结果：找到“volatility correlation”相关内容43个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Advanced equity derivatives : volatility and correlation
11 个回复 - 3817 次查看 get it. Iam pleased to introduce Sébastien Bossu’s new book, Advanced Equity Derivatives, which is a great contribution to the literature in our field. Years of practical experience as an exoti ...2015-6-11 15:22 - leosong - 量化投资
11 个回复 - 3817 次查看 get it. Iam pleased to introduce Sébastien Bossu’s new book, Advanced Equity Derivatives, which is a great contribution to the literature in our field. Years of practical experience as an exoti ...2015-6-11 15:22 - leosong - 量化投资
Forecasting volatility and correlation between oil and gold prices using a novel
1 个回复 - 167 次查看 【作者(必填)】 2222 【文题(必填)】 Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model【年份(必填)】 222 【全文链接或数据库名称(选填)】https:// ...2023-11-21 14:06 - internet.hzx - 求助成功区
1 个回复 - 167 次查看 【作者(必填)】 2222 【文题(必填)】 Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model【年份(必填)】 222 【全文链接或数据库名称(选填)】https:// ...2023-11-21 14:06 - internet.hzx - 求助成功区
Advanced Equity Derivatives Volatility and Correlation
9 个回复 - 5334 次查看 In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial m ...2014-5-15 14:10 - 大家开心 - 金融工程（数量金融）与金融衍生品
9 个回复 - 5334 次查看 In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial m ...2014-5-15 14:10 - 大家开心 - 金融工程（数量金融）与金融衍生品
Volatility and Correlation: 2.0 Riccardo Rebonato
5 个回复 - 5955 次查看 Volatility and Correlation: The Perfect Hedger and the Fox, 2.0 Riccardo Rebonato Wiley List Price ]US $155.00 [/td] Why a Second Edition.What This Book Is Not About. The New Sub-Title. I Fo ...2010-8-9 00:30 - ibanker - 金融学（理论版）
5 个回复 - 5955 次查看 Volatility and Correlation: The Perfect Hedger and the Fox, 2.0 Riccardo Rebonato Wiley List Price ]US $155.00 [/td] Why a Second Edition.What This Book Is Not About. The New Sub-Title. I Fo ...2010-8-9 00:30 - ibanker - 金融学（理论版）
Volatility and Correlation - The Perfect Hedger and the Fox
2 个回复 - 2631 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Volatility and Correlation - The Perfect Hedger and the Fox作者：Riccardo Rebonato出版年份：2004，2nd Edition ...2019-1-30 22:13 - gonnaago - 金融学（理论版）
2 个回复 - 2631 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Volatility and Correlation - The Perfect Hedger and the Fox作者：Riccardo Rebonato出版年份：2004，2nd Edition ...2019-1-30 22:13 - gonnaago - 金融学（理论版）
Volatility and Correlation Dynamics of the Mainland Chinese
1 个回复 - 752 次查看 【作者(必填)】Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang 【文题(必填)】Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red ...2019-7-27 20:08 - yishuiyuan2604 - 求助成功区
1 个回复 - 752 次查看 【作者(必填)】Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang 【文题(必填)】Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red ...2019-7-27 20:08 - yishuiyuan2604 - 求助成功区
Volatility, Correlation, and Diversification in a Multi-Factor World
5 个回复 - 1282 次查看 【作者(必填)】Roll, Richard. 【文题(必填)】Volatility, Correlation, and Diversification in a Multi-Factor World 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://search.proquest.com/openv ...2016-5-21 22:17 - 迷途mitu - 求助成功区
5 个回复 - 1282 次查看 【作者(必填)】Roll, Richard. 【文题(必填)】Volatility, Correlation, and Diversification in a Multi-Factor World 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://search.proquest.com/openv ...2016-5-21 22:17 - 迷途mitu - 求助成功区
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
Volatility and correlation : the perfect hedger and the fox 2ed
16 个回复 - 6783 次查看 Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) By Riccardo Rebonato Publisher: Wiley Number Of Pages: 864 Publication Date: 2004-09-20 ISBN-10 / ASIN: 0 ...2009-11-30 06:54 - polyjian - 金融学（理论版）
16 个回复 - 6783 次查看 Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) By Riccardo Rebonato Publisher: Wiley Number Of Pages: 864 Publication Date: 2004-09-20 ISBN-10 / ASIN: 0 ...2009-11-30 06:54 - polyjian - 金融学（理论版）
Volatility and correlation (2ed., Wiley, 2004)
5 个回复 - 2542 次查看 Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) [Hardcover]Riccardo Rebonato (Author) [*]Hardcover: 864 pages[*]Publisher: Wiley; 2 edition (September 20, 2004)[*]Languag ...2010-7-8 13:08 - mcsyky - 金融学（理论版）
5 个回复 - 2542 次查看 Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) [Hardcover]Riccardo Rebonato (Author) [*]Hardcover: 864 pages[*]Publisher: Wiley; 2 edition (September 20, 2004)[*]Languag ...2010-7-8 13:08 - mcsyky - 金融学（理论版）
Risk Contribution Is Exposure Times Volatility Times Correlation（PDF）
0 个回复 - 1346 次查看 Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula by Jose Menchero and Ben Davis 风险拆解计算 ＭＳＣＩ Ｂａｒｒａ论文2018-12-24 16:05 - guouoo - 金融工程（数量金融）与金融衍生品
0 个回复 - 1346 次查看 Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula by Jose Menchero and Ben Davis 风险拆解计算 ＭＳＣＩ Ｂａｒｒａ论文2018-12-24 16:05 - guouoo - 金融工程（数量金融）与金融衍生品
Volatility threshold dynamic conditional correlations: An international analysis
1 个回复 - 650 次查看 【作者(必填)】 23 【文题(必填)】 Volatility threshold dynamic conditional correlations: An international analysis【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/arti ...2018-8-24 21:39 - internet.hzx - 求助成功区
1 个回复 - 650 次查看 【作者(必填)】 23 【文题(必填)】 Volatility threshold dynamic conditional correlations: An international analysis【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/arti ...2018-8-24 21:39 - internet.hzx - 求助成功区
Correlations in Price Changes and Volatility across International Stock Markets
1 个回复 - 528 次查看 【作者(必填)】 Y Hamao， RW Masulis， V Ng 【文题(必填)】 Correlations in Price Changes and Volatility across International Stock Markets【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://x ...2018-3-17 16:53 - internet.hzx - 求助成功区
1 个回复 - 528 次查看 【作者(必填)】 Y Hamao， RW Masulis， V Ng 【文题(必填)】 Correlations in Price Changes and Volatility across International Stock Markets【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://x ...2018-3-17 16:53 - internet.hzx - 求助成功区
Trading Volatility, Correlation, Term Structure and Skew by Colin Bennett
7 个回复 - 4673 次查看 2016-3-3 08:31 - kolapig - 金融学（理论版）
7 个回复 - 4673 次查看 2016-3-3 08:31 - kolapig - 金融学（理论版）
Volatility, correlation and tails for systemic risk measurement
1 个回复 - 1082 次查看 【作者(必填)】 Christian T. Brownlees (New York University)Robert Engle (New York University)【文题(必填)】 Volatility, correlation and tails for systemic risk measurement 【年份(必填)】 Working P ...2018-1-16 21:44 - moretc - 求助成功区
1 个回复 - 1082 次查看 【作者(必填)】 Christian T. Brownlees (New York University)Robert Engle (New York University)【文题(必填)】 Volatility, correlation and tails for systemic risk measurement 【年份(必填)】 Working P ...2018-1-16 21:44 - moretc - 求助成功区
Conditional volatility and correlations of weekly returns and the VaR analysis o
1 个回复 - 533 次查看 【作者(必填)】 BahramPesaranaM. HashemPesaran 【文题(必填)】 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash【年份(必填)】 2010 【全文链接 ...2018-1-14 01:36 - internet.hzx - 求助成功区
1 个回复 - 533 次查看 【作者(必填)】 BahramPesaranaM. HashemPesaran 【文题(必填)】 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash【年份(必填)】 2010 【全文链接 ...2018-1-14 01:36 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 611 次查看 【作者(必填)】 uc Bauwens[/backcolor] & Edoardo Otranto[/backcolor] 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名 ...2016-12-28 12:32 - internet.hzx - 求助成功区
1 个回复 - 611 次查看 【作者(必填)】 uc Bauwens[/backcolor] & Edoardo Otranto[/backcolor] 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名 ...2016-12-28 12:32 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
2 个回复 - 711 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:05 - internet.hzx - 求助成功区
2 个回复 - 711 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:05 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 658 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:15 - internet.hzx - 求助成功区
1 个回复 - 658 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:15 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 699 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:07 - internet.hzx - 求助成功区
1 个回复 - 699 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:07 - internet.hzx - 求助成功区
Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew
23 个回复 - 832 次查看 Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew by Colin Bennett 2014 Publisher: CreateSpace Independent Publishing Platform This publication aims to fill the ...2014-10-25 07:28 - tigerwolf - 创新与战略管理
23 个回复 - 832 次查看 Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew by Colin Bennett 2014 Publisher: CreateSpace Independent Publishing Platform This publication aims to fill the ...2014-10-25 07:28 - tigerwolf - 创新与战略管理
NSVCM2014-Non- and Semiparametric Volatility and Correlation Models
8 个回复 - 2450 次查看 The study of semiparametric volatility and correlation models is a very quickly developing area of financial econometrics since about one decade. There is a broad variety of such models, which exte ...2014-5-5 21:50 - jigesi - 站务与外事
8 个回复 - 2450 次查看 The study of semiparametric volatility and correlation models is a very quickly developing area of financial econometrics since about one decade. There is a broad variety of such models, which exte ...2014-5-5 21:50 - jigesi - 站务与外事
Asymmetry in Stochastic Volatility Models: Threshold or Correlation?
3 个回复 - 1252 次查看 【作者(必填)】Daniel R Smith 【文题(必填)】Asymmetry in Stochastic Volatility Models: Threshold or Correlation? 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.degruyter.com/view/ ...2014-7-12 13:24 - lipj - 求助成功区
3 个回复 - 1252 次查看 【作者(必填)】Daniel R Smith 【文题(必填)】Asymmetry in Stochastic Volatility Models: Threshold or Correlation? 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.degruyter.com/view/ ...2014-7-12 13:24 - lipj - 求助成功区
Call for Papers Non- and Semiparametric Volatility and Correlation Models
10 个回复 - 3805 次查看 Call for Papers Non- and Semiparametric Volatility and Correlation Models { Economic Sources of Volatility, Risk Decomposition and Financial Crises to be held from 24 to 26 July 2014 at the Univers ...2014-4-23 20:54 - jigesi - 学术资源/课程/会议/讲座
10 个回复 - 3805 次查看 Call for Papers Non- and Semiparametric Volatility and Correlation Models { Economic Sources of Volatility, Risk Decomposition and Financial Crises to be held from 24 to 26 July 2014 at the Univers ...2014-4-23 20:54 - jigesi - 学术资源/课程/会议/讲座
Call for Papers Non- and Semiparametric Volatility and Correlation Models
0 个回复 - 1418 次查看 Call for Papers[/backcolor] Non- and Semiparametric Volatility and Correlation Models[/backcolor] { Economic Sources of Volatility, Risk Decomposition and Financial Crises[/backcolor] to be held fr ...2014-4-23 21:14 - jigesi - 海外生活
0 个回复 - 1418 次查看 Call for Papers[/backcolor] Non- and Semiparametric Volatility and Correlation Models[/backcolor] { Economic Sources of Volatility, Risk Decomposition and Financial Crises[/backcolor] to be held fr ...2014-4-23 21:14 - jigesi - 海外生活
Volatility, Correlation, and Diversification in a Multi-Factor World
2 个回复 - 837 次查看 【作者(必填)】Roll, R(Roll, Richard) 【文题(必填)】Volatility, Correlation, and Diversification in a Multi-Factor World 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.iijournals ...2013-11-20 20:06 - twinkle_2012 - 求助成功区
2 个回复 - 837 次查看 【作者(必填)】Roll, R(Roll, Richard) 【文题(必填)】Volatility, Correlation, and Diversification in a Multi-Factor World 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.iijournals ...2013-11-20 20:06 - twinkle_2012 - 求助成功区
求《volatility and correlation》相关的中文材料
0 个回复 - 1449 次查看 最近在啃《volatility and correlation》 the perfect hedger and the fox. 啃起来好费劲。大家给推荐几本中文的教材吧。2013-7-18 19:38 - frederic7 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1449 次查看 最近在啃《volatility and correlation》 the perfect hedger and the fox. 啃起来好费劲。大家给推荐几本中文的教材吧。2013-7-18 19:38 - frederic7 - 金融工程（数量金融）与金融衍生品
Return, volatility spillovers and dynamic correlation in the BRIC equity markets
4 个回复 - 863 次查看 【作者(必填)】Bhar and Nikolova 【文题(必填)】Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework 【年份(必填)】2009, ...2013-3-20 09:04 - jayzjh - 求助成功区
4 个回复 - 863 次查看 【作者(必填)】Bhar and Nikolova 【文题(必填)】Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework 【年份(必填)】2009, ...2013-3-20 09:04 - jayzjh - 求助成功区
Correlation in price changes and volatility of major Latin American stock market
2 个回复 - 1063 次查看 【作者(必填)】Hamao,Yasushi,Ronald Masulis and Ng 【文题(必填)】Correlation in price changes and volatility of major Latin American stock markets 【年份(必填)】1990,3(2):281-307 【全文链接或数 ...2013-3-19 16:18 - jayzjh - 求助成功区
2 个回复 - 1063 次查看 【作者(必填)】Hamao,Yasushi,Ronald Masulis and Ng 【文题(必填)】Correlation in price changes and volatility of major Latin American stock markets 【年份(必填)】1990,3(2):281-307 【全文链接或数 ...2013-3-19 16:18 - jayzjh - 求助成功区
Volatility and Correlation - Join Weily & Son Finance Books
4 个回复 - 1805 次查看 Volatility and Correlation - Join Weily & Son Finance Books PDF, 866p, 如果是这一行的专业的, 就一定要下载回去看看,深入理解Vol and Cor. Contents Preface xxi 0.1 Why a Second Edition? xxi 0.2 Wha ...2009-8-16 03:35 - onetwothreehaha - 金融学（理论版）
4 个回复 - 1805 次查看 Volatility and Correlation - Join Weily & Son Finance Books PDF, 866p, 如果是这一行的专业的, 就一定要下载回去看看,深入理解Vol and Cor. Contents Preface xxi 0.1 Why a Second Edition? xxi 0.2 Wha ...2009-8-16 03:35 - onetwothreehaha - 金融学（理论版）
Volatility and Correlation: In the Pricing of Equity
7 个回复 - 2528 次查看 【资料名称】：Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering) 【资料作者】：Riccardo Rebonato 【出版社】：Wiley 2007 ...2009-11-5 18:02 - zhaohailei - 金融学（理论版）
7 个回复 - 2528 次查看 【资料名称】：Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering) 【资料作者】：Riccardo Rebonato 【出版社】：Wiley 2007 ...2009-11-5 18:02 - zhaohailei - 金融学（理论版）
Volatility and correlation 2nd
1 个回复 - 2193 次查看 Volatility and correlation 2nd by Rebonato Riccardo (2004)2010-8-16 11:01 - feng_zi888 - 金融学（理论版）
1 个回复 - 2193 次查看 Volatility and correlation 2nd by Rebonato Riccardo (2004)2010-8-16 11:01 - feng_zi888 - 金融学（理论版）
Volatility and Correlation
3 个回复 - 3230 次查看 Contents Preface xxi 0.1 Why a Second Edition? xxi 0.2 What This Book Is Not About xxiii 0.3 Structure of the Book xxiv 0.4 The New Subtitle xxiv Acknowledgements xxvii I Foundations 1 1 Theor ...2010-1-29 16:29 - kautz - 金融学（理论版）
3 个回复 - 3230 次查看 Contents Preface xxi 0.1 Why a Second Edition? xxi 0.2 What This Book Is Not About xxiii 0.3 Structure of the Book xxiv 0.4 The New Subtitle xxiv Acknowledgements xxvii I Foundations 1 1 Theor ...2010-1-29 16:29 - kautz - 金融学（理论版）
[分享]Testing for volatility interactions in the Constant Conditional Correlation
3 个回复 - 2302 次查看 Econometrics Journal 09年最新文章8Testing for volatility interactions in the Constant Conditional Correlation GARCH model 2009-4-21 01:24 - ccsxghcwb - 计量经济学与统计软件
3 个回复 - 2302 次查看 Econometrics Journal 09年最新文章8Testing for volatility interactions in the Constant Conditional Correlation GARCH model 2009-4-21 01:24 - ccsxghcwb - 计量经济学与统计软件
Volatility and Correlation Robenato
4 个回复 - 1582 次查看 做quant都应该读的一本书2009-9-20 18:23 - kelvin_yu318 - 金融学（理论版）
4 个回复 - 1582 次查看 做quant都应该读的一本书2009-9-20 18:23 - kelvin_yu318 - 金融学（理论版）
谁有rebonato的volatility and correlation这本书
11 个回复 - 5096 次查看 能不能给我发一份?2007-4-18 14:57 - justincd - 金融学（理论版）
11 个回复 - 5096 次查看 能不能给我发一份?2007-4-18 14:57 - justincd - 金融学（理论版）
Multivariate Option Pricing with Time Varying Volatility and Correlations-具...
0 个回复 - 229 次查看 2004-10-29 14:41 - 期望效应224 - Forum
0 个回复 - 229 次查看 2004-10-29 14:41 - 期望效应224 - Forum
Multivariate Option Pricing with Time Varying Volatility and Correlations
0 个回复 - 314 次查看 2004-10-28 07:23 - 民事诉讼法学397 - Forum
0 个回复 - 314 次查看 2004-10-28 07:23 - 民事诉讼法学397 - Forum
