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The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of
1 个回复 - 733 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）

Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives
27 个回复 - 10087 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 - 777 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

Credit Risk Frontiers----Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings
10 个回复 - 4468 次查看 Bloomberg Press; 1 edition | February 8, 2011 754 pages 我个人觉得不错,收点费用.下附目录 GregM.Gupton Introduction 1 Tomasz R.Bielecki,DamianoBrigo, and Fr´ed´eric Patras PART ...2011-8-10 12:25 - lipchen - 经济金融数学专区

Pricing and Hedging Financial Derivatives: A Guide for Practitioners
62 个回复 - 12062 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）

Option pricing and hedging in different cyclical structures: a two-dimensional M
1 个回复 - 483 次查看【作者(必填)】【文题(必填)】 Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model 【年份(必填)】【全文链接或数据库名称(选填)】https://bbs.pin ...2019-5-3 21:43 - ssylzz - 求助成功区

Skewness Versus Kurtosis: Implications for Pricing and Hedging Options
1 个回复 - 596 次查看【作者(必填)】Sol Kim[/backcolor] Geul Lee[/backcolor] Yuen Jung Park[/backcolor] 【文题(必填)】Skewness Versus Kurtosis: Implications for Pricing and Hedging Options 【年份(必填)】2017 ...2019-4-12 22:31 - hnhs100 - 求助成功区

Pricing and Hedging Swaps
8 个回复 - 3313 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）

Andrew W.Lo:Pricing and Hedging Derivative Securities in Incomplete Markets
1 个回复 - 1343 次查看 Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the dynamic replication ...2013-5-18 00:10 - delphy_crystal - 金融学（理论版）

Macquarie University (AUS) Security Pricing and Hedging Lecture notes
2 个回复 - 1488 次查看 MQ UNI master level lecture notes Most recent semester published, concentrate on the financail market practice and derivative application. If the feedback is positive, the future newest overseas ...2015-4-6 19:12 - miraclex - 现金交易版

Quantitative Energy Finance Modeling Pricing and Hedging in Energy and Commodity
1 个回复 - 1592 次查看 Quantitative Energy Finance Modeling Pricing and Hedging in Energy and Commodity2015-1-14 10:56 - liminpengkun - 计量经济学与统计软件

Quantitative Energy Finance Modeling, Pricing, and Hedging in Energy and Commodi
6 个回复 - 1957 次查看 Quantitative Energy Finance Modeling, Pricing, and Hedging in Energy and Commodi2015-1-14 12:45 - liminpengkun - 金融工程（数量金融）与金融衍生品

[原创] Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments
11 个回复 - 5529 次查看 Market Risk Analysis: Pricing, Hedging and Trading Financial Instrumentsby Carol Alexander Hardcover: 416 pages Publisher: Wiley; Har/Cdr edition (June 30, 2008) Language: English ISBN-10: ...2008-11-17 05:24 - lhwjud12 - 计量经济学与统计软件

Pricing And Hedging Of A Portfolio Of Options
0 个回复 - 1008 次查看【作者(必填)】Laguardia, David 【文题(必填)】Pricing And Hedging Of A Portfolio Of Options In The Presence Of Stochastic Volatility 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://te ...2016-7-13 15:27 - lipj - 文献求助专区

Pricing and Hedging Variable Annuity
1 个回复 - 884 次查看【作者(必填)】Andrew Cheuk-Yin Nga & Johnny Siu-Hang Lib 【文题(必填)】Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models 【年份(必填)】2013 【全文链接 ...2016-5-6 15:19 - hnu123 - 求助成功区

Pricing and hedging interest & credit risk sensitive instruments
4 个回复 - 1317 次查看 Pricing and hedging interest & credit risk sensitive instruments This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those wh ...2016-2-25 08:31 - showhsu - 金融学（理论版）

Credit: The Complete Guide to Pricing, Hedging and Risk Management
10 个回复 - 2537 次查看 This comprehensive text provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. The book: emphasizes fixed income instrumen ...2015-6-22 13:53 - nelsoncwlee - 量化投资

Pricing and Hedging of Derivative Securities (by Nielsen)
7 个回复 - 5240 次查看 Pricingand Hedging of Derivative Securities by Nielsen (扫描清晰版）2010-10-3 03:25 - slw8d - 金融学（理论版）

(Wiley Finance 294)Pricing, Hedging and Trading
3 个回复 - 1682 次查看 2014-7-13 16:16 - 514050209 - 量化投资

Pricing and Hedging Swaps
9 个回复 - 3899 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）

PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH
1 个回复 - 1040 次查看【作者(必填)】Hélyette Geman1,† andMarc Yor2,† 【文题(必填)】PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH 【年份(必填)】Volume 6, Issue 4,pages 365–378,Octo ...2015-2-9 08:05 - ssylzz - 求助成功区

求Pricing and Hedging of Derivative Securities 一书（100论坛币）
1 个回复 - 2092 次查看如题：求Pricing and Hedging of Derivative Securities Lars Tyge Nielsen (Author) 愿赠送100论坛币，谢谢2010-9-10 21:18 - 哈佳 - 计量经济学与统计软件

【免费好书】Modelling, Pricing, and Hedging Counterparty Credit Exposure
45 个回复 - 11801 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance) Springer | 2010-02-01 | ISBN: 3642044530 | 271 pages | PDF | 3.9 MB 内容介绍【详细目录在回帖中】 ...2009-12-10 13:51 - zhangining - 金融学（理论版）

Model calibration for financial derivatives : from hedging to pricing
0 个回复 - 1283 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 - 2145 次查看 2014-7-17 17:05 - bukeyide111 - 金融工程（数量金融）与金融衍生品

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging
7 个回复 - 2148 次查看 Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial) Tomasz Bielecki (Author), Damiano Brigo (Author), Frederic Patras (Author) Pro ...2011-7-2 12:39 - martinnyj - 金融学（理论版）

Pricing and hedging in a single period market with random interval valued assets
2 个回复 - 791 次查看【作者(必填)】 [*]Surong You 【文题(必填)】Pricing and hedging in a single period market with random interval valued assets 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.scienc ...2013-9-29 10:24 - wisnnie - 求助成功区

论坛首发电子版 THE COMPLETE GUIDE TO PRICING, HEDGING AND RISK MANAGEMENT
3 个回复 - 1890 次查看 Introduction xi PART I – CREDIT RISK MANAGEMENT 1 – Overview of Credit Risk 3 1.1 Components of Credit Risk 4 1.2 Factors Determining the Credit Risk of a Portfolio 5 1.3 Traditional Approaches ...2013-4-9 16:40 - hhui0710 - 金融学（理论版）

Pricing and Hedging Financial Derivatives - A Guide for Practitioners
7 个回复 - 3417 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

Counterparty Credit Risk Measurement Pricing and Hedging
6 个回复 - 3567 次查看 Counterparty Credit Risk Measurement Pricing and Hedging Eduardo Canabarro (Author) Publisher: Risk Books (22 Mar 2010)2011-2-14 07:37 - happydude - 金融学（理论版）

modeling, pricing and hedging counterparty credit exposure
2 个回复 - 1330 次查看 authors: Giovanni Cesari is Managing Director at UBS. He has more than 10 years’ ex- perience in modelling and pricing counterparty credit exposure. Before moving to finance, Giovanni worked ...2013-11-24 23:24 - winslow - 金融工程（数量金融）与金融衍生品

Neutral and Indifference Portfolio Pricing, Hedging and Investing
4 个回复 - 1445 次查看 Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FXSrdjan Stojanovic Publication Date: September 10, 2011 | ISBN-10: 0387714170 | ISBN-1 ...2013-10-31 22:57 - martinnyj - 金融学（理论版）

Pricing and Hedging Derivative Securities with Unknown Local Volatilities
1 个回复 - 630 次查看【作者(必填)】 Kerry W. Fendick. q-fin.PR 【文题(必填)】Pricing and Hedging Derivative Securities with Unknown Local Volatilities 【年份(必填)】2013 【全文链接或数据库名称(选填)】2013-10-2 23:33 - ssylzz - 求助成功区

Pricing and hedging of long-term futures and forward contracts by a three-factor
3 个回复 - 975 次查看【作者(必填)】 Kenichiro Shiraya Akihiko Takahashi 【文题(必填)】 Pricing and hedging of long-term futures and forward contracts by a three-factor 【年份(必填)】 2012 【全文链接或数据库名称(选 ...2013-7-14 00:03 - suoyuanyuan - 求助成功区

A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES
1 个回复 - 806 次查看【作者(必填)】 Aïd, René; Campi, Luciano; Langrené, Nicolas 【文题(必填)】A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES 【年份(必填)】Mathematical Finance. Jul ...2013-9-4 13:12 - ssylzz - 求助成功区

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging
8 个回复 - 4534 次查看 The most recent and best book on Libor model with SABR The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Hardcover: 296 pages Publisher: Wiley (A ...2011-1-23 12:10 - ghlian - 金融学（理论版）

Andrew W.Lo: Pricing and Hedging Derivative Securities Learning Networks
0 个回复 - 1062 次查看 We propose a nonparametric method for estimating the pricing formula of a derivative asset using learning networks. Although not a substitute for the more traditional arbitrage-based pricing formu ...2013-5-18 00:13 - delphy_crystal - 金融学（理论版）

Modelling, Pricing, and Hedging Counterparty Credit Exposure
2 个回复 - 1518 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda, English | 2010 | ISBN: ...2013-5-8 11:54 - koalachen2013 - 金融学（理论版）

求Option Pricing and Hedging Performance Under Stochastic Volatility and Stochas
1 个回复 - 828 次查看【作者(必填)】 [*]Gurdip Bakshi, [*]Charles Cao, [*]Zhiwu Chen 【文题(必填)】Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates 【年份(必填)】Ha ...2013-4-16 16:54 - ssylzz - 求助成功区

急需risk neutral valuation hedging and pricing 这本书啊
0 个回复 - 910 次查看有朋友给共享么。 xijunox@126.com 谢谢2013-2-17 23:12 - xijunox - 休闲灌水

Neutral and Indifference Portfolio Pricing, Hedging and Investing
2 个回复 - 1012 次查看 Srdjan Stojanovic, "Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX" | ISBN: 0387714170 | 2011 | PDF | 277 pages | This book is written for q ...2012-2-9 08:57 - yiweidon - Forum

在线求Foreign exchange hedging and the capital asset pricing model
2 个回复 - 809 次查看【作者(必填)】 Alexander A. Robichek, [*]Mark R. Eaker 【文题(必填)】 [*]Foreign exchange hedging and the capital asset pricing model 【年份(必填)】 [*]1978 【全文链接或数据库名称(选填)】 ...2012-5-9 09:09 - joyye2008joyye - 求助成功区

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging
5 个回复 - 2987 次查看网上找到的，便宜出售 The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Hardcover: 296 pages Publisher: Wiley (April 27, 2009) La ...2011-9-12 23:09 - DooSun - 金融学（理论版）

Neutral and Indifference Portfolio Pricing, Hedging and Investing
1 个回复 - 1147 次查看 Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX Srdjan StojanovicBook DescriptionISBN-10: 0387714170 | ISBN-13: 978-0387714172 | Publication Date: ...2011-12-18 10:44 - martinnyj - 金融学（理论版）

[求助]请各路英雄帮忙解开Credit - The Complete Guide to Pricing, Hedging and Risk Management
6 个回复 - 2735 次查看各位高手：我从网络上下载了有关CREDIT方面的好书Credit - The Complete Guide to Pricing, Hedging and Risk Management，但是无法在本地打开阅读，请各路英雄好汉帮忙，也好让大家共享一些这本好书！ ...2007-7-12 10:36 - szabba - 金融学（理论版）

Neutral and Indifference Portfolio Pricing, Hedging and Investing
3 个回复 - 1081 次查看 [attach]990417[/attachNeutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FXSrdjan Stojanovic From the Back CoverThis book is written for quantita ...2011-11-5 11:52 - martinnyj - 金融学（理论版）

Option pricing and hedging under a stochastic volatility
0 个回复 - 1465 次查看 Option pricing and hedging under a stochastic volatility Levy process model2011-3-15 01:55 - cop207 - Forum

求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
2 个回复 - 2147 次查看求Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives.不要notes，要书~~ N.H. Bingham, R.Kiese的~ l拜托了~！急求~~~2010-3-13 23:20 - 莞尔哈哈 - 计量经济学与统计软件

免費 Pricing and Hedging Interest and Credit Risk Sensitive Instruments
3 个回复 - 1904 次查看 Pricing and Hedging Interest and Credit Risk Sensitive Instruments (Hardcover) ~ Frank Skinner Product DescriptionThis book is tightly focused on the pricing and hedging of fixed income securit ...2009-11-5 11:42 - martinnyj - 金融学（理论版）

请问！关于hedging and pricing option 图怎么看?
4 个回复 - 1658 次查看论文：Hedging and Pricing Options ,using Machine Learning 提问：1、为什么坐标轴表示的变量一样，图怎么不一样啊？坐标轴delta，dP/dS是两个变量还是一个变量啊？ `moneyness',就是 log(S/K)么，表示什么？ ...2010-4-16 14:22 - believelike - 金融工程（数量金融）与金融衍生品

option pricing and hedging with both fixed and proportional transaction costs
2 个回复 - 1494 次查看 option pricing and hedging with both fixed and proportional transaction costs2010-3-4 14:49 - fflgz - 金融工程（数量金融）与金融衍生品

Hedging With Trees Advances in Pricing and Risk Managing Derivatives
3 个回复 - 1461 次查看 Hedging With Trees Advances in Pricing and Risk Managing Derivatives (Paperback)by Mark Broadie Editorial ReviewsProduct Description *An edited compilation of the best technical articles ...2009-7-2 22:35 - martinnyj - 金融学（理论版）

[求助]Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applicatio
2 个回复 - 3255 次查看求助一本英文书Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications 作者是David. 多谢!!!!!!!!!!!!!!!!!112008-1-15 23:58 - emptyokk - 文献求助专区

求:Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
7 个回复 - 2817 次查看 i have been looking for "Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives" for a while.could someone please share it if you have a copy?I have already had the class notes by the au ...2007-3-24 06:11 - rotman - 计量经济学与统计软件

Perfect Cross-Hedging Opportunities Via Formula Pricing: The Case Of The Br...
0 个回复 - 300 次查看 2005-8-24 11:25 - 总成本474 - Forum

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