结果:找到“derivatives in C”相关内容727个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
量化金融与金融数学学习资料(全英文)
4 个回复 - 2083 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf !static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
An Introduction to the Mathematics of Financial Derivatives, 3rd edition
29 个回复 - 14856 次查看 Ali Hirsa, Salih N. Neftci, "An Introduction to the Mathematics of Financial Derivatives, 3rd edition" 2013 | ISBN: 012384682X | 480 pages | PDF | 9,8 MB This is an Introduction to the Mathema ...2014-4-1 19:45 - koalachen2013 - 金融学(理论版)
[书籍及CD]Modeling Derivatives In C++书及cd
35 个回复 - 6689 次查看 《Modeling Derivatives In C++》各种模型的C++实现,及配套CD。**** 本内容被作者隐藏 ****2015-3-16 16:43 - flora8376 - 量化投资
JPMorgan Econ FI-Interest Rate Derivatives Pardon my French-108709486
2 个回复 - 363 次查看 JPMorgan Econ FI-Interest Rate Derivatives Pardon my French-1087094862024-6-22 09:43 - 商业新知 - 世界经济与国际贸易
The Journal of Derivatives文献求助Vol, Skew, and Smile Trading
3 个回复 - 629 次查看 【作者(必填)】Aşty Al-JaafPeter Carr 【文题(必填)】Vol, Skew, and Smile Trading 【年份(必填)】2023 【全文链接或数据库名称(选填)】https://www.pm-research.com/content/iijderiv/31/1/642024-2-26 10:17 - cooper56 - 文献求助专区
Levy Processes in Finance Pricing Financial Derivatives
18 个回复 - 615 次查看 Levy Processes in Finance: Pricing Financial Derivatives Wim Schoutens Katholieke Universiteit Leuven, Belgium 20032024-5-20 10:54 - dafubj - 量化投资
信用衍生品Modelling Single-name and Multi-name Credit Derivatives
6 个回复 - 5378 次查看 作者O'Kane原来在Lehman Brothers,是信用衍生品欧洲业务的主管,在Lehman写了一系列的信用衍生品的报告,是信用衍生品的大牛。论坛上有非高清原版,需要的人下。2014-7-19 23:30 - tigersen - 金融学(理论版)
JPMorgan Econ FI-Interest Rate Derivatives Term Funding Premium and t
2 个回复 - 387 次查看 JPMorgan Econ FI-Interest Rate Derivatives Term Funding Premium and the Term ...-1079006802024-5-10 21:12 - 商业新知 - 世界经济与国际贸易
JPMorgan Econ FI-Interest Rate Derivatives R2-P2-108018700
1 个回复 - 335 次查看 JPMorgan Econ FI-Interest Rate Derivatives R2-P2-1080187002024-5-10 21:12 - 商业新知 - 世界经济与国际贸易
JPMorgan Econ FI-Interest Rate Derivatives The Fed, walking a tightro
1 个回复 - 300 次查看 JPMorgan Econ FI-Interest Rate Derivatives The Fed, walking a tightrope, find...-1071725232024-3-30 10:05 - 商业新知 - 世界经济与国际贸易
ML求助-could not calculate numerical derivatives -- flat or discontinuous region
17 个回复 - 16017 次查看 各位,我使用stata的ML写了一个极大使然程序,但是在运行过程中出现 initial: log likelihood = - (could not be evaluated) feasible: log likelihood = -3110.9551 rescale: log likel ...2013-9-21 18:12 - Brdic - Stata专版
请教大家:wencould not calculate numerical derivatives missing values encounte
7 个回复 - 5012 次查看 各位坛友: 我最近在学习双边随机边界,但是用SFA2tier进行ML(最大似然估计)的时候总是出现could not calculate numerical derivatives missing values encountered。我的数据没有缺失值,没有多重共线性,而且按照 ...2014-11-12 14:38 - 企鹅8217 - Stata专版
JPMorgan-Asia Pacific Equity Derivatives Highlights HKChina 4Q23 ear..
1 个回复 - 330 次查看 JPMorgan-Asia Pacific Equity Derivatives Highlights HKChina 4Q23 ear...-1071090992024-3-30 10:09 - 商业新知 - 世界经济与国际贸易
Wiley Finance系列: 商品衍生品 Commodity Derivatives - Markets and Applications
9 个回复 - 2837 次查看 Commodity Derivatives - Markets and Applications Wiley金融丛书英文版,商品衍生品。作者为巴克莱银行的培训官,负责银行相关产品知识培训。 亚马逊介绍: In Commodity Derivatives: Markets and Appli ...2015-3-8 06:03 - alexandred - 会计与财务管理
JPMorgan-Asia Pacific Equity Derivatives Highlights The BoJ’s Influen.
0 个回复 - 351 次查看 JPMorgan-Asia Pacific Equity Derivatives Highlights The BoJ’s Influen...-1069805062024-3-24 18:42 - 商业新知 - 世界经济与国际贸易
JPMorgan Econ FI-Interest Rate Derivatives (P)Pi Day-107059392
0 个回复 - 313 次查看 JPMorgan Econ FI-Interest Rate Derivatives (P)Pi Day-1070593922024-3-24 18:36 - 商业新知 - 世界经济与国际贸易
Credit derivatives pricing models 信用衍生品估值模型
9 个回复 - 820 次查看 关于 Phillipp J. Schonbucher的 《Credit derivatives pricing models: models,pricing and implementation》2024-3-18 14:44 - ly517588 - 金融学(理论版)
UBS Equities-Global Equity Derivatives Strategy _Feeling hot hot hot T
0 个回复 - 389 次查看 UBS Equities-Global Equity Derivatives Strategy _Feeling hot hot hot Tra...-1067476522024-3-13 20:11 - 商业新知 - 世界经济与国际贸易
JPMorgan Econ FI-Interest Rate Derivatives What’s the rush-106678072
0 个回复 - 334 次查看 JPMorgan Econ FI-Interest Rate Derivatives What’s the rush-1066780722024-3-2 13:02 - 商业新知 - 世界经济与国际贸易
JPMorgan-Asia Pacific Equity Derivatives Highlights HKChina 4Q23 ear..
0 个回复 - 286 次查看 JPMorgan-Asia Pacific Equity Derivatives Highlights HKChina 4Q23 ear...-106353653_2024-2-24 14:58 - 商业新知 - 世界经济与国际贸易
JPMorgan Econ FI-Interest Rate Derivatives Soft landings, TouchdoWNs,
0 个回复 - 312 次查看 JPMorgan Econ FI-Interest Rate Derivatives Soft landings, TouchdoWNs, and Saf...-106450323_2024-2-24 14:50 - 商业新知 - 世界经济与国际贸易
Modern Computational Finance Scripting for Derivatives and xVA
6 个回复 - 1353 次查看 Modern Computational Finance: Scripting for Derivatives and xVA (With Professional Implementation in C++) English | 2021 | ISBN: ‎ 111954078X | 288 pages | True PDF EPUB[/backcolor] [/ ...2021-11-5 14:18 - zhangke0987 - 投资人(实务版)
Credit Derivatives Pricing Models Model, Pricing and Implementation
3 个回复 - 3710 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)
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments下载
10 个回复 - 5162 次查看 Chacko, Sjöman, Motohashi, Dessain,Credit Derivatives: A Primer on CreditRisk, Modeling, and Instruments,Wharton School Publishing, 2007经典浅显的credit derivative教材 之前在论坛仔细搜过 没找到这 ...2011-2-12 13:23 - nancysxm - 金融学(理论版)
Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 3035 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
[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 - 54733 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
论文Accounting for Derivatives and Hedging Activities: Comparison of Cash Flow v
5 个回复 - 1464 次查看 【作者(必填)】Pamela A. Smith , Mark J. Kohlbeck 【文题(必填)】Accounting for Derivatives and Hedging Activities: Comparison of Cash Flow versus Fair Value Hedge Accounting 【年份(必填)】Volume ...2013-10-13 12:06 - baobeizhu163 - 求助成功区
金融衍生工具(financial derivatives)期权、期货及其他衍生产品
2 个回复 - 462 次查看 金融衍生工具(financial derivatives):南京邮电大学 教学用参考书: 1.《期权、期货及其他衍生产品》(第10版) -约翰·赫尔著 -机械工业出版社 2.《金融衍生工具》(第3版)汪昌云著,中国人民大学出版 ...2023-8-14 18:54 - 2023D - 现金交易版
【精品】Auditing Derivatives
0 个回复 - 244 次查看 2023-10-27 09:37 - 0wi3326261 - 经管书评
求助英文Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
3 个回复 - 496 次查看 【作者(必填)】Bishwal, Jaya P.N.[/backcolor];[/backcolor] 【文题(必填)】Interest rate derivatives for the fractional Cox-Ingersoll-Ross model 【年份(必填)】2023 【全文链接或数据库名称(选填)】ht ...2023-8-11 11:42 - weilinhy - 求助成功区
Interest Rate Swaps and Their Derivatives高清版带书签
3 个回复 - 1888 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
FIN522 Advanced Risk Management And Derivatives,MSF
1 个回复 - 271 次查看 FIN522 Advanced Risk Management And Derivatives 下载前,请参考下面的截图说明和教学大纲! FIN522 Advanced Risk Management And Derivatives FIN522 Advanced Risk Management And Derivatives FIN ...2023-8-12 08:27 - 2023Hua - 现金交易版
【独家发布】Modern Derivatives Pricing and Credit Exposure Analysis
3 个回复 - 2352 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
【2019新书】Financial Mathematics, Derivatives and Structured Products
34 个回复 - 9865 次查看 Financial Mathematics, Derivatives and Structured Products by Raymond H. Chan (Author), Yves ZY. Guo (Author), Spike T. Lee (Author), Xun Li (Author) About the Author Prof. Raymond H. Chan, Chair ...2019-4-1 15:46 - slowry - 金融学(理论版)
An Intuitive Introduction to Finance and Derivatives Concepts, Terminology
11 个回复 - 1096 次查看 An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models English | 2023 | ISBN: 3031234529 | 141 Pages | PDF EPUB (True)[/backcolor] [/backcolor] [/backc ...2023-3-15 08:38 - zhangke0987 - 经管书评
Evaluating Derivatives 2 nd Ed
5 个回复 - 1553 次查看 Evaluating Derivatives : Principles and Techniques of Algorithmic Differentiation, 2 nd Edition Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Second Edition ...2009-9-27 22:53 - martinnyj - 金融学(理论版)
求一篇文章Consistent modelling of VIX and equity derivatives using a 3/2 plus...
4 个回复 - 1272 次查看 【作者(必填)】Baldeaux J, Badran A 【文题(必填)】Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model 【年份(必填)】2014 【全文链接或数据库名称(选填)】2014-2-24 23:39 - 白塔湖123 - 求助成功区
Pricing Models of Volatility Products and Exotic Variance Derivatives
8 个回复 - 1141 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
Risk Takers Uses and Abuses of Financial Derivatives, 3rd Edition
2 个回复 - 468 次查看 Risk Takers : Uses and Abuses of Financial Derivatives, 3rd Edition English | 2018 | ISBN: 1547416092 | 391 Pages | True PDF[/backcolor] [/backcolor] [/backcolor]2023-2-1 08:47 - zhangke0987 - 经管书评
Analytical Finance:The Mathematics of Equity Derivatives,Markets,Risk and Valuat
89 个回复 - 9303 次查看 Analytical Finance, Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation by Roman Jan R.M. Palgrave Macmillan | 2017 | ISBN 978-3-319-34026-5 | 509 pages | PDF | 12 ...2017-2-9 10:09 - igs816 - 量化投资
- Analytical Finance Volume II The Mathematics of Interest Rate Derivatives,
2 个回复 - 1341 次查看 Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in qua ...2017-12-2 22:09 - nivastuli - 金融学(理论版)
Birkhäuser - Operator Relations Characterizing Derivatives (2018)
6 个回复 - 1578 次查看 This monograph develops an operator viewpoint for functional equations in classical function spaces of analysis, thus filling a void in the mathematical literature. Major constructions or operations i ...2018-10-4 09:47 - nivastuli - 博弈论
An Introduction to the Mathematics of Financial Derivatives
29 个回复 - 5210 次查看 An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using st ...2015-4-16 00:05 - lasgpope - 量化投资
Fixed Income Markets and Their Derivatives
32 个回复 - 6704 次查看 The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income se ...2015-5-26 04:33 - lasgpope - 量化投资
springer finance-Efficient Methods for Valuing Interest Rate Derivatives
8 个回复 - 3940 次查看 Introduction.- Arbitrage, Martingales and Numerical Methods.- Part I - Spot and Forward Rate Models: Spot and Forward Rate Models.- Fundamental Solutions and the Forward-Risk-Adjusted Measure.- ...2010-4-7 21:57 - icapm - 金融工程(数量金融)与金融衍生品
Efficient Methods for Valuing Interest Rate Derivatives
11 个回复 - 2736 次查看 This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as ...2015-4-16 19:00 - lasgpope - 量化投资
Interest Rate Swaps and Other Derivatives - Corb
9 个回复 - 4607 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)
solution to probelm in Derivatives Market 3rd.
3 个回复 - 1197 次查看 衍生品市场第三版的部分习题答案2021-9-23 16:16 - chloe019 - 金融工程(数量金融)与金融衍生品
Accounting for Derivatives: Advanced Hedging Under IFRS - Juan Ramirez
2 个回复 - 2969 次查看 Accounting for Derivatives: Advanced Hedging Under IFRS - Juan Ramirez2012-8-26 21:42 - happydude - 会计与财务管理
求An Introduction to the Mathematics of Financial Derivatives, 3rd edition
7 个回复 - 5177 次查看 重金求书:An Introduction to the Mathematics of Financial Derivatives, 3rd edition,Second Printing 注意,是secong printing,不是first printing。 2版区别的说明如下: Candidates should verify that ...2021-9-22 12:04 - 情报检索语言 - CAA、SOA精算师等考证版
Introduction to Financial Derivatives with Python
1 个回复 - 491 次查看 Introduction to Financial Derivatives with Python English | 2022 | ISBN: ‎ 1032211032 | 253 pages | True PDF | 6.96 MB[/backcolor] [/backcolor] [/backcolor] [/backcolor] [/backcol ...2022-11-11 16:14 - zhangke0987 - 经管书评
【经典教材系列】 The XVA of Financial Derivatives
75 个回复 - 6575 次查看 2015年最新教材,降价出售期已过,如果喜欢,请点击头像下方“加关注”。关注成功后,查看这里即可:关注的帖子。 欢迎订阅wwqqer文库! 欢迎订阅“经管之家系列文库”,全论坛的精华都在这儿了!2016-1-24 06:06 - wwqqer - 金融学(理论版)
Introduction of financial market Derivatives
6 个回复 - 1292 次查看 分享一些有关金融市场和衍生品的基础知识,如有侵权请联系我删帖2019-5-1 23:15 - liujunchangqq - 经济金融数学专区
Interest Rate Swaps and Other Derivatives
16 个回复 - 4409 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
【经典教材系列】Accounting for Derivatives: Advanced Hedging Under IFRS 第二版
216 个回复 - 26718 次查看 2015年第二版,降价出售期已过,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:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续 ...2015-3-13 11:19 - wwqqer - 会计与财务管理
【华尔街系列】金融科普读物 Dinosaur Derivatives and Other Trades
36 个回复 - 4627 次查看 2015年新书,金融科普读物。降价出售期已过,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:三步走把千本好书“一网打尽”!。 [相关阅读] 【华尔街系列】(资料汇总帖,附链 ...2015-2-27 09:23 - wwqqer - 金融学(理论版)
【独家发布】CFA 2020 Level 1 Volume 5 Fixed Income and Derivatives
2 个回复 - 296 次查看 CFA 2020 Level 1 Volume 5 Fixed Income and Derivatives Author(s): Various Publisher: Wiley, Year: 2019 ISBN: 978-19464429492019-12-25 13:59 - hhasoka - 经管书评
【独家发布】Bomfim: Understanding Credit Derivatives and Related Instruments
12 个回复 - 1090 次查看 分享一本关于信用衍生品产品的入门书。这本书算是这个领域的经典。 共分两部分,下载链接在最后。2015-9-8 21:51 - liuchen1988 - 经管书评
Wiley - Modeling Derivatives in C++ (2006).pdf
2 个回复 - 2410 次查看 Wiley - Modeling Derivatives in C++ (2006).pdf 很好的编程书,很多代码可以直接拿来用2009-11-11 22:40 - danielfk1 - 金融学(理论版)
金融衍生产品的数学模型讲义Mathematical Models of Financial Derivatives
1 个回复 - 733 次查看 金融衍生产品的数学模型讲义Mathematical_Models_of_Financial_Derivatives Mathematical_Models_of_Financial_Derivatives(金融衍生产品的数学模型) 金融衍生产品的数学模型讲义Mathematical_Models_of ...2022-3-10 09:10 - Kathy-202109 - 现金交易版
Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (第二版)
123 个回复 - 14041 次查看 经典教材2016年第二版,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” ...2016-1-5 06:20 - wwqqer - 金融学(理论版)
【经典教材系列】 Modern Derivatives Pricing
120 个回复 - 7896 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)
【经典教材系列】Interest Rate Derivatives Explained
98 个回复 - 14651 次查看 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”!。 欢迎订阅wwqqer文库! 欢迎订 ...2015-3-3 08:11 - wwqqer - 金融学(理论版)
新书免费发布:An Introduction to Credit Derivatives second edition
15 个回复 - 4171 次查看 论坛上很多人要的一本书。 An Introduction to Credit Derivatives [精装] Moorad Choudhry (作者) 分享我的评价 | 亚马逊正品行货 | [hr] ...2013-12-26 23:20 - rmatrix - 金融工程(数量金融)与金融衍生品
[资料分享]Fixed Income Markets and Their Derivatives.pdf
5 个回复 - 2077 次查看 固定收益市场以及固收衍生品的定价方法,英文第三版,带有全部目录标签,高清版本2019-5-12 13:25 - Yurri - 金融工程(数量金融)与金融衍生品
Fixed income markets and their derivatives
14 个回复 - 7353 次查看 这个是LSE的要求阅读教材。 很实用~~2009-10-6 12:14 - john85 - 金融学(理论版)
NBS8333 Financial Derivatives,期权期货及其衍生产品第七版 课后练习答案+课件
0 个回复 - 715 次查看 NBS8333 Financial Derivatives,期权期货及其衍生产品第七版 课后练习答案+课件 NBS8333 Financial Derivatives,期权期货及其衍生产品第七版 课后练习答案+课件 NBS8333 Financial Derivatives,期权期货 ...2021-11-29 13:46 - mujahida01 - 现金交易版
Derivatives, Embedded Derivatives and Hedging
2 个回复 - 1022 次查看 2018-9-5 10:56 - Jora0427 - 会计与财务管理
AFE SN: Derivatives: practices and principles PDF下载
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