结果：找到“SWAPS”相关内容97个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
美国上市公司常用财务指标1950-2022年Compustat 数据库整理 981个变量 6G6 个回复 - 811 次查看 美国上市公司常用财务指标1950-2022年 包含指标 1950-2022年 样本量500w+2024-3-7 22:15 - Whatsappp - 现金交易版
Financial Risk Management Practice/金融风险管理实务0 个回复 - 291 次查看 Financial Risk Management Practice/金融风险管理实务 Why manage Risk. pdf Measuring Risk. pptx Risk Management-A Review. pptx erm_lam. pdf Hydro One Case Slides. ppt Introduction. ppt Fin ...2024-2-14 13:34 - 2023Hua - 现金交易版
【金融资料】金融衍生品课件、习题与答案资料合集0 个回复 - 557 次查看 +---课件 | 0金融工程概述(本科).ppt | 1.金融衍生工具.ppt | 10、期权交易策略.ppt | 11、二叉树模型-1.ppt | 2.期货概述.ppt | 3、 套期保值.ppt | 4、各种 ...2023-1-18 20:35 - wz151400 - 现金交易版
Valuation of Credit Default Swaps - Lehman Brothers
4 个回复 - 2571 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）
4 个回复 - 2571 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）
金融工程、衍生品交易及定价+Futures,Forwards, Options and Swaps Theory and Practi1 个回复 - 1298 次查看 金融工程、衍生品交易及定价+Futures,Forwards, Options and Swaps Theory and Practice—山东大学谢清华主讲 更详细的内容，请参考下面的截图说明！ 金融工程、衍生品交易及定价+Futures,Forwards, Options ...2022-4-28 11:11 - Lamarr-202110 - 现金交易版
Introduction to Variance Swaps - Wilmott
0 个回复 - 149 次查看 Introduction to Variance Swap Wilmott Magazine2023-12-28 02:00 - lili2016 - 量化投资
0 个回复 - 149 次查看 Introduction to Variance Swap Wilmott Magazine2023-12-28 02:00 - lili2016 - 量化投资
Interest Rate Swaps and Their Derivatives高清版带书签
3 个回复 - 1752 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
3 个回复 - 1752 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
Price Swaps In Your Head 业内人士强推
1 个回复 - 487 次查看 Price Swaps In Your Head 业内人士强推2023-6-5 23:21 - mirthgrief - 金融工程（数量金融）与金融衍生品
1 个回复 - 487 次查看 Price Swaps In Your Head 业内人士强推2023-6-5 23:21 - mirthgrief - 金融工程（数量金融）与金融衍生品
Interest Rate Swaps and Other Derivatives - Corb
9 个回复 - 4506 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）
9 个回复 - 4506 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）
Variance swaps under the threshold Ornstein–Uhlenbeck model
2 个回复 - 286 次查看 【作者(必填)】Fangyuan Dong, Hoi Ying Wong 【文题(必填)】Variance swaps under the threshold Ornstein–Uhlenbeck model 【年份(必填)】05 May 2017 【全文链接或数据库名称(选填)】Variance swaps unde ...2023-1-7 15:50 - ssylzz - 求助成功区
2 个回复 - 286 次查看 【作者(必填)】Fangyuan Dong, Hoi Ying Wong 【文题(必填)】Variance swaps under the threshold Ornstein–Uhlenbeck model 【年份(必填)】05 May 2017 【全文链接或数据库名称(选填)】Variance swaps unde ...2023-1-7 15:50 - ssylzz - 求助成功区
金融工程衍生品交易及定价Futures,Forwards, Options and Swaps Theory and Practice1 个回复 - 904 次查看 金融工程、衍生品交易及定价Futures,Forwards, Options and Swaps Theory and Practice：山东大学学习资料，谢清华老师主讲 金融工程、衍生品交易及定价Futures,Forwards, Options and Swaps Theory and Pr ...2022-1-18 14:53 - Tiger-like - 现金交易版
Interest Rate Swaps and Other Derivatives
16 个回复 - 4307 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
16 个回复 - 4307 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
Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic
2 个回复 - 573 次查看 【作者(必填)】Stanislav Stoykov 【文题(必填)】Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic Volatility Model 【年份(必填)】2021 【全文链接或数据库名称(选填) ...2022-2-15 21:41 - ssylzz - 求助成功区
2 个回复 - 573 次查看 【作者(必填)】Stanislav Stoykov 【文题(必填)】Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic Volatility Model 【年份(必填)】2021 【全文链接或数据库名称(选填) ...2022-2-15 21:41 - ssylzz - 求助成功区
Interest Rate Swaps and Other Derivatives
3 个回复 - 3416 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
3 个回复 - 3416 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
衍生品经典：Financial Derivatives Futures, Forwards, Swaps, Options
6 个回复 - 1387 次查看 书籍全名：Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps Chapter 1 Introduction to Forward and Futures Contracts 1 Chapter 2 Pricing Forwar ...2021-2-1 09:36 - shyyw - 金融学（理论版）
6 个回复 - 1387 次查看 书籍全名：Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps Chapter 1 Introduction to Forward and Futures Contracts 1 Chapter 2 Pricing Forwar ...2021-2-1 09:36 - shyyw - 金融学（理论版）
Derivatives Essentials - An Introduction to Forwards, Futures, Options and Swaps
9 个回复 - 5275 次查看 Derivatives Essentials - An Introduction to Forwards, Futures, Options and Swaps (Wiley, 2016) by Aron Gottesman A clear, practical guide to working effectively with derivative securities produ ...2016-7-20 11:12 - h2h2 - 金融学（理论版）
9 个回复 - 5275 次查看 Derivatives Essentials - An Introduction to Forwards, Futures, Options and Swaps (Wiley, 2016) by Aron Gottesman A clear, practical guide to working effectively with derivative securities produ ...2016-7-20 11:12 - h2h2 - 金融学（理论版）
【学习笔记】FRA、interest rate swaps&duration
7 个回复 - 927 次查看 FRA、interest rate swaps&duration2020-2-15 21:23 - Elaine_1399 - Forum
7 个回复 - 927 次查看 FRA、interest rate swaps&duration2020-2-15 21:23 - Elaine_1399 - Forum
【独家发布】Securitisation Swaps: A Practitioner’s Handbook
1 个回复 - 740 次查看 Securitisation Swaps: A Practitioner’s Handbook Author(s): Mark Aarons; Vlad Ender; Andrew Wilkinson Publisher: Wiley, Year: 2019 ISBN: 1119532272, 9781119532279 Description: Develop ...2019-12-29 10:57 - hhasoka - Forum
1 个回复 - 740 次查看 Securitisation Swaps: A Practitioner’s Handbook Author(s): Mark Aarons; Vlad Ender; Andrew Wilkinson Publisher: Wiley, Year: 2019 ISBN: 1119532272, 9781119532279 Description: Develop ...2019-12-29 10:57 - hhasoka - Forum
Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 413 次查看 【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区
1 个回复 - 413 次查看 【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区
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
谁有：Pricing and Trading Interest Rate Derivatives： a practical guide to swaps
0 个回复 - 1623 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 - 1623 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
【学习笔记】alternative investments swaps
1 个回复 - 420 次查看 alternative investments swaps2019-8-3 07:50 - 红色政权8 - Forum
1 个回复 - 420 次查看 alternative investments swaps2019-8-3 07:50 - 红色政权8 - Forum
中国存在隔夜指数掉期利率（Overnight Indexed Swaps，OIS）市场吗？
4 个回复 - 9968 次查看 中国存在隔夜指数掉期利率（Overnight Indexed Swaps，OIS）市场吗？现在外国利率互换的定价多以ois为无风险利率，想问下中国有没有ois，如果没有的话能否用某些指标来近似替代？2015-12-3 09:17 - freedom之翼 - 金融工程（数量金融）与金融衍生品
4 个回复 - 9968 次查看 中国存在隔夜指数掉期利率（Overnight Indexed Swaps，OIS）市场吗？现在外国利率互换的定价多以ois为无风险利率，想问下中国有没有ois，如果没有的话能否用某些指标来近似替代？2015-12-3 09:17 - freedom之翼 - 金融工程（数量金融）与金融衍生品
Foreign Currency Interest Rate Swaps in Asset-Liability Management for Insurers
1 个回复 - 1129 次查看 Foreign Currency Interest Rate Swaps in Asset-Liability Management for Insurers2018-12-27 23:17 - akipanya - 金融学（理论版）
1 个回复 - 1129 次查看 Foreign Currency Interest Rate Swaps in Asset-Liability Management for Insurers2018-12-27 23:17 - akipanya - 金融学（理论版）
securitisation swaps - a practitioner's handbook (2019)
0 个回复 - 968 次查看 securitisation swaps - a practitioner's handbook (2019)2018-12-27 16:59 - loneshark - 投行专版
0 个回复 - 968 次查看 securitisation swaps - a practitioner's handbook (2019)2018-12-27 16:59 - loneshark - 投行专版
20币求：[Barclay Capitals] An introduction to convertible bond assest swaps
1 个回复 - 1455 次查看 thanks2014-11-5 18:03 - stonepiece2 - 经济金融数学专区
1 个回复 - 1455 次查看 thanks2014-11-5 18:03 - stonepiece2 - 经济金融数学专区
免費 The properties of interest rate swaps
7 个回复 - 2042 次查看 The properties of interest rate swaps An investigation of the price setting of illiquid interest rates swaps and the perfect hedging portfolios. Max Lindquist 12/23/2011 Abstract The ma ...2013-12-21 23:54 - martinnyj - 金融学（理论版）
7 个回复 - 2042 次查看 The properties of interest rate swaps An investigation of the price setting of illiquid interest rates swaps and the perfect hedging portfolios. Max Lindquist 12/23/2011 Abstract The ma ...2013-12-21 23:54 - martinnyj - 金融学（理论版）
求 光盘Richard Flavell Swaps and Other Derivatives
2 个回复 - 949 次查看 谁有Richard Flavell Swaps and Other Derivatives 的光盘吗？很难找，谢了2016-9-29 09:58 - hanchin83 - 爱问频道
2 个回复 - 949 次查看 谁有Richard Flavell Swaps and Other Derivatives 的光盘吗？很难找，谢了2016-9-29 09:58 - hanchin83 - 爱问频道
免費 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance
5 个回复 - 1428 次查看 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance swaps / gamma swaps, options on variance and futures on VIX / vStoxx Colin Bennett While volatility trading has histor ...2017-8-23 23:58 - martinnyj - 金融学（理论版）
5 个回复 - 1428 次查看 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance swaps / gamma swaps, options on variance and futures on VIX / vStoxx Colin Bennett While volatility trading has histor ...2017-8-23 23:58 - martinnyj - 金融学（理论版）
Pricing and Hedging Swaps
8 个回复 - 3201 次查看 Pricing and Hedging Swaps ISBN: 978 1 85564 052 8 No. of Pages: 245 Author(s): Paul Miron & Philip Swannell Publisher: Euromoney Books This book explains both the basic and advanced princ ...2010-3-21 00:25 - martinnyj - 金融学（理论版）
8 个回复 - 3201 次查看 Pricing and Hedging Swaps ISBN: 978 1 85564 052 8 No. of Pages: 245 Author(s): Paul Miron & Philip Swannell Publisher: Euromoney Books This book explains both the basic and advanced princ ...2010-3-21 00:25 - martinnyj - 金融学（理论版）
Interest Rate Swaps and Their Derivatives [Amir Sadr] [Wiley Finance] 原書PDF
22 个回复 - 6528 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
22 个回复 - 6528 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
Swaps and Other Derivatives
14 个回复 - 3568 次查看 Swaps and Other Derivatives (The Wiley Finance Series)Richard R. Flavell (Author) Book DescriptionPublication Date: June 15, 2002 | ISBN-10: 0471495891 | ISBN-13: 978-0471495895 From t ...2012-8-27 01:39 - martinnyj - 金融学（理论版）
14 个回复 - 3568 次查看 Swaps and Other Derivatives (The Wiley Finance Series)Richard R. Flavell (Author) Book DescriptionPublication Date: June 15, 2002 | ISBN-10: 0471495891 | ISBN-13: 978-0471495895 From t ...2012-8-27 01:39 - martinnyj - 金融学（理论版）
Swaps and Other Derivatives第二版高清PDF
15 个回复 - 3186 次查看 Swaps and Other Derivatives第二版，需要的人下，2014-6-22 23:26 - tigersen - 金融学（理论版）
15 个回复 - 3186 次查看 Swaps and Other Derivatives第二版，需要的人下，2014-6-22 23:26 - tigersen - 金融学（理论版）
Interest Rate Swaps and Their Derivatives
4 个回复 - 3076 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）
4 个回复 - 3076 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）
请问哪里可以下载美国的Credit default Swaps（CDS）发行或者创设说明书？
0 个回复 - 844 次查看 请问哪里可以下载美国的Credit default Swaps（CDS）发行或者创设说明书？2018-1-8 16:44 - 马梦江 - 金融工程（数量金融）与金融衍生品
0 个回复 - 844 次查看 请问哪里可以下载美国的Credit default Swaps（CDS）发行或者创设说明书？2018-1-8 16:44 - 马梦江 - 金融工程（数量金融）与金融衍生品
Swaps and other derivatives, Richard Flavell
11 个回复 - 4148 次查看 Swap is one of the most fundamental interest rate derivatives in capital markets.From simple to complex, the author explained various kinds of swaps to the reader using many pratical examples. A very ...2013-4-22 01:46 - adang23 - 金融工程（数量金融）与金融衍生品
11 个回复 - 4148 次查看 Swap is one of the most fundamental interest rate derivatives in capital markets.From simple to complex, the author explained various kinds of swaps to the reader using many pratical examples. A very ...2013-4-22 01:46 - adang23 - 金融工程（数量金融）与金融衍生品
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
8 个回复 - 1308 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 - 1308 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）
[Wiley Finance]利率衍生产品入门书Interest Rate Swaps and Their Derivatives
23 个回复 - 9607 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
23 个回复 - 9607 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
Kolb, R. Futures, Options and Swaps
2 个回复 - 1194 次查看 【作者(必填)】 Kolb, R. 【文题(必填)】Futures, Options and Swaps 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri:(0fda99b218dff05b58ecfa76537d1560)&fil ...2017-6-17 12:21 - chenxi1228 - 求助成功区
2 个回复 - 1194 次查看 【作者(必填)】 Kolb, R. 【文题(必填)】Futures, Options and Swaps 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri:(0fda99b218dff05b58ecfa76537d1560)&fil ...2017-6-17 12:21 - chenxi1228 - 求助成功区
MoreThanYou Ever WantedTo Know About Volatility Swaps
10 个回复 - 3494 次查看 Volatility swaps are forward contracts on future realized stock volatility. Variance swaps are similar contracts on variance, the square of future volatility. Both of these instruments provid ...2012-2-27 15:37 - linrt - 金融工程（数量金融）与金融衍生品
10 个回复 - 3494 次查看 Volatility swaps are forward contracts on future realized stock volatility. Variance swaps are similar contracts on variance, the square of future volatility. Both of these instruments provid ...2012-2-27 15:37 - linrt - 金融工程（数量金融）与金融衍生品
Over the rainbow_ Developments in exotic options and complex swaps
5 个回复 - 2429 次查看 2014-7-8 14:57 - bukeyide111 - 金融工程（数量金融）与金融衍生品
5 个回复 - 2429 次查看 2014-7-8 14:57 - bukeyide111 - 金融工程（数量金融）与金融衍生品
The Economics of Credit Default Swaps
2 个回复 - 961 次查看 Jarrow, R. A. (2011). The Economics of Credit Default Swaps. Annu. Rev. Financ. Econ., 3(1), 235-257. 【作者(必填)】Robert A. Jarrow 【文题(必填)】The Economics of Credit Default Swaps 【年份 ...2015-6-29 21:09 - rickycy - 求助成功区
2 个回复 - 961 次查看 Jarrow, R. A. (2011). The Economics of Credit Default Swaps. Annu. Rev. Financ. Econ., 3(1), 235-257. 【作者(必填)】Robert A. Jarrow 【文题(必填)】The Economics of Credit Default Swaps 【年份 ...2015-6-29 21:09 - rickycy - 求助成功区
A Guide to Volatility and Variance Swaps
2 个回复 - 1989 次查看 【作者(必填)】Kresimir Demeterfi, Emanuel Derman, Michael Kamal, and Joseph Zou 【文题(必填)】A Guide to Volatility and Variance Swaps 【年份(必填)】The Journal of Derivatives,Summer 1999, Vol. 6, ...2015-5-25 23:14 - ssylzz - 求助成功区
2 个回复 - 1989 次查看 【作者(必填)】Kresimir Demeterfi, Emanuel Derman, Michael Kamal, and Joseph Zou 【文题(必填)】A Guide to Volatility and Variance Swaps 【年份(必填)】The Journal of Derivatives,Summer 1999, Vol. 6, ...2015-5-25 23:14 - ssylzz - 求助成功区
Path dependence and biases in the even swaps decision analysis method
1 个回复 - 529 次查看 【作者(必填)】Tuomas J. Lahtinen, Raimo P. Hamalainen 【文题(必填)】Path dependence and biases in the even swaps decision analysis method 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:/ ...2016-5-3 11:01 - dliangfranklin - 求助成功区
1 个回复 - 529 次查看 【作者(必填)】Tuomas J. Lahtinen, Raimo P. Hamalainen 【文题(必填)】Path dependence and biases in the even swaps decision analysis method 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:/ ...2016-5-3 11:01 - dliangfranklin - 求助成功区
求教range accrual swaps该如何定价？
3 个回复 - 4519 次查看 一种是与Libor位于区间的天数挂钩，一种是与CMS20-CMS3挂钩，还有一种是与上两个都挂钩的互换。 求教这种互换定价方法，有现成的公式吗？还是必须用蒙特卡罗模拟等方法呢？ 谢谢了2015-5-21 16:55 - fishbird - 金融工程（数量金融）与金融衍生品
3 个回复 - 4519 次查看 一种是与Libor位于区间的天数挂钩，一种是与CMS20-CMS3挂钩，还有一种是与上两个都挂钩的互换。 求教这种互换定价方法，有现成的公式吗？还是必须用蒙特卡罗模拟等方法呢？ 谢谢了2015-5-21 16:55 - fishbird - 金融工程（数量金融）与金融衍生品
Inflation-indexed Securities: Bonds, Swaps and Other Derivatives, 2nd E
6 个回复 - 3302 次查看 Inflation-indexed Securities: Bonds, Swaps and Other Derivatives ,2nd Edition by Mark Deacon, Andrew Derry Wiley | 2004 | ISBN: 0470868120 | Pages: 360 | PDF | 6.15 MB The glo ...2010-2-3 13:25 - zhaohailei - 金融学（理论版）
6 个回复 - 3302 次查看 Inflation-indexed Securities: Bonds, Swaps and Other Derivatives ,2nd Edition by Mark Deacon, Andrew Derry Wiley | 2004 | ISBN: 0470868120 | Pages: 360 | PDF | 6.15 MB The glo ...2010-2-3 13:25 - zhaohailei - 金融学（理论版）
Pricing and risk management of interest rate swaps论文下载
3 个回复 - 1143 次查看 如题，Pricing and risk management of interest rate swaps，2013/7,Sovan Mitra......2014-4-21 19:23 - orangealocasia - 悬赏大厅
3 个回复 - 1143 次查看 如题，Pricing and risk management of interest rate swaps，2013/7,Sovan Mitra......2014-4-21 19:23 - orangealocasia - 悬赏大厅
Mastering Finance-Linked Swaps: A Definitive Guide to Principles
1 个回复 - 1173 次查看 It is rare today that a project lender, property development financier, PFI banker, MBO debt provider or securitisation investor does not insist on its borrower taking out some form of interest rate a ...2015-7-21 10:10 - nelsoncwlee - 量化投资
1 个回复 - 1173 次查看 It is rare today that a project lender, property development financier, PFI banker, MBO debt provider or securitisation investor does not insist on its borrower taking out some form of interest rate a ...2015-7-21 10:10 - nelsoncwlee - 量化投资
Foreign Exchange Swaps
0 个回复 - 1578 次查看 A “plain vanilla”, fixed-to-fixed foreign exchange or currency swapis an exchange of the principal and interest payments on a similar loan in asecond currency. The first such swap, between IBM and t ...2015-5-19 07:29 - 河岸栏杆 - 金融学（理论版）
0 个回复 - 1578 次查看 A “plain vanilla”, fixed-to-fixed foreign exchange or currency swapis an exchange of the principal and interest payments on a similar loan in asecond currency. The first such swap, between IBM and t ...2015-5-19 07:29 - 河岸栏杆 - 金融学（理论版）
Pricing and Hedging Swaps
9 个回复 - 3856 次查看 Pricing and Hedging Swaps ISBN : 9781855640528 No.of Pages : 245 Price : GBP £145 This bookexplains both the basic and advanced principles of pricing swaps andtheir hedge applications. C ...2009-7-9 19:42 - niheaven - 金融学（理论版）
9 个回复 - 3856 次查看 Pricing and Hedging Swaps ISBN : 9781855640528 No.of Pages : 245 Price : GBP £145 This bookexplains both the basic and advanced principles of pricing swaps andtheir hedge applications. C ...2009-7-9 19:42 - niheaven - 金融学（理论版）
求Financial derivatives : futures, forwards, swaps, options, corporate securitie
0 个回复 - 1111 次查看 求Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps2015-3-29 11:05 - eugenechan004 - 休闲灌水
0 个回复 - 1111 次查看 求Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps2015-3-29 11:05 - eugenechan004 - 休闲灌水
[Lehman Brothers] Introduction to Asset Swaps
4 个回复 - 2835 次查看 some papers for the street about convertible Bonds and Asset Swaps. Enjoy2009-8-28 20:34 - seanmok - 金融学（理论版）
4 个回复 - 2835 次查看 some papers for the street about convertible Bonds and Asset Swaps. Enjoy2009-8-28 20:34 - seanmok - 金融学（理论版）
Quid Pro Quo? China's Investment-for-Resource Swaps in Africa
1 个回复 - 995 次查看 【作者(必填)】Michelle Chan-Fishel & Roxanne Lawso 【文题(必填)】Quid Pro Quo? China's Investment-for-Resource Swaps in Africa 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.palgr ...2014-8-30 10:33 - 慕绣如 - 求助成功区
1 个回复 - 995 次查看 【作者(必填)】Michelle Chan-Fishel & Roxanne Lawso 【文题(必填)】Quid Pro Quo? China's Investment-for-Resource Swaps in Africa 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.palgr ...2014-8-30 10:33 - 慕绣如 - 求助成功区
The pricing of equity swaps and swaptions
3 个回复 - 1118 次查看 【作者(必填)】DM Chance, D Rich 【文题(必填)】The pricing of equity swaps and swaptions 【年份(必填)】1998 【全文链接或数据库名称(选填)】2014-8-28 09:09 - alfa07 - 求助成功区
3 个回复 - 1118 次查看 【作者(必填)】DM Chance, D Rich 【文题(必填)】The pricing of equity swaps and swaptions 【年份(必填)】1998 【全文链接或数据库名称(选填)】2014-8-28 09:09 - alfa07 - 求助成功区
Equity Swaps and Equity Investing
1 个回复 - 1049 次查看 【作者(必填)】Don M. Chance 【文题(必填)】Equity Swaps and Equity Investing 【年份(必填)】2004 【全文链接或数据库名称(选填)】2014-8-28 09:13 - alfa07 - 求助成功区
1 个回复 - 1049 次查看 【作者(必填)】Don M. Chance 【文题(必填)】Equity Swaps and Equity Investing 【年份(必填)】2004 【全文链接或数据库名称(选填)】2014-8-28 09:13 - alfa07 - 求助成功区
A Note on the Valuation and Hedging of Equity Swaps
0 个回复 - 1171 次查看 【作者(必填)】Don R. Rich 【文题(必填)】A Note on the Valuation and Hedging of Equity Swaps 【年份(必填)】1995 【全文链接或数据库名称(选填)】2014-8-28 09:16 - alfa07 - 文献求助专区
0 个回复 - 1171 次查看 【作者(必填)】Don R. Rich 【文题(必填)】A Note on the Valuation and Hedging of Equity Swaps 【年份(必填)】1995 【全文链接或数据库名称(选填)】2014-8-28 09:16 - alfa07 - 文献求助专区
求 Interest Rate Swaps and Other Derivatives
6 个回复 - 3613 次查看 作者： Howard Corb2013-4-18 15:33 - 未了情 - 悬赏大厅
6 个回复 - 3613 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 - 2610 次查看 2014-7-10 17:35 - bukeyide111 - 金融工程（数量金融）与金融衍生品
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
Modeling and Pricing Of Swaps For Financial and Energy Markets with Stochastic V
18 个回复 - 2839 次查看 Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, co ...2014-7-1 05:47 - 大家开心 - 计量经济学与统计软件
18 个回复 - 2839 次查看 Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, co ...2014-7-1 05:47 - 大家开心 - 计量经济学与统计软件
求助英文献：A Guide to Volatility and Variance Swaps
3 个回复 - 1283 次查看 【作者(必填)】Kresimir Demeterfi , Emanuel Derman , Michael Kamal , and Joseph Zou 【文题(必填)】A Guide to Volatility and Variance Swaps 【年份(必填)】1999 【全文链接或数据库名称(选填)】htt ...2014-4-17 20:24 - ljufang - 求助成功区
3 个回复 - 1283 次查看 【作者(必填)】Kresimir Demeterfi , Emanuel Derman , Michael Kamal , and Joseph Zou 【文题(必填)】A Guide to Volatility and Variance Swaps 【年份(必填)】1999 【全文链接或数据库名称(选填)】htt ...2014-4-17 20:24 - ljufang - 求助成功区
求futures options and swaps
2 个回复 - 2312 次查看 求Robert W. Kolb,James A. Overdahl的futures options and swaps电子书（pdf格式）2010-3-6 21:23 - zoomivy - 文献求助专区
2 个回复 - 2312 次查看 求Robert W. Kolb,James A. Overdahl的futures options and swaps电子书（pdf格式）2010-3-6 21:23 - zoomivy - 文献求助专区
A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty
1 个回复 - 1468 次查看 【作者(必填)】Xue Liangab* & Yinghui Donga 【文题(必填)】A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk 【年份(必填)】 Received: 19 Feb 2011 Accepted: ...2014-4-9 12:22 - nkky2011 - 求助成功区
1 个回复 - 1468 次查看 【作者(必填)】Xue Liangab* & Yinghui Donga 【文题(必填)】A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk 【年份(必填)】 Received: 19 Feb 2011 Accepted: ...2014-4-9 12:22 - nkky2011 - 求助成功区
郎咸平英语原版论文Determinantsofinterestrateswapspreads
4 个回复 - 1837 次查看 好东西 大家共享，呵呵 喜欢的 顶一个2009-12-15 18:15 - 风云经客 - 论文版
4 个回复 - 1837 次查看 好东西 大家共享，呵呵 喜欢的 顶一个2009-12-15 18:15 - 风云经客 - 论文版
求书：Valuation of interest rate swaps and swaptions
2 个回复 - 1640 次查看 RT:pdf格式 作者：Gerald W. Buetow, Frank J. Fabozzi2011-9-28 11:23 - Smalllion - 悬赏大厅
2 个回复 - 1640 次查看 RT:pdf格式 作者：Gerald W. Buetow, Frank J. Fabozzi2011-9-28 11:23 - Smalllion - 悬赏大厅
The pricing of credit default swaps under a generalized mixed fractional Brownia
1 个回复 - 536 次查看 【作者(必填)】 x j He 【文题(必填)】 The pricing of credit default swaps under a generalized mixed fractional Brownian motion【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.scienced ...2014-3-8 19:02 - qijiongli - 求助成功区
1 个回复 - 536 次查看 【作者(必填)】 x j He 【文题(必填)】 The pricing of credit default swaps under a generalized mixed fractional Brownian motion【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.scienced ...2014-3-8 19:02 - qijiongli - 求助成功区
Credit Default Swaps: A Cash Flow Analysis
7 个回复 - 2108 次查看 【题 名】： Credit Default Swaps: A Cash Flow Analysis 【作 者】： Terry Benzschawel and Alper Corlu 【期刊】：The Journal of Fixed Income 【年, 卷(期), 起止页码】：Winter 2011, Vol. 20, No. 3: ...2011-5-2 20:18 - summerye - 求助成功区
7 个回复 - 2108 次查看 【题 名】： Credit Default Swaps: A Cash Flow Analysis 【作 者】： Terry Benzschawel and Alper Corlu 【期刊】：The Journal of Fixed Income 【年, 卷(期), 起止页码】：Winter 2011, Vol. 20, No. 3: ...2011-5-2 20:18 - summerye - 求助成功区
Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-S
1 个回复 - 883 次查看 【作者(必填)】Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai 【文题(必填)】Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework 【年份(必填)】2012 ...2013-12-6 14:37 - 迷途mitu - 求助成功区
1 个回复 - 883 次查看 【作者(必填)】Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai 【文题(必填)】Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework 【年份(必填)】2012 ...2013-12-6 14:37 - 迷途mitu - 求助成功区
Pricing catastrophe swaps: A contingent claims approach
1 个回复 - 1029 次查看 【作者(必填)】Alexander Braun 【文题(必填)】Pricing catastrophe swaps: A contingent claims approach 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article ...2013-10-28 16:53 - sfy1990 - 求助成功区
1 个回复 - 1029 次查看 【作者(必填)】Alexander Braun 【文题(必填)】Pricing catastrophe swaps: A contingent claims approach 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article ...2013-10-28 16:53 - sfy1990 - 求助成功区
Interest Rate Swaps - By Morgan Stanley.pdf
4 个回复 - 3237 次查看 Swap产品内部培训，以示例计算为主，包括Exotic。当初找到的时候是为了确认一些计算细节。2010-3-6 12:12 - stqidian - 金融学（理论版）
4 个回复 - 3237 次查看 Swap产品内部培训，以示例计算为主，包括Exotic。当初找到的时候是为了确认一些计算细节。2010-3-6 12:12 - stqidian - 金融学（理论版）
currency swaps, financial arbitrage,and default risk
3 个回复 - 1795 次查看 This paperc onstructsa model for measuring the gains realized by both counterparties to a currency swap that takes place in an international market in which financial arbitrage opportunities exist. Co ...2010-8-6 18:20 - chendenghua77 - CFA、CVA、FRM等金融考证论坛
3 个回复 - 1795 次查看 This paperc onstructsa model for measuring the gains realized by both counterparties to a currency swap that takes place in an international market in which financial arbitrage opportunities exist. Co ...2010-8-6 18:20 - chendenghua77 - CFA、CVA、FRM等金融考证论坛
求Kolb, R. Futures, Options and Swaps 第五版答案
0 个回复 - 1530 次查看 找了很久都没有找到，Kolb, R. 的 Futures, Options and Swaps 第五版答案，总是看到《衍生性金融市场：期货，选择权，交换交易》，看起来是台湾人译的第二版，答案也没有~~ 哪位大大有的话帮忙给一下啊~ 跪求啊~~ ...2013-9-19 10:15 - princeofdream - 金融学（理论版）
0 个回复 - 1530 次查看 找了很久都没有找到，Kolb, R. 的 Futures, Options and Swaps 第五版答案，总是看到《衍生性金融市场：期货，选择权，交换交易》，看起来是台湾人译的第二版，答案也没有~~ 哪位大大有的话帮忙给一下啊~ 跪求啊~~ ...2013-9-19 10:15 - princeofdream - 金融学（理论版）
分享Wiley Finance系列——Swaps and other Derivattives
103 个回复 - 8631 次查看 Wiley Finance系列第87本，Swaps and other Derivattives **** 本内容被作者隐藏 ****2012-4-24 09:28 - kkiittyy555 - 金融学（理论版）
103 个回复 - 8631 次查看 Wiley Finance系列第87本，Swaps and other Derivattives **** 本内容被作者隐藏 ****2012-4-24 09:28 - kkiittyy555 - 金融学（理论版）
免费Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps
2 个回复 - 2028 次查看 易盘下载: http://www.163pan.com/files/j0q000t0t.html 文件名称: Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps.pdf 文件介绍: Author:Robert Brooks,Research Foundation of ICFA ...2010-7-13 13:40 - soundleon - 金融学（理论版）
2 个回复 - 2028 次查看 易盘下载: http://www.163pan.com/files/j0q000t0t.html 文件名称: Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps.pdf 文件介绍: Author:Robert Brooks,Research Foundation of ICFA ...2010-7-13 13:40 - soundleon - 金融学（理论版）
Variance Swaps on Defaultable Assets and Market Implied Time-Changes
1 个回复 - 824 次查看 【作者(必填)】 Matthew Lorig, Oriol Lozano Carbasse, Rafael Mendoza-Arriaga 【文题(必填)】 Variance Swaps on Defaultable Assets and Market Implied Time-Changes 【年份(必填)】2013 【全文链接或 ...2013-7-4 21:59 - ssylzz - 求助成功区
1 个回复 - 824 次查看 【作者(必填)】 Matthew Lorig, Oriol Lozano Carbasse, Rafael Mendoza-Arriaga 【文题(必填)】 Variance Swaps on Defaultable Assets and Market Implied Time-Changes 【年份(必填)】2013 【全文链接或 ...2013-7-4 21:59 - ssylzz - 求助成功区
Did firms undertake debt-equity swaps for an accounting paper profit ...
2 个回复 - 1657 次查看 【作者(必填)】Hand, J. 【文题(必填)】Did firms undertake debt-equity swaps for an accounting paper profit or true financial gain? 【年份(必填)】1989 【全文链接或数据库名称(选填)】2012-4-3 01:09 - 唐错错 - 求助成功区
2 个回复 - 1657 次查看 【作者(必填)】Hand, J. 【文题(必填)】Did firms undertake debt-equity swaps for an accounting paper profit or true financial gain? 【年份(必填)】1989 【全文链接或数据库名称(选填)】2012-4-3 01:09 - 唐错错 - 求助成功区
Heterogeneous Agents and the Indifference Pricing of Property Index-Linked Swaps
1 个回复 - 1147 次查看 【作者(必填)】Pu,M.,G.Fan,and S.E.Ong, 【文题(必填)】"Heterogeneous Agents and the Indifference Pricing of Property Index-Linked Swaps." 【年份(必填)】2010. 【全文链接或数据库名称(选填)】work ...2012-3-2 09:25 - 晏子使楚 - 求助成功区
1 个回复 - 1147 次查看 【作者(必填)】Pu,M.,G.Fan,and S.E.Ong, 【文题(必填)】"Heterogeneous Agents and the Indifference Pricing of Property Index-Linked Swaps." 【年份(必填)】2010. 【全文链接或数据库名称(选填)】work ...2012-3-2 09:25 - 晏子使楚 - 求助成功区
[求助]swaps是什么？
11 个回复 - 22325 次查看 <P>我本科几乎没学过金融，现在在读金融的master，很多最基本的东西都不懂。所以能不能解释的通俗一些。</P>2007-10-3 03:39 - 王栩 - 金融学（理论版）
11 个回复 - 22325 次查看 <P>我本科几乎没学过金融，现在在读金融的master，很多最基本的东西都不懂。所以能不能解释的通俗一些。</P>2007-10-3 03:39 - 王栩 - 金融学（理论版）
[分享]Gilsie Level 3 Swaps
2 个回复 - 1671 次查看 [Money=3]Gilsie Level 3 Swaps<br>[/Money] [此贴子已经被作者于2007-2-22 16:38:36编辑过]2007-2-20 16:58 - gguripark - CFA、CVA、FRM等金融考证论坛
2 个回复 - 1671 次查看 [Money=3]Gilsie Level 3 Swaps<br>[/Money] [此贴子已经被作者于2007-2-22 16:38:36编辑过]2007-2-20 16:58 - gguripark - CFA、CVA、FRM等金融考证论坛
宾夕法尼亚大学教授给的mini project + volatility_swaps英文版 + 交易员必读金融圣经
6 个回复 - 2946 次查看 这是上 Financial Analysis & Security Trading 的课 宾大教授给做的mini project，十分简单，但对于入门的同学 对于学习call/put option 如何hedge 是最直观形象有效的例子，附加gs-volatility_swaps英文版的Refe ...2010-3-25 20:42 - tonitoni - 金融学（理论版）
6 个回复 - 2946 次查看 这是上 Financial Analysis & Security Trading 的课 宾大教授给做的mini project，十分简单，但对于入门的同学 对于学习call/put option 如何hedge 是最直观形象有效的例子，附加gs-volatility_swaps英文版的Refe ...2010-3-25 20:42 - tonitoni - 金融学（理论版）
