* & Hsing-Hua Huangb 【文题(必填)】Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension 【年份(必填)】2005 【全文链接或数据 ...2016-1-31 12:15 - ssylzz - 求助成功区

Option Pricing, Interest Rates and Risk Management
6 个回复 - 2482 次查看 Option Pricing, Interest Rates and Risk Management Cambridge University Press | 2001-07-30 | ISBN: 0521792371 | 686 pages | PDF | 3 MB This handbook presents the current state of practice, ...2010-11-2 11:30 - lanxyn - 金融学（理论版）

【PDF下载】Jarrow的Modelling Fixed Income Securities and Interest Rate Options
55 个回复 - 12844 次查看康奈尔大牛Jarrow教授的关于固定收益证券和利率期权的经典专著，坛子里有他的论文集，但没有这本老书。英文原版薄薄一本要70多美刀，索性扫了一把与大家共享。由于没找到02年的第二版，随书装有做利率期权的专利软件 ...2013-6-1 01:54 - Shaolin1 - 金融工程（数量金融）与金融衍生品

Quantum Finance - Path Integrals and Hamiltonians for Options and Interest Rates
79 个回复 - 10526 次查看 **** 本内容被作者隐藏 **** Quantum Finance - Path Integrals and Hamiltonians for Options and Interest Rates Belal E. Baaquie 2004 Cambridge University Press From Cambrigde Books Online Finan ...2012-7-30 13:33 - neowarp - 金融工程（数量金融）与金融衍生品

The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Mod
0 个回复 - 507 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区

【学习笔记】Modeling Fixed Income Securities and Interest Rate Options, ...
0 个回复 - 394 次查看 Modeling Fixed Income Securities and Interest Rate Options, Third Edition 这本书有同学有吗？多谢！2019-10-23 17:32 - jasonwu24 - Forum

免费modeling fixed income securities and interest rate options&Asset Pricing
17 个回复 - 6069 次查看易盘下载: http://www.163pan.com/files/j0c000n0y.html 文件名称: modeling fixed income securities and interest rate options.pdf 文件介绍: Author:Robert A.Jarrow,Stanford Press,364Pages,PDF ======= ...2010-6-19 03:57 - soundleon - 金融学（理论版）

Derivatives_ a comprehensive resource for options, futures, interest rate swaps
6 个回复 - 2610 次查看 2014-7-10 17:35 - bukeyide111 - 金融工程（数量金融）与金融衍生品

求：《Interest Rate Models for Pricing Zero Coupon Bond Options》
2 个回复 - 1127 次查看 ~ Huseyin Senturk (作者), Mehmet Ali Karadag (作者) [*]出版社: LAP Lambert Academic Publishing (2010年6月30日) [*]平装: 100页 [*]语种：英语 [*]ISBN: 3838353579 [*]条形码: 97838383535792014-2-28 09:42 - 唐宋元清 - 悬赏大厅

悬赏求助 [Book] Interest Rate Futures and Options
3 个回复 - 810 次查看书名：Interest Rate Futures and Options作者：Mark Pitts rank J.Fabozzi2013-9-16 11:44 - suoyuanyuan - 悬赏大厅

康奈尔大学MBA课程Fixed Income Securities & Interest Rate Options课件
86 个回复 - 10173 次查看按建议打成一个包了。Topics include the term structure of interest rates, interest rate swaps (caps, floors, collars),**** 本内容被作者隐藏 ****2011-4-11 08:43 - wth1116 - MBA专版

forward rate agreement 和 interest rate option的问题
2 个回复 - 2841 次查看 "The payoff to a FRA is equivalent to that of a long interest rate call option and a short interest rate put option" 谁能帮忙解释一下为什么payoff 相当于long interest rate call option, short interest ...2013-11-6 05:10 - 柳叶拜 - Forum

Valuation of European Options Subject to Financial Distress and Interest Rate ri
1 个回复 - 960 次查看【作者(必填)】Peter Klein and Michael Inglis 【文题(必填)】Valuation of European Options Subject to Financial Distress and Interest Rate ri 【年份(必填)】The Journal of Derivatives Spring 1999 ...2013-9-29 20:17 - ssylzz - 求助成功区

求一本金融书籍Modeling fixed income securities and interest rate option
5 个回复 - 2395 次查看急求Jarrow 2002年的一本金融书籍 modeling fixed income securities and interest rate options 求大家帮助2011-4-21 22:58 - Leegenesszz - 金融学（理论版）

bond内嵌option情况下interest rate哪个大？
2 个回复 - 1134 次查看 bond内嵌option情况下interest rate哪个大？ Which one offer greatest interest rate: 5% 10-year callable bond 我觉得这个rate最大 5% 10-year option free bond 答案说选这个。。。 5% 10-ye ...2011-5-19 21:13 - armstrongggggg - CFA、CVA、FRM等金融考证论坛

继续问个小白问题，关于fixed income interest rate option这一块儿的
1 个回复 - 1291 次查看书4 P148 第3道题目就举个例子吧，interest rate变化的时候，selling covered calls这个strategy对pension fund的影响。看到答案我还是一团糊涂。请指教，谢谢！2011-5-19 11:11 - Itokinblue - CFA Level 3 学习群组

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