结果：找到“Rate curve”相关内容25个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
MCMC程序代码：bayes generate ratingcurve1 个回复 - 928 次查看 MCMC程序代码：bayes generate ratingcurve MCMC程序代码：bayes generate ratingcurve MCMC程序代码：bayes generate ratingcurve MCMC程序代码：bayes generate ratingcurve MCMC程序代码：bayes generate r ...2020-8-11 16:04 - lotus_sss - 现金交易版
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and
114 个回复 - 15869 次查看 Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead ...2014-9-1 10:10 - 大家开心 - 金融学（理论版）
114 个回复 - 15869 次查看 Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead ...2014-9-1 10:10 - 大家开心 - 金融学（理论版）
Fixed Income Strategy - A Practitioner's Guide to Riding the Curve
13 个回复 - 5599 次查看 Fixed Income Strategy: A Practitioner's Guide to Riding the Curve (The Wiley Finance Series) (Hardcover) 此书是固定收益证券分析的进阶之作，属于rates的内容，要ride the curve，看到这个说法我就想起股票里 ...2010-3-17 23:41 - ericxu77 - 金融学（理论版）
13 个回复 - 5599 次查看 Fixed Income Strategy: A Practitioner's Guide to Riding the Curve (The Wiley Finance Series) (Hardcover) 此书是固定收益证券分析的进阶之作，属于rates的内容，要ride the curve，看到这个说法我就想起股票里 ...2010-3-17 23:41 - ericxu77 - 金融学（理论版）
Interest Rate Modelling in the Multi-Curve Framework
9 个回复 - 2847 次查看 This is the full version of the book "Interest Rate Modelling in the Multi-Curve Framework".2015-3-24 00:47 - yuangord - 金融工程（数量金融）与金融衍生品
9 个回复 - 2847 次查看 This is the full version of the book "Interest Rate Modelling in the Multi-Curve Framework".2015-3-24 00:47 - yuangord - 金融工程（数量金融）与金融衍生品
Interest Rate Modelling in the Multi-Curve Framework epub azwz3
0 个回复 - 789 次查看 坛子里有pdf版本，献上epub和azwz3版本，方便在手机或者kindle上阅读Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framew ...2016-11-8 11:10 - 新歌真会玩 - 计量经济学与统计软件
0 个回复 - 789 次查看 坛子里有pdf版本，献上epub和azwz3版本，方便在手机或者kindle上阅读Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framew ...2016-11-8 11:10 - 新歌真会玩 - 计量经济学与统计软件
A model of the euro-area yield curve with discrete policy rates
9 个回复 - 750 次查看 【作者(必填)】Jean-Paul Renne 【文题(必填)】A model of the euro-area yield curve with discrete policy rates正文及附件 【年份(必填)】2016 【全文链接或数据库名称(选填)】Studies in Nonlinear Dyn ...2016-11-4 17:52 - hkswen - 求助成功区
9 个回复 - 750 次查看 【作者(必填)】Jean-Paul Renne 【文题(必填)】A model of the euro-area yield curve with discrete policy rates正文及附件 【年份(必填)】2016 【全文链接或数据库名称(选填)】Studies in Nonlinear Dyn ...2016-11-4 17:52 - hkswen - 求助成功区
文献求助:Forward Rate Curve Smoothing
3 个回复 - 823 次查看 【作者(必填)】Robert A. Jarrow 【文题(必填)】Forward Rate Curve Smoothing 【年份(必填)】2014 【全文链接或数据库名称(选填)】ttp://www.annualreviews.org/doi/abs/10.1146/annurev-financial-022114 ...2014-11-21 17:29 - ljufang - 求助成功区
3 个回复 - 823 次查看 【作者(必填)】Robert A. Jarrow 【文题(必填)】Forward Rate Curve Smoothing 【年份(必填)】2014 【全文链接或数据库名称(选填)】ttp://www.annualreviews.org/doi/abs/10.1146/annurev-financial-022114 ...2014-11-21 17:29 - ljufang - 求助成功区
Fast and accurate parametric curve length computation
1 个回复 - 1103 次查看 【作者(必填)】Stephen Vincent, David Forsey 【文题(必填)】Fast and accurate parametric curve length computation 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://www.researchgate.net/publ ...2014-7-9 13:39 - hebaoxing - 求助成功区
1 个回复 - 1103 次查看 【作者(必填)】Stephen Vincent, David Forsey 【文题(必填)】Fast and accurate parametric curve length computation 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://www.researchgate.net/publ ...2014-7-9 13:39 - hebaoxing - 求助成功区
The yield curve, and spot and forward interest rates / Moorad Choudhry
3 个回复 - 3230 次查看 利率曲线的基本概念很好的总结对比，非常有利于学习和理解。 " In this primer we consider the zero-coupon or spot interest rate and the forward rate. We also look at the yield curve. Investors conside ...2010-10-29 10:22 - ukyo - 金融学（理论版）
3 个回复 - 3230 次查看 利率曲线的基本概念很好的总结对比，非常有利于学习和理解。 " In this primer we consider the zero-coupon or spot interest rate and the forward rate. We also look at the yield curve. Investors conside ...2010-10-29 10:22 - ukyo - 金融学（理论版）
YIELD CURVE PREDICTION FOR THE STRATEGIC INVESTOR
2 个回复 - 1848 次查看 yield curve隱含的訊息用來協助策略性交易者做出決策~~~參考參考 This paper presents a new framework allowing strategic investors to generate yield curve projections contingent on expectations abo ...2010-8-27 09:36 - maybesomeday - 金融工程（数量金融）与金融衍生品
2 个回复 - 1848 次查看 yield curve隱含的訊息用來協助策略性交易者做出決策~~~參考參考 This paper presents a new framework allowing strategic investors to generate yield curve projections contingent on expectations abo ...2010-8-27 09:36 - maybesomeday - 金融工程（数量金融）与金融衍生品
请问spot rate 和zero curve有什么关系？
3 个回复 - 9940 次查看 如题，请问spot rate 和zero curve有什么关系？？2013-9-30 03:37 - shengao - 金融学（理论版）
3 个回复 - 9940 次查看 如题，请问spot rate 和zero curve有什么关系？？2013-9-30 03:37 - shengao - 金融学（理论版）
求助大家：请问Interest rate curve bootstrap 都有哪些方法？
0 个回复 - 722 次查看 小弟刚刚入行不久，最近遇到一些Interest rate curve bootstrap方面的问题。求助大家，Interest rate curve bootstrap一般都有哪些方法？有没有什么书籍或网上资料讲解相关知识呢？希望大家不吝赐教。谢谢大家！2019-8-12 05:29 - dafuwengabc - 金融学（理论版）
0 个回复 - 722 次查看 小弟刚刚入行不久，最近遇到一些Interest rate curve bootstrap方面的问题。求助大家，Interest rate curve bootstrap一般都有哪些方法？有没有什么书籍或网上资料讲解相关知识呢？希望大家不吝赐教。谢谢大家！2019-8-12 05:29 - dafuwengabc - 金融学（理论版）
求助大家：请问Interest rate curve bootstrap 都有哪些方法？
0 个回复 - 829 次查看 小弟刚刚入行不久，最近遇到一些Interest rate curve bootstrap方面的问题。求助大家，Interest rate curve bootstrap一般都有哪些方法？有没有什么书籍或网上资料讲解相关知识呢？希望大家不吝赐教。谢谢大家！2019-8-12 05:19 - dafuwengabc - 经济金融数学专区
0 个回复 - 829 次查看 小弟刚刚入行不久，最近遇到一些Interest rate curve bootstrap方面的问题。求助大家，Interest rate curve bootstrap一般都有哪些方法？有没有什么书籍或网上资料讲解相关知识呢？希望大家不吝赐教。谢谢大家！2019-8-12 05:19 - dafuwengabc - 经济金融数学专区
【金融市场】China’s Bond Yields Throw Another Curve as Inversion Deteriorates
11 个回复 - 1324 次查看 source from：wsj MARKETS MARKETS MAIN China’s Bond Yields Throw Another Curve as Inversion Deteriorates Yield on 10-year bonds falls to 3.55%, well below the yield on one-year debt By Shen Hon ...2017-6-13 18:30 - william9225 - 真实世界经济学(含财经时事)
11 个回复 - 1324 次查看 source from：wsj MARKETS MARKETS MAIN China’s Bond Yields Throw Another Curve as Inversion Deteriorates Yield on 10-year bonds falls to 3.55%, well below the yield on one-year debt By Shen Hon ...2017-6-13 18:30 - william9225 - 真实世界经济学(含财经时事)
SOROS ON SOROS: STAYING AHEAD OF THE CURVE：George Soros Elaborates On His Own
3 个回复 - 2248 次查看 SOROS ON SOROS: STAYING AHEAD OF THE CURVE：George Soros Elaborates On His Own Investment Philosophy "The outcome [of this book] is a summing up of my life's work. . . As I finish the book, I f ...2015-4-10 00:05 - yuwenjun720731 - 投资人（实务版）
3 个回复 - 2248 次查看 SOROS ON SOROS: STAYING AHEAD OF THE CURVE：George Soros Elaborates On His Own Investment Philosophy "The outcome [of this book] is a summing up of my life's work. . . As I finish the book, I f ...2015-4-10 00:05 - yuwenjun720731 - 投资人（实务版）
请问有人会做关于yield curve, interest rate risk,duration 有关的计算题吗？
0 个回复 - 820 次查看 和coporate bond, treasury bond 会的私信我，有偿的。自己实在搞不懂，做不来题，而且再过几周就考试了2016-4-21 12:14 - dream12tgf - 金融学（理论版）
0 个回复 - 820 次查看 和coporate bond, treasury bond 会的私信我，有偿的。自己实在搞不懂，做不来题，而且再过几周就考试了2016-4-21 12:14 - dream12tgf - 金融学（理论版）
求教：Yield curve movement and Forward rate 问题
1 个回复 - 1646 次查看 CFA2的Fix Income—— Yield curve movement and Forward rate部分有一段提到： Thus, if a trader expects that the future spot rate will be lower than what is predicted by the prevailin ...2015-10-14 14:31 - 粮草 - CFA、CVA、FRM等金融考证论坛
1 个回复 - 1646 次查看 CFA2的Fix Income—— Yield curve movement and Forward rate部分有一段提到： Thus, if a trader expects that the future spot rate will be lower than what is predicted by the prevailin ...2015-10-14 14:31 - 粮草 - CFA、CVA、FRM等金融考证论坛
SOROS ON SOROS: STAYING AHEAD OF THE CURVE：George Soros elaborates on his own
0 个回复 - 1127 次查看 SOROS ON SOROS: STAYING AHEAD OF THE CURVE：George Soros elaborates on his own investment philosophy "The outcome [of this book] is a summing up of my life's work. . . As I finish the book, I fee ...2015-4-9 23:56 - yuwenjun720731 - 投资人（实务版）
0 个回复 - 1127 次查看 SOROS ON SOROS: STAYING AHEAD OF THE CURVE：George Soros elaborates on his own investment philosophy "The outcome [of this book] is a summing up of my life's work. . . As I finish the book, I fee ...2015-4-9 23:56 - yuwenjun720731 - 投资人（实务版）
[ZeroRates,CurveDates] 函数的缺省值，一定要这么写吗
1 个回复 - 3683 次查看 这五项有缺省值，缺省值的一定要这么输入，而不能使用默认值吗。这段语言可不可以在简略。2015-2-28 16:14 - 海边的人 - MATLAB等数学软件专版
1 个回复 - 3683 次查看 这五项有缺省值，缺省值的一定要这么输入，而不能使用默认值吗。这段语言可不可以在简略。2015-2-28 16:14 - 海边的人 - MATLAB等数学软件专版
弱问一下spot rate yield curve到底是什么？
4 个回复 - 24087 次查看 yield curve可以理解为到期时间和yield之间的关系，那么spot rate yield curve是什么于yield之间的关系呢？<div>具体说明一下spot yield curve。</div>2009-5-3 14:04 - Terrysun1216 - 金融学（理论版）
4 个回复 - 24087 次查看 yield curve可以理解为到期时间和yield之间的关系，那么spot rate yield curve是什么于yield之间的关系呢？<div>具体说明一下spot yield curve。</div>2009-5-3 14:04 - Terrysun1216 - 金融学（理论版）
请问interest rate 和 bond yield curve 有什么关系
9 个回复 - 8752 次查看 如题,当利息率上升的时候,债券收益曲线有什么变化?谢谢赐教2009-10-25 20:51 - yqme82 - 金融学（理论版）
9 个回复 - 8752 次查看 如题,当利息率上升的时候,债券收益曲线有什么变化?谢谢赐教2009-10-25 20:51 - yqme82 - 金融学（理论版）
U.S. Department of the Treasury Daily Treasury Real Yield Curve Rates Update
0 个回复 - 1815 次查看 2009-7-2 01:19 - tyn - 世界经济与国际贸易
0 个回复 - 1815 次查看 2009-7-2 01:19 - tyn - 世界经济与国际贸易
[求助] 急！！extract the treasury .zero rate curve
2 个回复 - 4994 次查看 已知 semi annual compounded yield to maturity Treasury bills: yield to maturity (ytm)1month 1.2%3month 1.65%6month &n ...2009-3-1 07:30 - purpleye - 金融学（理论版）
2 个回复 - 4994 次查看 已知 semi annual compounded yield to maturity Treasury bills: yield to maturity (ytm)1month 1.2%3month 1.65%6month &n ...2009-3-1 07:30 - purpleye - 金融学（理论版）
