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结果:找到“interest ate 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“
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Modeling
interest
r
ate
volatility
: A Realized GARCH approach
1 个回复 - 260 次查看
【作者(必填)】 22 【文题(必填)】 Modeling
interest
r
ate
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
the influence of
interest
r
ate
volatility
on MBS
0 个回复 - 1004 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
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-R
ate
-Options
1 个回复 - 1113 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
r
ate
volatility
?
1 个回复 - 435 次查看
【作者(必填)】Jaqueline Terra MouraMarinsJosé Valentim MachadoVicente 【文题(必填)】Do the central bank actions reduce
interest
r
ate
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 Correl
ate
d Interest R
ate
2 个回复 - 724 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 Correl
ate
d Interest R
ate
s 【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 R
ate
s, and the Canary in a Coal Mine
1 个回复 - 511 次查看
【作者(必填)】Edward Qian and Wayne Qian 【文题(必填)】The Low-Volatility Anomaly, Interest R
ate
s, 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 R
ate
Variance Swaps and the Pricing of Fixed Income Volatility
8 个回复 - 1245 次查看
BY ANTONIO MELE AND YOSHIKI OBAYASHI One of the pillars supporting the recent movement toward standardized measurement and trading of
interest
r
ate
volatility
is a novel theory of opti ...
2017-8-24 00:10 -
martinnyj
-
金融学(理论版)
Interest r
ate
models enhanced with local
volatility
0 个回复 - 558 次查看
【作者(必填)】Lingling Cao, Pierre Henry-Labordère 【文题(必填)】 Interest r
ate
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
r
ate
swaptions
0 个回复 - 1005 次查看
【作者(必填)】Gatarek, Jabłecki and Qu 【文题(必填)】Non-parametric local
volatility
formula for
interest
r
ate
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
Multiscale Stochastic Volatility for Equity, Interest R
ate
, and Credit Derivativ
6 个回复 - 2963 次查看
Multiscale Stochastic Volatility for Equity, Interest R
ate
, 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)
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