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经典Interest Rate Modeling 全集: Volume 1,2,3
13 个回复 - 4618 次查看 ReviewThe book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程（数量金融）与金融衍生品
13 个回复 - 4618 次查看 ReviewThe book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程（数量金融）与金融衍生品
Modeling interest rate volatility: A Realized GARCH approach
1 个回复 - 280 次查看 【作者(必填)】 22 【文题(必填)】 Modeling interest rate 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
1 个回复 - 280 次查看 【作者(必填)】 22 【文题(必填)】 Modeling interest rate 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
求：An Elementary Introduction to Stochastic Interest Rate Modeling
13 个回复 - 3078 次查看 ~ Nicolas Privault (作者) [*]出版社: World Scientific Publishing Co Pte Ltd; 2nd edition (2012年6月21日) [*]丛书名: Advanced Series on Statistical Science & Applied Probability [*]精装: 244页 ...2014-3-19 10:26 - 唐宋元清 - 求助成功区
13 个回复 - 3078 次查看 ~ Nicolas Privault (作者) [*]出版社: World Scientific Publishing Co Pte Ltd; 2nd edition (2012年6月21日) [*]丛书名: Advanced Series on Statistical Science & Applied Probability [*]精装: 244页 ...2014-3-19 10:26 - 唐宋元清 - 求助成功区
【2019新书】Interest Rate Modeling: Theory and Practice, Second Edition
112 个回复 - 17186 次查看 Interest Rate Modeling: Theory and Practice, Second Edition by Lixin Wu (Author) About the Author Lixin Wu is a professor at the Hong Kong University of Science and Technology. Best known in the ...2019-6-5 02:22 - slowry - 金融学（理论版）
112 个回复 - 17186 次查看 Interest Rate Modeling: Theory and Practice, Second Edition by Lixin Wu (Author) About the Author Lixin Wu is a professor at the Hong Kong University of Science and Technology. Best known in the ...2019-6-5 02:22 - slowry - 金融学（理论版）
Interest Rate Modeling: Theory and Practice. Lixin Wu 高清完美书签版
10 个回复 - 4042 次查看 Chapman and Hall/CRC financial mathematics series 其中的一本。几乎和Brigo的名著同名，没有Brigo那么厚，但是涵盖了所有的重点，非常适合practitioner。高清扫描，有书签便于翻阅。只象征性的收十分，希望有更多 ...2014-4-21 11:16 - crazy8book - 金融学（理论版）
10 个回复 - 4042 次查看 Chapman and Hall/CRC financial mathematics series 其中的一本。几乎和Brigo的名著同名，没有Brigo那么厚，但是涵盖了所有的重点，非常适合practitioner。高清扫描，有书签便于翻阅。只象征性的收十分，希望有更多 ...2014-4-21 11:16 - crazy8book - 金融学（理论版）
求助SD文献+Modeling the conditional distribution of interest rates as a regime-s
2 个回复 - 490 次查看 【作者(必填)】Stephen F.Gray[/backcolor] 【文题(必填)】Modeling the conditional distribution of interest rates as a regime-switching process 【年份(必填)】Volume 42, Issue 1[/backcolor], September ...2022-8-17 16:46 - scottan123456 - 求助成功区
2 个回复 - 490 次查看 【作者(必填)】Stephen F.Gray[/backcolor] 【文题(必填)】Modeling the conditional distribution of interest rates as a regime-switching process 【年份(必填)】Volume 42, Issue 1[/backcolor], September ...2022-8-17 16:46 - scottan123456 - 求助成功区
Interest Rate Modeling - Piterbarg
24 个回复 - 10152 次查看 之前发过了这本书的 3 个 Volume 的非PDF版本，对读者阅读比较麻烦，也不方便打印。现在附上 PDF 版，希望对读者有帮助。2015-1-29 22:35 - chao.ma - 金融工程（数量金融）与金融衍生品
24 个回复 - 10152 次查看 之前发过了这本书的 3 个 Volume 的非PDF版本，对读者阅读比较麻烦，也不方便打印。现在附上 PDF 版，希望对读者有帮助。2015-1-29 22:35 - chao.ma - 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 - 1741 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）
8 个回复 - 1741 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）
【经典教材系列】Interest Rate Modeling: Post-Crisis Challenges and Approaches
73 个回复 - 8632 次查看 2016年最新教材，在08年金融危机后，利率模型研究的重点和难点在于处理负利率和使用多重利率曲线（multi-curve），降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的 ...2015-12-31 19:14 - wwqqer - 金融学（理论版）
73 个回复 - 8632 次查看 2016年最新教材，在08年金融危机后，利率模型研究的重点和难点在于处理负利率和使用多重利率曲线（multi-curve），降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的 ...2015-12-31 19:14 - wwqqer - 金融学（理论版）
Interest Rate, Term Structure, and valuation modeling
13 个回复 - 5101 次查看 Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. 20022009-12-23 00:30 - zhaohailei - 金融学（理论版）
13 个回复 - 5101 次查看 Interest Rate, Term Structure, and valuation modeling FRANK J. FABOZZI EDITOR John Wiley & Sons, Inc. 20022009-12-23 00:30 - zhaohailei - 金融学（理论版）
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing 3rd Ed.
0 个回复 - 285 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
0 个回复 - 285 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
【学习笔记】Interest rate modeling, volume I and II
L Anderson and V Pit ...
0 个回复 - 643 次查看 Interest rate modeling, volume I and II L Anderson and V Piterbarg 20102020-3-21 05:15 - zizai26 - Forum
0 个回复 - 643 次查看 Interest rate modeling, volume I and II L Anderson and V Piterbarg 20102020-3-21 05:15 - zizai26 - Forum
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
28 个回复 - 5339 次查看 Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Second Edition by Takashi Yasuoka (Author) About the Author Takashi Yasuoka, Professor, Graduate School of Enginee ...2019-6-23 12:15 - slowry - 金融学（理论版）
28 个回复 - 5339 次查看 Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Second Edition by Takashi Yasuoka (Author) About the Author Takashi Yasuoka, Professor, Graduate School of Enginee ...2019-6-23 12:15 - slowry - 金融学（理论版）
【独家发布】【2018】Interest Rate Modeling For Risk Management
0 个回复 - 812 次查看 Interest Rate Modeling For Risk Management Author(s): Yasuoka, Takashi Series: Economics: Current and Future Developments Series Publisher: Bentham Science Publishers, Year: 2018 ISBN: 1681086891, ...2019-12-15 19:26 - hhasoka - Forum
0 个回复 - 812 次查看 Interest Rate Modeling For Risk Management Author(s): Yasuoka, Takashi Series: Economics: Current and Future Developments Series Publisher: Bentham Science Publishers, Year: 2018 ISBN: 1681086891, ...2019-12-15 19:26 - hhasoka - Forum
【学习笔记】Interest Rate Modeling Volume 1 Foundations and Vanilla Mod ...
0 个回复 - 652 次查看 Interest Rate Modeling Volume 1 Foundations and Vanilla Models - Interest Rate Modeling. Volume 2 Term Structure Models - Interest Rate Modeling. Volume 3 Products and Risk Management2019-11-2 14:31 - 物亦有缘侵9 - Forum
0 个回复 - 652 次查看 Interest Rate Modeling Volume 1 Foundations and Vanilla Models - Interest Rate Modeling. Volume 2 Term Structure Models - Interest Rate Modeling. Volume 3 Products and Risk Management2019-11-2 14:31 - 物亦有缘侵9 - Forum
求interest rate modeling volume 3
0 个回复 - 595 次查看 Hi, 请问谁有interest rate modeling volume 3 的书可以分享吗，作者是 Piterbarg。多谢！2019-10-24 21:29 - April862 - 量化投资
0 个回复 - 595 次查看 Hi, 请问谁有interest rate modeling volume 3 的书可以分享吗，作者是 Piterbarg。多谢！2019-10-24 21:29 - April862 - 量化投资
【学习笔记】Modeling Fixed Income Securities and Interest Rate Options, ...
0 个回复 - 395 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
0 个回复 - 395 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
Interest Rate Modeling. Volume 2 - Term Structure Models
30 个回复 - 11728 次查看 Interest Rate Modeling. Volume 2: Term Structure Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewIn the seventies, Arbitrage Pricing Theory (APT) was invented for equity der ...2011-3-6 00:39 - martinnyj - 金融学（理论版）
30 个回复 - 11728 次查看 Interest Rate Modeling. Volume 2: Term Structure Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewIn the seventies, Arbitrage Pricing Theory (APT) was invented for equity der ...2011-3-6 00:39 - martinnyj - 金融学（理论版）
Interest Rate Modeling. Volume 3: Products and Risk Management (2010)
9 个回复 - 5466 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg (Author) Editorial Reviews Review Andersen and Piterbarg have written a Landau ...2011-3-18 02:53 - Realscore - 金融学（理论版）
9 个回复 - 5466 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg (Author) Editorial Reviews Review Andersen and Piterbarg have written a Landau ...2011-3-18 02:53 - Realscore - 金融学（理论版）
Interest Rate Modeling. Volume 1 - Foundations and Vanilla Models
19 个回复 - 15123 次查看 Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewThe book is a collection of high quality material that is both very broad ...2011-3-6 00:30 - martinnyj - 金融学（理论版）
19 个回复 - 15123 次查看 Interest Rate Modeling. Volume 1: Foundations and Vanilla Models Leif B.G. Andersen (Author), Vladimir V. Piterbarg ReviewThe book is a collection of high quality material that is both very broad ...2011-3-6 00:30 - martinnyj - 金融学（理论版）
Interest Rate Modeling Volume I II III (Piterbarg)
9 个回复 - 3948 次查看 Follow 上个帖子，继续奉上 Interest Rate Modeling Volume III (Piterbarg)2014-4-4 13:40 - chao.ma - 金融工程（数量金融）与金融衍生品
9 个回复 - 3948 次查看 Follow 上个帖子，继续奉上 Interest Rate Modeling Volume III (Piterbarg)2014-4-4 13:40 - chao.ma - 金融工程（数量金融）与金融衍生品
Interest Rate Modeling Volume I II III (Piterbarg)
14 个回复 - 9319 次查看 续上周发的 Brigo 的 IR 衍生品资料，现奉上 Piterbarg的 Interest Rate Modeling。这本书比较难读，本人对很多章节也只是用来作为参考查阅之用。需要强调的是，对于很复杂的衍生品定价，本书还是非常有帮助的！[/ba ...2014-4-4 13:32 - chao.ma - 金融工程（数量金融）与金融衍生品
14 个回复 - 9319 次查看 续上周发的 Brigo 的 IR 衍生品资料，现奉上 Piterbarg的 Interest Rate Modeling。这本书比较难读，本人对很多章节也只是用来作为参考查阅之用。需要强调的是，对于很复杂的衍生品定价，本书还是非常有帮助的！[/ba ...2014-4-4 13:32 - chao.ma - 金融工程（数量金融）与金融衍生品
Interest Rate Modeling Volume 3 - Products and Risk Management
12 个回复 - 5698 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg Table of contents for all three volumes (full details at andersen-piterbar ...2012-3-17 01:25 - martinnyj - 金融学（理论版）
12 个回复 - 5698 次查看 Interest Rate Modeling. Volume 3: Products and Risk ManagementLeif B.G. Andersen (Author), Vladimir V. Piterbarg Table of contents for all three volumes (full details at andersen-piterbar ...2012-3-17 01:25 - martinnyj - 金融学（理论版）
大家好 有沒有人有Interest Rate Modeling: Theory and Practice Lixin Wu
1 个回复 - 1346 次查看 大家好 有沒有人有Interest Rate Modeling: Theory and Practice Lixin Wu? 謝2016-5-28 15:24 - astart_start - 新手入门区
1 个回复 - 1346 次查看 大家好 有沒有人有Interest Rate Modeling: Theory and Practice Lixin Wu? 謝2016-5-28 15:24 - astart_start - 新手入门区
免费modeling fixed income securities and interest rate options&Asset Pricing
17 个回复 - 6070 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）
17 个回复 - 6070 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）
国内首发：Interest Rate Modeling: Theory and Practice 香港科技大学数学系Lixin Wu
25 个回复 - 8548 次查看 Interest Rate Modeling: Theory and Practice (Chapman & Hall/CRC Financial Mathematics Series) [Hardcover] Lixin Wu (Author) 4.8 out of 5 stars See all reviews(4 customer reviews) [hr] ...2013-12-22 11:47 - rmatrix - 金融工程（数量金融）与金融衍生品
25 个回复 - 8548 次查看 Interest Rate Modeling: Theory and Practice (Chapman & Hall/CRC Financial Mathematics Series) [Hardcover] Lixin Wu (Author) 4.8 out of 5 stars See all reviews(4 customer reviews) [hr] ...2013-12-22 11:47 - rmatrix - 金融工程（数量金融）与金融衍生品
interest rate modeling Andersen Volume 1: Foundations and Vanilla Models
2 个回复 - 2889 次查看 interest rate modeling Andersen Volume 1: Foundations and Vanilla Models2012-7-7 21:04 - wangjuestam - 经济金融数学专区
2 个回复 - 2889 次查看 interest rate modeling Andersen Volume 1: Foundations and Vanilla Models2012-7-7 21:04 - wangjuestam - 经济金融数学专区
求Interest Rate Modeling: Theory and Practice
1 个回复 - 873 次查看 Interest Rate Modeling: Theory and Practice (Chapman & Hall/CRC Financial Mathematics Series) [Hardcover] Lixin Wu (Author)2014-2-12 11:04 - 鲛人泣月 - 求助成功区
1 个回复 - 873 次查看 Interest Rate Modeling: Theory and Practice (Chapman & Hall/CRC Financial Mathematics Series) [Hardcover] Lixin Wu (Author)2014-2-12 11:04 - 鲛人泣月 - 求助成功区
Interest Rate Risk Modeling--The Fixed Income Valuation Course
6 个回复 - 2862 次查看 Interest Rate Risk Modeling--The Fixed Income Valuation Course SANJAY K. NAWALKHA,GLORIA M. SOTO,NATALIA A. BELIAEVA John Wiley & Sons, Inc. 20052009-10-19 09:32 - zhaohailei - 金融学（理论版）
6 个回复 - 2862 次查看 Interest Rate Risk Modeling--The Fixed Income Valuation Course SANJAY K. NAWALKHA,GLORIA M. SOTO,NATALIA A. BELIAEVA John Wiley & Sons, Inc. 20052009-10-19 09:32 - zhaohailei - 金融学（理论版）
Fabozzi_Interest Rate,Term Structure and Valuation Modeling
7 个回复 - 3123 次查看 Preface ix Contributing Authors xii SECTION ONE Interest Rate and Term Structure Modeling 1 CHAPTER 1 Interest Rate Models 3 Oren Cheyette CHAPTER 2 The Four Faces of an Interest Rate Model 27 ...2010-3-18 22:10 - ibanker - 金融工程（数量金融）与金融衍生品
7 个回复 - 3123 次查看 Preface ix Contributing Authors xii SECTION ONE Interest Rate and Term Structure Modeling 1 CHAPTER 1 Interest Rate Models 3 Oren Cheyette CHAPTER 2 The Four Faces of an Interest Rate Model 27 ...2010-3-18 22:10 - ibanker - 金融工程（数量金融）与金融衍生品
Interest Rate Risk Modeling --- Fixed Income Valuation Course
1 个回复 - 1509 次查看 2013-7-14 05:09 - dapbook - Forum
1 个回复 - 1509 次查看 2013-7-14 05:09 - dapbook - Forum
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）
Interest Rate Risk Modeling
3 个回复 - 1778 次查看 Interest Rate Risk Modeling2009-6-18 22:16 - rich1027 - 金融学（理论版）
3 个回复 - 1778 次查看 Interest Rate Risk Modeling2009-6-18 22:16 - rich1027 - 金融学（理论版）
求书:Interest rate modeling:theory and practice by Lixin Wu,hkust
11 个回复 - 7076 次查看 在找一本书，香港科技大学吴立昕教授写的《interest rate modeling: theory and practice》 09年出的，不知道哪位好心人有电子版啊？2010-12-7 22:42 - sishendj - 金融工程（数量金融）与金融衍生品
11 个回复 - 7076 次查看 在找一本书，香港科技大学吴立昕教授写的《interest rate modeling: theory and practice》 09年出的，不知道哪位好心人有电子版啊？2010-12-7 22:42 - sishendj - 金融工程（数量金融）与金融衍生品
求一本金融书籍Modeling fixed income securities and interest rate option
5 个回复 - 2397 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）
5 个回复 - 2397 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）
求文献 Some Remarks on Modeling the Term Structure of Interest Rates
2 个回复 - 1558 次查看 title: Some Remarks on Modeling the Term Structure of Interest Rates author: Franke, Günter. Journal: The Geneva Papers on Risk and Insurance Theory 21 (1996), 29-33. link: http: ...2010-10-15 15:46 - summerye - 求助成功区
2 个回复 - 1558 次查看 title: Some Remarks on Modeling the Term Structure of Interest Rates author: Franke, Günter. Journal: The Geneva Papers on Risk and Insurance Theory 21 (1996), 29-33. link: http: ...2010-10-15 15:46 - summerye - 求助成功区
