结果：找到“derivatives pricing”相关内容152个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Credit Derivatives Pricing Models Model, Pricing and Implementation
3 个回复 - 3623 次查看 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学（理论版）
3 个回复 - 3623 次查看 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a ...2018-4-24 10:50 - sololou - 金融学（理论版）
[专题系列] Energy Derivatives Pricing (能源衍生品定价介绍，27篇文献，全部免费)
375 个回复 - 52726 次查看 我发现版上关于能源衍生品（energy derivatives）的资料不多，金融上传下载区有些相关书籍（Energy Derivatives - Pricing and Risk Management，Energy Risk: Valuing and Managing Energy Derivatives）。我上传的 ...2014-4-28 04:21 - wwqqer - 金融工程（数量金融）与金融衍生品
375 个回复 - 52726 次查看 我发现版上关于能源衍生品（energy derivatives）的资料不多，金融上传下载区有些相关书籍（Energy Derivatives - Pricing and Risk Management，Energy Risk: Valuing and Managing Energy Derivatives）。我上传的 ...2014-4-28 04:21 - wwqqer - 金融工程（数量金融）与金融衍生品
【独家发布】Modern Derivatives Pricing and Credit Exposure Analysis
3 个回复 - 2106 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
3 个回复 - 2106 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
Pricing Models of Volatility Products and Exotic Variance Derivatives
8 个回复 - 1063 次查看 Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book be ...2023-2-19 18:19 - cheeyuen1994 - 金融工程（数量金融）与金融衍生品
8 个回复 - 1063 次查看 Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book be ...2023-2-19 18:19 - cheeyuen1994 - 金融工程（数量金融）与金融衍生品
【经典教材系列】 Modern Derivatives Pricing
120 个回复 - 7751 次查看 2015年最新教材，降价出售期已过，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”！。 ...2016-1-24 06:38 - wwqqer - 金融学（理论版）
120 个回复 - 7751 次查看 2015年最新教材，降价出售期已过，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”！。 ...2016-1-24 06:38 - wwqqer - 金融学（理论版）
Pricing weather derivatives with partial differential equations
1 个回复 - 45 次查看 This paper means to price weather derivatives through solving the Partial Differential Equation (PDE) of the Ornstein–Uhlenbeck process. Since the PDE is convection dominated, a finite difference s ...2019-4-12 11:28 - mathlee - Forum
1 个回复 - 45 次查看 This paper means to price weather derivatives through solving the Partial Differential Equation (PDE) of the Ornstein–Uhlenbeck process. Since the PDE is convection dominated, a finite difference s ...2019-4-12 11:28 - mathlee - Forum
C++ Design Patterns and Derivatives Pricing
1 个回复 - 924 次查看 2020-10-25 01:57 - 电氷氺箱 - 金融工程（数量金融）与金融衍生品
1 个回复 - 924 次查看 2020-10-25 01:57 - 电氷氺箱 - 金融工程（数量金融）与金融衍生品
Financial Derivatives Pricing and Risk Management, Robert Kolb (2010)
62 个回复 - 6756 次查看 Book DescriptionPublication Date: 24 Nov 2009 | ISBN-10: 0470499109 | ISBN-13: 978-0470499108 Essential insights on the various aspects of financial derivatives If you want to understand derivatives ...2012-9-15 00:05 - zhouye2k - 金融学（理论版）
62 个回复 - 6756 次查看 Book DescriptionPublication Date: 24 Nov 2009 | ISBN-10: 0470499109 | ISBN-13: 978-0470499108 Essential insights on the various aspects of financial derivatives If you want to understand derivatives ...2012-9-15 00:05 - zhouye2k - 金融学（理论版）
免費 Pricing of Interest Rate Derivatives with the LIBOR Market Model
9 个回复 - 3410 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）
9 个回复 - 3410 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）
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3674 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
12 个回复 - 3674 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
Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 2958 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
2 个回复 - 2958 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
[下载]找了好久才找到的电子书籍《Levy process in finance:Pricing Financial Derivatives》Wim Schou
21 个回复 - 6416 次查看 2008-10-15 15:27 - xfoooym - 经济金融数学专区
21 个回复 - 6416 次查看 2008-10-15 15:27 - xfoooym - 经济金融数学专区
【学习笔记】#求#
Pricing and trading interest rate derivatives a practic ...
4 个回复 - 1107 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
4 个回复 - 1107 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
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives
27 个回复 - 10034 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
27 个回复 - 10034 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
Pricing and hedging of derivatives in contagious markets
1 个回复 - 764 次查看 【作者(必填)】Thomas Kokholm 【文题(必填)】Pricing and hedging of derivatives in contagious markets 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2020-6-17 11:42 - ssylzz - 求助成功区
1 个回复 - 764 次查看 【作者(必填)】Thomas Kokholm 【文题(必填)】Pricing and hedging of derivatives in contagious markets 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2020-6-17 11:42 - ssylzz - 求助成功区
[论坛首发] Robert Kolb (2010) Financial Derivatives Pricing and Risk Management
10 个回复 - 3432 次查看 Financial Derivatives: Pricing and Risk Management 作者: Edited by Robert Kolb, James A. Overdahl日期: 2009-11-02ISBN: 0470499109页数: 600语言: English出版社: Wiley2011-11-7 23:59 - midi51 - 金融学（理论版）
10 个回复 - 3432 次查看 Financial Derivatives: Pricing and Risk Management 作者: Edited by Robert Kolb, James A. Overdahl日期: 2009-11-02ISBN: 0470499109页数: 600语言: English出版社: Wiley2011-11-7 23:59 - midi51 - 金融学（理论版）
哈佛商学院案例 HBS Cases - Asset Pricing & Derivatives
11 个回复 - 9982 次查看 之前购买的Asset Pricing & Derivatives相关的案例，列表如下： 1. MetallgesellschaftAG 2. The Walt DisneyCompany’s Yen Financing3. Hedging CurrencyRisks at AIFS4. Cephalon5. Risk Management atApache 6. ...2015-12-27 10:24 - simon_hopkins - 案例库
11 个回复 - 9982 次查看 之前购买的Asset Pricing & Derivatives相关的案例，列表如下： 1. MetallgesellschaftAG 2. The Walt DisneyCompany’s Yen Financing3. Hedging CurrencyRisks at AIFS4. Cephalon5. Risk Management atApache 6. ...2015-12-27 10:24 - simon_hopkins - 案例库
金融程工必读的书-Modern Pricing of Interest-Rate Derivatives_Rebonato.part1,2
9 个回复 - 3215 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
9 个回复 - 3215 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
Widening the Range of Underlyings for Derivatives Pricing with QUAD ...
0 个回复 - 675 次查看 【作者(必填)】Su, H. and Newton, D. P. 【文题(必填)】Widening the Range of Underlyings for Derivatives Pricing with QUAD by using Finite Difference to Calculate Transition Densities - demonstrated ...2020-1-13 09:39 - solow1 - 文献求助专区
0 个回复 - 675 次查看 【作者(必填)】Su, H. and Newton, D. P. 【文题(必填)】Widening the Range of Underlyings for Derivatives Pricing with QUAD by using Finite Difference to Calculate Transition Densities - demonstrated ...2020-1-13 09:39 - solow1 - 文献求助专区
Brazilian Derivatives and Securities: Pricing and Risk Management of FX
43 个回复 - 7308 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The Brazilian financial markets operate in a very different way to their G7 counterpart ...2016-7-20 13:09 - exuan1991 - 金融学（理论版）
43 个回复 - 7308 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The Brazilian financial markets operate in a very different way to their G7 counterpart ...2016-7-20 13:09 - exuan1991 - 金融学（理论版）
Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
3 个回复 - 2945 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区
3 个回复 - 2945 次查看 J Hamish M Darbyshire http://amzn.eu/4ZEjZ0I2018-8-13 05:40 - manuchill - 文献求助专区
evolution of real estate derivatives and their pricing 2019
2 个回复 - 1011 次查看 evolution of real estate derivatives and their pricing 2019 Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru Abstract Real estate derivatives have the potential to stabilize one of the mo ...2019-10-1 16:32 - qbasicgg - 金融学（理论版）
2 个回复 - 1011 次查看 evolution of real estate derivatives and their pricing 2019 Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru Abstract Real estate derivatives have the potential to stabilize one of the mo ...2019-10-1 16:32 - qbasicgg - 金融学（理论版）
Pricing and Hedging Financial Derivatives: A Guide for Practitioners
62 个回复 - 11994 次查看 The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really unders ...2014-7-2 09:54 - 大家开心 - 金融学（理论版）
62 个回复 - 11994 次查看 The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really unders ...2014-7-2 09:54 - 大家开心 - 金融学（理论版）
The Journal of Derivatives 文献求助A Simple Accurate Binomial Tree for Pricing
1 个回复 - 681 次查看 【作者(必填)】 :Guo, SX (Guo, Shuxin); Liu, Q (Liu, Qiang) 【文题(必填)】 A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends 【年份(必填)】 2019 【全文链接 ...2019-8-21 17:21 - sunlihua - 文献求助专区
1 个回复 - 681 次查看 【作者(必填)】 :Guo, SX (Guo, Shuxin); Liu, Q (Liu, Qiang) 【文题(必填)】 A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends 【年份(必填)】 2019 【全文链接 ...2019-8-21 17:21 - sunlihua - 文献求助专区
Commodities and commodity derivatives modelling and pricing
11 个回复 - 5113 次查看 Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and EnergyHelyette Geman ISBN: 978-0-470-01218-5 Hardcover 416 pages January 2005 Description h ...2013-9-7 22:45 - martinnyj - 金融学（理论版）
11 个回复 - 5113 次查看 Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and EnergyHelyette Geman ISBN: 978-0-470-01218-5 Hardcover 416 pages January 2005 Description h ...2013-9-7 22:45 - martinnyj - 金融学（理论版）
谁有：Pricing and Trading Interest Rate Derivatives： a practical guide to swaps
0 个回复 - 1624 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
0 个回复 - 1624 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
《C++ Design Patterns and Derivatives Pricing》-北美金融工程C++教材(附C++ Code)
108 个回复 - 33210 次查看 《C++ Design Patterns and Derivatives Pricing》第二版--北美金融工程常用C++教材(附C++ Code) 本书将C++应用于Monte Carlo期权定价和Tree定价方法上，并且巧妙地将Quant面试中常问的Design Pattern融入了这些期 ...2010-12-26 00:40 - lyx3002 - 金融工程（数量金融）与金融衍生品
108 个回复 - 33210 次查看 《C++ Design Patterns and Derivatives Pricing》第二版--北美金融工程常用C++教材(附C++ Code) 本书将C++应用于Monte Carlo期权定价和Tree定价方法上，并且巧妙地将Quant面试中常问的Design Pattern融入了这些期 ...2010-12-26 00:40 - lyx3002 - 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 - 2963 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
9 个回复 - 2963 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
Financial Derivatives-Pricing,Applications and Mathematics
21 个回复 - 7915 次查看 英文作者大牛简介 Jamil Baz is Head of Global Fixed Income Research at Deutsche Bank, London. Prior to this appointment, he was a Managing Director at Lehman Brothers. Dr. Baz is a Research Fellow ...2009-9-30 08:14 - ibanker - 金融工程（数量金融）与金融衍生品
21 个回复 - 7915 次查看 英文作者大牛简介 Jamil Baz is Head of Global Fixed Income Research at Deutsche Bank, London. Prior to this appointment, he was a Managing Director at Lehman Brothers. Dr. Baz is a Research Fellow ...2009-9-30 08:14 - ibanker - 金融工程（数量金融）与金融衍生品
Credit Derivatives Pricing Models - Schonbucher
3 个回复 - 1528 次查看 Credit Derivatives Pricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher ISBN: 978-0-470-84291-1 396 pages May 2003 Description The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学（理论版）
3 个回复 - 1528 次查看 Credit Derivatives Pricing Models: Models, Pricing and ImplementationPhilipp J. Schönbucher ISBN: 978-0-470-84291-1 396 pages May 2003 Description The credit derivatives market ...2017-8-20 23:15 - martinnyj - 金融学（理论版）
Levy Processes in Finance-Pricing Financial Derivatives
11 个回复 - 3217 次查看 再贡献本好书2009-8-14 22:41 - braveyellowj - CFA、CVA、FRM等金融考证论坛
11 个回复 - 3217 次查看 再贡献本好书2009-8-14 22:41 - braveyellowj - CFA、CVA、FRM等金融考证论坛
免費 Levy Processes in Finance: Pricing Financial Derivatives
17 个回复 - 6237 次查看 Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics) ~ Wim Schoutens Product DescriptionFinancial mathematics has recently enjoyed conside ...2010-4-25 11:47 - martinnyj - 金融学（理论版）
17 个回复 - 6237 次查看 Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics) ~ Wim Schoutens Product DescriptionFinancial mathematics has recently enjoyed conside ...2010-4-25 11:47 - martinnyj - 金融学（理论版）
免费C++ Design Patterns and Derivatives Pricing-北美金融工程C++ Code
13 个回复 - 5348 次查看 Here is the weblink of code on author's website. http://www.markjoshi.com/design/DesignCPP.zip That is free of charge for people who are poor like me. Thanks2011-1-16 02:54 - junarry - 金融工程（数量金融）与金融衍生品
13 个回复 - 5348 次查看 Here is the weblink of code on author's website. http://www.markjoshi.com/design/DesignCPP.zip That is free of charge for people who are poor like me. Thanks2011-1-16 02:54 - junarry - 金融工程（数量金融）与金融衍生品
Local Volatility Pricing Models for Long-Dated FX Derivatives
3 个回复 - 852 次查看 【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区
3 个回复 - 852 次查看 【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区
Advanced Pricing And Risk Management for Equity Derivatives
3 个回复 - 2223 次查看 Advanced Pricing And Risk Management for Equity Derivatives2009-6-19 00:39 - rich1027 - 金融学（理论版）
3 个回复 - 2223 次查看 Advanced Pricing And Risk Management for Equity Derivatives2009-6-19 00:39 - rich1027 - 金融学（理论版）
[分享]Advanced Pricing and Risk Management for Equity Derivatives
4 个回复 - 2444 次查看 [Money=5]Advanced Pricing and Risk Management for Equity Derivatives.pdf[/Money] [此贴子已经被作者于2007-2-22 16:41:24编辑过]2007-2-20 18:55 - gguripark - 金融学（理论版）
4 个回复 - 2444 次查看 [Money=5]Advanced Pricing and Risk Management for Equity Derivatives.pdf[/Money] [此贴子已经被作者于2007-2-22 16:41:24编辑过]2007-2-20 18:55 - gguripark - 金融学（理论版）
[求助]求 Trading and Pricing Financial Derivatives
0 个回复 - 747 次查看 求下面这本书！万分感谢~ Boyle, P & McDougall, J. (2015). Trading and Pricing Financial Derivatives: A Guide to Futures, Options, and Swaps. Createspace, Charleston USA.2018-1-30 05:51 - DaisyCsq - 休闲灌水
0 个回复 - 747 次查看 求下面这本书！万分感谢~ Boyle, P & McDougall, J. (2015). Trading and Pricing Financial Derivatives: A Guide to Futures, Options, and Swaps. Createspace, Charleston USA.2018-1-30 05:51 - DaisyCsq - 休闲灌水
Pricing Derivatives Under Levy Models
4 个回复 - 1779 次查看 Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach by Andrey Itkin (Author) 1st ed. 2017 Edition This monograph presents a novel nu ...2017-10-15 15:09 - deem - 金融学（理论版）
4 个回复 - 1779 次查看 Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach by Andrey Itkin (Author) 1st ed. 2017 Edition This monograph presents a novel nu ...2017-10-15 15:09 - deem - 金融学（理论版）
Numerical Pricing & Risk Management of Energy Commodities Derivatives
1 个回复 - 1187 次查看 Numerical Pricing & Risk Management of Energy Commodities Derivatives Konstantinos A. Sofos Contents Acknowledgments 1 I. Introduction 5 1. Risk Management & Price Modeling 7 1.1. In ...2017-9-12 14:26 - martinnyj - 金融学（理论版）
1 个回复 - 1187 次查看 Numerical Pricing & Risk Management of Energy Commodities Derivatives Konstantinos A. Sofos Contents Acknowledgments 1 I. Introduction 5 1. Risk Management & Price Modeling 7 1.1. In ...2017-9-12 14:26 - martinnyj - 金融学（理论版）
Energy derivatives – Optimisation & Pricing
7 个回复 - 909 次查看 Energy derivatives – Optimisation & Pricing February 2015 Arnaud de Latour Outline Energy derivatives modelling A typical energy portolio Market modelling of some ...2017-8-21 13:50 - martinnyj - 金融学（理论版）
7 个回复 - 909 次查看 Energy derivatives – Optimisation & Pricing February 2015 Arnaud de Latour Outline Energy derivatives modelling A typical energy portolio Market modelling of some ...2017-8-21 13:50 - martinnyj - 金融学（理论版）
免費 Analytical and numerical methods for pricing financial derivatives
6 个回复 - 845 次查看 Sercovic Course Notes Outline 1 Financial derivatives as tool for protecting volatile underlying assets 2 Stochastic differential calculus, Itˉo’s lemma, Itˉo’s integral 3 Pricin ...2017-8-21 11:56 - martinnyj - 金融学（理论版）
6 个回复 - 845 次查看 Sercovic Course Notes Outline 1 Financial derivatives as tool for protecting volatile underlying assets 2 Stochastic differential calculus, Itˉo’s lemma, Itˉo’s integral 3 Pricin ...2017-8-21 11:56 - martinnyj - 金融学（理论版）
免費 An Introduction to Modern Pricing of Interest Rate Derivatives
5 个回复 - 1048 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）
5 个回复 - 1048 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）
Financial Derivatives - Pricing, Applications and Mathematics
15 个回复 - 2025 次查看 Financial Derivatives - Pricing, Applications and Mathematics (Cambridge, 2008) by Jamil Baz and George Chacko Combining their corporate and academic experiences, Jamil Baz and George Chacko of ...2017-6-28 10:36 - h2h2 - 金融学（理论版）
15 个回复 - 2025 次查看 Financial Derivatives - Pricing, Applications and Mathematics (Cambridge, 2008) by Jamil Baz and George Chacko Combining their corporate and academic experiences, Jamil Baz and George Chacko of ...2017-6-28 10:36 - h2h2 - 金融学（理论版）
Quantitative Methods in Derivatives Pricing
1 个回复 - 1574 次查看 Quantitative Methods in Derivatives Pricing Ebook version2010-8-14 23:19 - hondakit - 金融学（理论版）
1 个回复 - 1574 次查看 Quantitative Methods in Derivatives Pricing Ebook version2010-8-14 23:19 - hondakit - 金融学（理论版）
经典好书：Quantitative Methods in Derivatives Pricing: An Introduction to Computation
29 个回复 - 10146 次查看 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance [此贴子已经被作者于2007-4-28 22:02:21编辑过]2007-2-25 16:41 - mxgu - 计量经济学与统计软件
29 个回复 - 10146 次查看 Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance [此贴子已经被作者于2007-4-28 22:02:21编辑过]2007-2-25 16:41 - mxgu - 计量经济学与统计软件
[推荐]Quantitative Methods in derivatives pricing
1 个回复 - 1850 次查看 Quantitative Methods in derivatives pricing---An Introduction to Computational FinanceAuthor: Domingo Tavella2009-5-1 16:18 - 081015042 - 计量经济学与统计软件
1 个回复 - 1850 次查看 Quantitative Methods in derivatives pricing---An Introduction to Computational FinanceAuthor: Domingo Tavella2009-5-1 16:18 - 081015042 - 计量经济学与统计软件
Wiley Finance——Quantitative Methods in Derivatives Pricing
6 个回复 - 3130 次查看 CHAPTER 1 Arbitrage and Pricing 1 The Pricing Problem 1 Arbitrage 2 State Prices 2 Present Value as an Expectation of Future Values 4 CHAPTER 2 Fundamentals of Stochastic Calculus 9 Basic Defi ...2009-12-17 13:19 - icapm - 金融学（理论版）
6 个回复 - 3130 次查看 CHAPTER 1 Arbitrage and Pricing 1 The Pricing Problem 1 Arbitrage 2 State Prices 2 Present Value as an Expectation of Future Values 4 CHAPTER 2 Fundamentals of Stochastic Calculus 9 Basic Defi ...2009-12-17 13:19 - icapm - 金融学（理论版）
C++ DESIGN PATTERNS AND DERIVATIVES PRICING(清晰文字版）
3 个回复 - 2138 次查看 很实用的一本书。2010-6-23 11:17 - raiden_lee - 金融学（理论版）
3 个回复 - 2138 次查看 很实用的一本书。2010-6-23 11:17 - raiden_lee - 金融学（理论版）
A Pricing Framework for Real Estate Derivatives
2 个回复 - 734 次查看 【作者(必填)】FJ Fabozzi，RJ Shiller，RS Tunaru 【文题(必填)】A Pricing Framework for Real Estate Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-12-29 18:18 - Captain-CUI - 求助成功区
2 个回复 - 734 次查看 【作者(必填)】FJ Fabozzi，RJ Shiller，RS Tunaru 【文题(必填)】A Pricing Framework for Real Estate Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-12-29 18:18 - Captain-CUI - 求助成功区
求高清版 Credit Derivatives Pricing Models
1 个回复 - 1470 次查看 Wiley Finance 272，作者Philipp J. Schönbucher2016-3-27 11:09 - seeking - 悬赏大厅
1 个回复 - 1470 次查看 Wiley Finance 272，作者Philipp J. Schönbucher2016-3-27 11:09 - seeking - 悬赏大厅
【金融衍生品】 Pricing and Liquidity of Complex and Structured Derivatives (2016
54 个回复 - 4122 次查看 Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data Authors: Mathias Schmidt This book introduces the “strike o ...2016-11-23 12:13 - cmwei333 - 金融学（理论版）
54 个回复 - 4122 次查看 Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data Authors: Mathias Schmidt This book introduces the “strike o ...2016-11-23 12:13 - cmwei333 - 金融学（理论版）
求中文版C++ Design Patterns and Derivatives Pricing这本书
3 个回复 - 2452 次查看 求这本书的中文版，谢谢各位大拿！！！2016-9-1 22:19 - Dalpywnoy - 金融工程（数量金融）与金融衍生品
3 个回复 - 2452 次查看 求这本书的中文版，谢谢各位大拿！！！2016-9-1 22:19 - Dalpywnoy - 金融工程（数量金融）与金融衍生品
(Rebonato经典大作)Modern Pricing of Interest-Rate Derivatives
12 个回复 - 5570 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）
12 个回复 - 5570 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）
<Credit Derivatives Pricing Models> by Schonbucher
20 个回复 - 6139 次查看 有人发邮件找我要这本的copy，但是邮箱一直出问题，附件不能加载，只能发在论坛上了，希望那位兄弟能看到。 多人推荐，但是论坛上之前的那个帖子pdf打不开，有需要的可以在我这里下，内容介绍就不给了，原谅一下。 ...2010-1-7 10:21 - coolbug86 - 金融学（理论版）
20 个回复 - 6139 次查看 有人发邮件找我要这本的copy，但是邮箱一直出问题，附件不能加载，只能发在论坛上了，希望那位兄弟能看到。 多人推荐，但是论坛上之前的那个帖子pdf打不开，有需要的可以在我这里下，内容介绍就不给了，原谅一下。 ...2010-1-7 10:21 - coolbug86 - 金融学（理论版）
Energy Derivatives - Pricing and Risk Management
11 个回复 - 5842 次查看 Energy Derivatives: Pricing and Risk Management Chris Strickland Les Clewlow (Author) Product Details [*]Hardcover: 224 pages [*]Publisher: Lacima Group (August 1, 2000) [*]Language: Eng ...2012-10-11 00:09 - martinnyj - 金融学（理论版）
11 个回复 - 5842 次查看 Energy Derivatives: Pricing and Risk Management Chris Strickland Les Clewlow (Author) Product Details [*]Hardcover: 224 pages [*]Publisher: Lacima Group (August 1, 2000) [*]Language: Eng ...2012-10-11 00:09 - martinnyj - 金融学（理论版）
Modeling and Pricing Longevity Derivatives
1 个回复 - 548 次查看 【作者(必填)】Shuo-Li Chuanga & Patrick L. Brocketta 【文题(必填)】Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform 【年份(必填)】2014 【全文 ...2016-5-19 14:28 - hnu123 - 求助成功区
1 个回复 - 548 次查看 【作者(必填)】Shuo-Li Chuanga & Patrick L. Brocketta 【文题(必填)】Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform 【年份(必填)】2014 【全文 ...2016-5-19 14:28 - hnu123 - 求助成功区
[下载] C++ Design Patterns and Derivatives Pricing (2nd.edition)
6 个回复 - 4668 次查看 [下载] C++ Design Patterns and Derivatives Pricing (2nd.edition)2010-3-21 01:26 - likehere - 金融学（理论版）
6 个回复 - 4668 次查看 [下载] C++ Design Patterns and Derivatives Pricing (2nd.edition)2010-3-21 01:26 - likehere - 金融学（理论版）
Exotic FX Derivatives Pricing
2 个回复 - 1368 次查看 【作者(必填)】Giles Peter Jewitt 【文题(必填)】Exotic FX Derivatives Pricing 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118967553.ch18/sum ...2015-11-20 22:30 - Bumboo - 求助成功区
2 个回复 - 1368 次查看 【作者(必填)】Giles Peter Jewitt 【文题(必填)】Exotic FX Derivatives Pricing 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118967553.ch18/sum ...2015-11-20 22:30 - Bumboo - 求助成功区
Financial Econometrics Modeling Derivatives Pricing, Hedge Funds and Term Struct
2 个回复 - 2112 次查看 This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivat ...2015-6-26 10:41 - nelsoncwlee - 金融学（理论版）
2 个回复 - 2112 次查看 This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivat ...2015-6-26 10:41 - nelsoncwlee - 金融学（理论版）
Financial Derivatives Pricing-Selected Works of Robert Jarrow
9 个回复 - 13696 次查看 Financial Derivatives Pricing-Selected Works of Robert Jarrow Published by World Scientific Publishing Co. Pte. Ltd. Copyright 2008 ISBN-13 978-981-281-920-8 ISBN-10 981-281-920-8 609pages 一切都 ...2009-8-30 13:11 - ddxy - 金融工程（数量金融）与金融衍生品
9 个回复 - 13696 次查看 Financial Derivatives Pricing-Selected Works of Robert Jarrow Published by World Scientific Publishing Co. Pte. Ltd. Copyright 2008 ISBN-13 978-981-281-920-8 ISBN-10 981-281-920-8 609pages 一切都 ...2009-8-30 13:11 - ddxy - 金融工程（数量金融）与金融衍生品
The Feynman-Kac formula and pricing occupation time derivatives
1 个回复 - 878 次查看 【作者(必填)】 JULIEN-N. HUGONNIER 【文题(必填)】 The Feynman-Kac formula and pricing occupation time derivatives 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.worldscientific.com ...2015-7-7 16:15 - feiyufans - 求助成功区
1 个回复 - 878 次查看 【作者(必填)】 JULIEN-N. HUGONNIER 【文题(必填)】 The Feynman-Kac formula and pricing occupation time derivatives 【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://www.worldscientific.com ...2015-7-7 16:15 - feiyufans - 求助成功区
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds
7 个回复 - 3309 次查看 前面的文件没有上全，现在更新！ Greg N. Gregoriou and Razvan Pascalau, "Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models"Palgrave Macmillan | 1st Edition ...2011-3-11 15:06 - lanxyn - 金融学（理论版）
7 个回复 - 3309 次查看 前面的文件没有上全，现在更新！ Greg N. Gregoriou and Razvan Pascalau, "Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models"Palgrave Macmillan | 1st Edition ...2011-3-11 15:06 - lanxyn - 金融学（理论版）
Asset Pricing in the Derivatives Market
7 个回复 - 3291 次查看 Asset Pricing in the Derivatives Market Derivative securities provide an important tool for the investors to protect themselves against market risks in the future. This course concentrates on the t ...2009-8-29 22:39 - wanghuimin - 金融学（理论版）
7 个回复 - 3291 次查看 Asset Pricing in the Derivatives Market Derivative securities provide an important tool for the investors to protect themselves against market risks in the future. This course concentrates on the t ...2009-8-29 22:39 - wanghuimin - 金融学（理论版）
Advanced Derivatives Pricing and Risk Management. Theory
2 个回复 - 1427 次查看 Advanced Derivatives Pricing and Risk Management. Theory, Tools and Hands-On Programming Application2015-3-30 03:14 - 上官清云 - 站务与外事
2 个回复 - 1427 次查看 Advanced Derivatives Pricing and Risk Management. Theory, Tools and Hands-On Programming Application2015-3-30 03:14 - 上官清云 - 站务与外事
求C++ Design Patterns and Derivatives Pricing
2 个回复 - 832 次查看 C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) M. S. Joshi (Author)2014-2-14 11:45 - kingvern - 求助成功区
2 个回复 - 832 次查看 C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) M. S. Joshi (Author)2014-2-14 11:45 - kingvern - 求助成功区
(Wiley Finance 041)Credit Derivatives Instruments applications and pricing
1 个回复 - 1318 次查看 2014-7-13 00:54 - 514050209 - 量化投资
1 个回复 - 1318 次查看 2014-7-13 00:54 - 514050209 - 量化投资
正式版Pricing currency derivatives under the benchmark approach
1 个回复 - 1239 次查看 【作者(必填)】 【文题(必填)】Pricing currency derivatives under the benchmark approach 【年份(必填)】Journal of Banking & FinanceVolume 53, April 2015, Pages 34–48 【全文链接或数据库名称(选填)】 ...2015-1-21 05:22 - ssylzz - 文献求助专区
1 个回复 - 1239 次查看 【作者(必填)】 【文题(必填)】Pricing currency derivatives under the benchmark approach 【年份(必填)】Journal of Banking & FinanceVolume 53, April 2015, Pages 34–48 【全文链接或数据库名称(选填)】 ...2015-1-21 05:22 - ssylzz - 文献求助专区
Advanced derivatives pricing and risk management
2 个回复 - 1078 次查看 高清版 订价相关理论2015-1-17 01:09 - h19881812 - 金融学（理论版）
2 个回复 - 1078 次查看 高清版 订价相关理论2015-1-17 01:09 - h19881812 - 金融学（理论版）
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Ap
1 个回复 - 876 次查看 【作者(必填)】Minqiang Li* 【文题(必填)】Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 【年份(必填)】 【全文链接或数据库名称(选填)】http://onlinelibra ...2014-12-31 02:21 - ssylzz - 求助成功区
1 个回复 - 876 次查看 【作者(必填)】Minqiang Li* 【文题(必填)】Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 【年份(必填)】 【全文链接或数据库名称(选填)】http://onlinelibra ...2014-12-31 02:21 - ssylzz - 求助成功区
SunGard Fastval - OTC Derivatives pricing model
1 个回复 - 2171 次查看 2014-11-6 21:07 - chanzhuwang1 - 金融工程（数量金融）与金融衍生品
1 个回复 - 2171 次查看 2014-11-6 21:07 - chanzhuwang1 - 金融工程（数量金融）与金融衍生品
Model calibration for financial derivatives : from hedging to pricing
0 个回复 - 1260 次查看 【作者(必填)】Frédéric Abergel 【文题(必填)】Model calibration for financial derivatives : from hedging to pricing 【年份(必填)】2014 【全文链接或数据库名称(选填)】Wiley-Blackwell2014-9-7 15:52 - Bumboo - 文献求助专区
0 个回复 - 1260 次查看 【作者(必填)】Frédéric Abergel 【文题(必填)】Model calibration for financial derivatives : from hedging to pricing 【年份(必填)】2014 【全文链接或数据库名称(选填)】Wiley-Blackwell2014-9-7 15:52 - Bumboo - 文献求助专区
Pricing and Hedging Financial Derivatives_ A Guide for Practitioners
2 个回复 - 2068 次查看 2014-7-17 17:05 - bukeyide111 - 金融工程（数量金融）与金融衍生品
2 个回复 - 2068 次查看 2014-7-17 17:05 - bukeyide111 - 金融工程（数量金融）与金融衍生品
求：DERIVATIVES PRICING: THE CLASSIC COLLECTION
2 个回复 - 1985 次查看 [*]Hardcover: 564 pages [*]Publisher: Risk Books (Sept. 25 2004) [*]Language: English [*]ISBN-10: 1904339336 [*]ISBN-13: 978-1904339335 多谢多谢2014-6-13 10:41 - Zephyr15 - 求助成功区
2 个回复 - 1985 次查看 [*]Hardcover: 564 pages [*]Publisher: Risk Books (Sept. 25 2004) [*]Language: English [*]ISBN-10: 1904339336 [*]ISBN-13: 978-1904339335 多谢多谢2014-6-13 10:41 - Zephyr15 - 求助成功区
Modern Pricing of interest rate derivatives--Rebonato
22 个回复 - 6012 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
22 个回复 - 6012 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
2014新书免费发布：Weather derivatives modeling and pricing weather-related risk
7 个回复 - 2104 次查看 Weather Derivatives: Modeling and Pricing Weather-Related Risk [精装] A. K. Alexandridis (作者), Achilleas Zapranis (作者) 分享我的评价 | 亚马逊正品行货 | [hr] ...2013-12-26 23:10 - rmatrix - 金融工程（数量金融）与金融衍生品
7 个回复 - 2104 次查看 Weather Derivatives: Modeling and Pricing Weather-Related Risk [精装] A. K. Alexandridis (作者), Achilleas Zapranis (作者) 分享我的评价 | 亚马逊正品行货 | [hr] ...2013-12-26 23:10 - rmatrix - 金融工程（数量金融）与金融衍生品
急求： Derivatives Pricing: The Classic Collection
7 个回复 - 4509 次查看 介绍如下： Derivatives Pricing: The Classic Collection Introduction Peter Carr, Bloomberg SECTION 1: Classics 1. Theory of Speculation Louis Bachelier, Deceased 2. The Pricing of Comm ...2009-9-2 10:34 - zj418081327 - 金融工程（数量金融）与金融衍生品
7 个回复 - 4509 次查看 介绍如下： Derivatives Pricing: The Classic Collection Introduction Peter Carr, Bloomberg SECTION 1: Classics 1. Theory of Speculation Louis Bachelier, Deceased 2. The Pricing of Comm ...2009-9-2 10:34 - zj418081327 - 金融工程（数量金融）与金融衍生品
Pricing and Hedging Financial Derivatives - A Guide for Practitioners
7 个回复 - 3348 次查看 一本纯实战型的衍生品定价书，intuitive为主，不侧重于数学，目录可在amazon查询，jpg格式，手工制作，可不知道如何做成一个pdf里，请见谅！2014-1-14 10:09 - bukeyide111 - 金融工程（数量金融）与金融衍生品
7 个回复 - 3348 次查看 一本纯实战型的衍生品定价书，intuitive为主，不侧重于数学，目录可在amazon查询，jpg格式，手工制作，可不知道如何做成一个pdf里，请见谅！2014-1-14 10:09 - bukeyide111 - 金融工程（数量金融）与金融衍生品
Urgent need of "Derivatives Pricing: The Classic Collection"
3 个回复 - 1916 次查看 Anyone who got an electronic version of this book? Derivatives Pricing: The Classic Collection can anyone share it with me? or give me a link to where I can download it? thanks for generous shari ...2012-3-14 23:36 - yuyanzhangqy - 金融工程（数量金融）与金融衍生品
3 个回复 - 1916 次查看 Anyone who got an electronic version of this book? Derivatives Pricing: The Classic Collection can anyone share it with me? or give me a link to where I can download it? thanks for generous shari ...2012-3-14 23:36 - yuyanzhangqy - 金融工程（数量金融）与金融衍生品
国内首发：Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorith
1 个回复 - 2867 次查看 Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms Svenja Hager (Author), Prof. Dr.-Ing. Rainer Schöbel (Foreword) Be the first to review this item [hr] Book D ...2014-1-10 21:00 - rmatrix - 金融工程（数量金融）与金融衍生品
1 个回复 - 2867 次查看 Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms Svenja Hager (Author), Prof. Dr.-Ing. Rainer Schöbel (Foreword) Be the first to review this item [hr] Book D ...2014-1-10 21:00 - rmatrix - 金融工程（数量金融）与金融衍生品
