结果：找到“term structure model”相关内容62个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES
4 个回复 - 954 次查看 QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES 2004 Li Chen, Damir Filipović, H. Vincent Poor QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES - Chen ...2023-4-16 03:19 - happydude - 求助成功区
4 个回复 - 954 次查看 QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES 2004 Li Chen, Damir Filipović, H. Vincent Poor QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES - Chen ...2023-4-16 03:19 - happydude - 求助成功区
(Springer Finance) -Term-Structure Models_A Graduate Course
15 个回复 - 7894 次查看 pdf文件，英文原版，2009年出版 作者：Damir Filipovic Changing interest rates constitute one of the major risk sources forbanks, insurance companies, and other financial institutions. Modelingthe ter ...2009-8-25 14:39 - 罗马朗 - 金融工程（数量金融）与金融衍生品
15 个回复 - 7894 次查看 pdf文件，英文原版，2009年出版 作者：Damir Filipovic Changing interest rates constitute one of the major risk sources forbanks, insurance companies, and other financial institutions. Modelingthe ter ...2009-8-25 14:39 - 罗马朗 - 金融工程（数量金融）与金融衍生品
A Note on the Models of Hull and White for Pricing Options on the Term Structure
2 个回复 - 640 次查看 [*]A Note on the Models of Hull and White for Pricing Options on the Term Structure: Responsewith John HullJournal of Fixed IncomeIssue:Vol.51995Pages: pp. 97-102 [*]https://jfi.pm-research.com/con ...2021-5-8 13:45 - yonggaojing9 - 求助成功区
2 个回复 - 640 次查看 [*]A Note on the Models of Hull and White for Pricing Options on the Term Structure: Responsewith John HullJournal of Fixed IncomeIssue:Vol.51995Pages: pp. 97-102 [*]https://jfi.pm-research.com/con ...2021-5-8 13:45 - yonggaojing9 - 求助成功区
Interest Rate, Term Structure, and valuation modeling
13 个回复 - 5099 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 - 5099 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）
Long memory affine term structure models
4 个回复 - 1272 次查看 Long memory affine term structure models2015-10-27 20:35 - lucky187 - 求助成功区
4 个回复 - 1272 次查看 Long memory affine term structure models2015-10-27 20:35 - lucky187 - 求助成功区
Interest Rate Modeling. Volume 2 - Term Structure Models
30 个回复 - 11727 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 - 11727 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）
求《A Three-Factor Defaultable Term Structure Model》
1 个回复 - 418 次查看 【作者(必填)】Bernd Schmid and Rudi Zagst 【文题(必填)】A Three-Factor Defaultable Term Structure Model 【年份(必填)】2000 【全文链接或数据库名称(选填)】https://jfi.iijournals.com/content/10/ ...2019-5-13 11:16 - tony_mxl - 求助成功区
1 个回复 - 418 次查看 【作者(必填)】Bernd Schmid and Rudi Zagst 【文题(必填)】A Three-Factor Defaultable Term Structure Model 【年份(必填)】2000 【全文链接或数据库名称(选填)】https://jfi.iijournals.com/content/10/ ...2019-5-13 11:16 - tony_mxl - 求助成功区
Linear‐Rational Term Structure Models
1 个回复 - 488 次查看 【作者(必填)】DAMIR FILIPOVIĆ[/backcolor] MARTIN LARSSON[/backcolor] ANDERS B. TROLLE[/backcolor] 【文题(必填)】Linear‐Rational Term Structure Models 【年份(必填)】2016 【全文链接 ...2019-3-17 23:11 - hnhs100 - 求助成功区
1 个回复 - 488 次查看 【作者(必填)】DAMIR FILIPOVIĆ[/backcolor] MARTIN LARSSON[/backcolor] ANDERS B. TROLLE[/backcolor] 【文题(必填)】Linear‐Rational Term Structure Models 【年份(必填)】2016 【全文链接 ...2019-3-17 23:11 - hnhs100 - 求助成功区
Intermediate Structured Finance Modeling, with Website: Leveraging Excel, VBA
9 个回复 - 3374 次查看 Book DescriptionPublication Date: February 8, 2011 | ISBN-10: 0470562390 | ISBN-13: 978-0470562390 | Edition: 1 This book is written for financial analysts who have a working knowledge of Excel and V ...2014-7-11 01:16 - dadahawk - 金融学（理论版）
9 个回复 - 3374 次查看 Book DescriptionPublication Date: February 8, 2011 | ISBN-10: 0470562390 | ISBN-13: 978-0470562390 | Edition: 1 This book is written for financial analysts who have a working knowledge of Excel and V ...2014-7-11 01:16 - dadahawk - 金融学（理论版）
【学习笔记】Damir Filipvic教授的term structure models这本书我觉得有点难， ...
0 个回复 - 546 次查看 Damir Filipvic教授的term structure models这本书我觉得有点难，HJM和CIR有点难理解，寻找金融工程的大神们！2020-8-15 16:37 - happybeef - Forum
0 个回复 - 546 次查看 Damir Filipvic教授的term structure models这本书我觉得有点难，HJM和CIR有点难理解，寻找金融工程的大神们！2020-8-15 16:37 - happybeef - Forum
Intermediate Structured Finance Modeling (PDF)
30 个回复 - 2810 次查看 2011 | ISBN: 0470562390 | English | 995 pages | PDF This book is written for financial analysts who have a working knowledge of Excel and VBA and who wish to enhance their marketability by improvin ...2018-4-17 11:59 - igs816 - Excel
30 个回复 - 2810 次查看 2011 | ISBN: 0470562390 | English | 995 pages | PDF This book is written for financial analysts who have a working knowledge of Excel and VBA and who wish to enhance their marketability by improvin ...2018-4-17 11:59 - igs816 - Excel
interest derivatives explained - term structure and volatility modelling (2017)
4 个回复 - 990 次查看 interest derivatives explained, vol. 2 - term structure and volatility modelling (2017) (.pdf)2017-11-16 07:44 - loneshark - 投资人（实务版）
4 个回复 - 990 次查看 interest derivatives explained, vol. 2 - term structure and volatility modelling (2017) (.pdf)2017-11-16 07:44 - loneshark - 投资人（实务版）
Modelling the term structure of interest rates
2 个回复 - 801 次查看 【作者(必填)】Lourdes Gómez-Valle，Julia Martínez-Rodríguez 【文题(必填)】Modelling the term structure of interest rates: An efficient nonparametric approach 【年份(必填)】2008 【全文链接 ...2014-4-3 07:55 - abcsk - 求助成功区
2 个回复 - 801 次查看 【作者(必填)】Lourdes Gómez-Valle，Julia Martínez-Rodríguez 【文题(必填)】Modelling the term structure of interest rates: An efficient nonparametric approach 【年份(必填)】2008 【全文链接 ...2014-4-3 07:55 - abcsk - 求助成功区
Dynamic Term Structure Modeling:The Fixed Income Valuation Course
17 个回复 - 4327 次查看 Dynamic Term Structure Modeling:The Fixed Income Valuation Course SANJAY K. NAWALKHA, NATALIA A. BELIAEVA, GLORIA M. SOTO John Wiley & Sons, Inc. 2007 PDF , 723PP, 3.52M2009-12-10 00:38 - zhaohailei - 金融学（理论版）
17 个回复 - 4327 次查看 Dynamic Term Structure Modeling:The Fixed Income Valuation Course SANJAY K. NAWALKHA, NATALIA A. BELIAEVA, GLORIA M. SOTO John Wiley & Sons, Inc. 2007 PDF , 723PP, 3.52M2009-12-10 00:38 - zhaohailei - 金融学（理论版）
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
2 个回复 - 1772 次查看 【作者(必填)】Engle, Lilien and Robins 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://www.js ...2013-9-29 18:50 - 天上白玉京 - 求助成功区
2 个回复 - 1772 次查看 【作者(必填)】Engle, Lilien and Robins 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://www.js ...2013-9-29 18:50 - 天上白玉京 - 求助成功区
求 The affine arbitrage-free class of Nelson-Siegel term structure models
4 个回复 - 1375 次查看 【作者(必填)】Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. 【文题(必填)】The affine arbitrage-free class of Nelson-Siegel term structure models 【年份(必填)】2011 ...2016-10-16 08:44 - q82h2 - 求助成功区
4 个回复 - 1375 次查看 【作者(必填)】Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. 【文题(必填)】The affine arbitrage-free class of Nelson-Siegel term structure models 【年份(必填)】2011 ...2016-10-16 08:44 - q82h2 - 求助成功区
求文献 Estimating Shadow-Rate Term Structure Models with Near-Zero Yields
2 个回复 - 801 次查看 【作者(必填)】Jens H. E. Christensen and Glenn D. Rudebusch 【文题(必填)】Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 【年份(必填)】2015 【全文链接或数据库名称(选填)】 ...2016-10-16 08:45 - q82h2 - 求助成功区
2 个回复 - 801 次查看 【作者(必填)】Jens H. E. Christensen and Glenn D. Rudebusch 【文题(必填)】Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 【年份(必填)】2015 【全文链接或数据库名称(选填)】 ...2016-10-16 08:45 - q82h2 - 求助成功区
A Model-Selection Approach to Assessing the Information in the Term Structure Us
1 个回复 - 628 次查看 【作者(必填)】Norman R. Swanson & Halbert White 【文题(必填)】A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 【年 ...2016-10-12 16:34 - qianhaoqi - 求助成功区
1 个回复 - 628 次查看 【作者(必填)】Norman R. Swanson & Halbert White 【文题(必填)】A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 【年 ...2016-10-12 16:34 - qianhaoqi - 求助成功区
Nonlinear Kalman Filtering in Affine Term Structure Models
1 个回复 - 717 次查看 【作者(必填)】Peter Christoffersen 【文题(必填)】Nonlinear Kalman Filtering in Affine Term Structure Models 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/pd ...2016-7-1 20:19 - hnhs100 - 求助成功区
1 个回复 - 717 次查看 【作者(必填)】Peter Christoffersen 【文题(必填)】Nonlinear Kalman Filtering in Affine Term Structure Models 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/pd ...2016-7-1 20:19 - hnhs100 - 求助成功区
ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS
3 个回复 - 1315 次查看 仅供参考 来源：Mathematical Finance, Vol. 23, No. 4 (October 2013), 659–6862013-11-4 05:00 - 陈肃1990 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1315 次查看 仅供参考 来源：Mathematical Finance, Vol. 23, No. 4 (October 2013), 659–6862013-11-4 05:00 - 陈肃1990 - 金融工程（数量金融）与金融衍生品
求文献Estimation of Dynamic Term Structure Models
3 个回复 - 1155 次查看 【作者(必填)】Gregory R. Duffee and Richard H. Stanton, 【文题(必填)】Estimation of Dynamic Term Structure Models 【年份(必填)】2012 【全文链接或数据库名称(选填)】Quart. J. of Fin. 02, 12500 ...2015-8-14 17:41 - weilinhy - 求助成功区
3 个回复 - 1155 次查看 【作者(必填)】Gregory R. Duffee and Richard H. Stanton, 【文题(必填)】Estimation of Dynamic Term Structure Models 【年份(必填)】2012 【全文链接或数据库名称(选填)】Quart. J. of Fin. 02, 12500 ...2015-8-14 17:41 - weilinhy - 求助成功区
A Regime-Switching Nelson-Siegel Term Structure Model of Macroeconomy
1 个回复 - 959 次查看 【作者(必填)】Xiaoneng Zhu & Shahidur Rahman 【文题(必填)】A Regime-Switching Nelson-Siegel Term Structure Model of the Macroeconomy 【年份(必填)】2015 (forthcoming) 【全文链接或数据库名称(选 ...2015-2-12 19:33 - oldman - 求助成功区
1 个回复 - 959 次查看 【作者(必填)】Xiaoneng Zhu & Shahidur Rahman 【文题(必填)】A Regime-Switching Nelson-Siegel Term Structure Model of the Macroeconomy 【年份(必填)】2015 (forthcoming) 【全文链接或数据库名称(选 ...2015-2-12 19:33 - oldman - 求助成功区
Exchange rates and interest rates: can term structure models explain currency ..
2 个回复 - 802 次查看 【作者(必填)】Ahmet Can Inci & Biao Lu 【文题(必填)】Exchange rates and interest rates: can term structure models explain currency movements? 【年份(必填)】2004, journal of economic dynamics and ...2015-2-4 15:28 - oldman - 求助成功区
2 个回复 - 802 次查看 【作者(必填)】Ahmet Can Inci & Biao Lu 【文题(必填)】Exchange rates and interest rates: can term structure models explain currency movements? 【年份(必填)】2004, journal of economic dynamics and ...2015-2-4 15:28 - oldman - 求助成功区
(Wiley Finance 099)Dynamic Term Structure Modeling
1 个回复 - 1795 次查看 2014-7-15 10:53 - 514050209 - 量化投资
1 个回复 - 1795 次查看 2014-7-15 10:53 - 514050209 - 量化投资
Identification and Estimation of Gaussian Affine Term Structure Models with Regi
11 个回复 - 1662 次查看 2015-1-22 21:08 - 平安励志 - 论文版
11 个回复 - 1662 次查看 2015-1-22 21:08 - 平安励志 - 论文版
share papers on interst rate models, term structure etc.
0 个回复 - 1889 次查看 papers on interest rate models, term structure, Hull White, Stochastic interst rate, Nelson-Siegel model, etc, just try to earn some forum money I have plenty papers on interest rate models, ...2014-8-1 23:47 - shawnxiangyu - 经济金融数学专区
0 个回复 - 1889 次查看 papers on interest rate models, term structure, Hull White, Stochastic interst rate, Nelson-Siegel model, etc, just try to earn some forum money I have plenty papers on interest rate models, ...2014-8-1 23:47 - shawnxiangyu - 经济金融数学专区
Term-Structure Models_A Graduate Course
3 个回复 - 2372 次查看 2010-7-10 09:23 - shiningwang1980 - 金融工程（数量金融）与金融衍生品
3 个回复 - 2372 次查看 2010-7-10 09:23 - shiningwang1980 - 金融工程（数量金融）与金融衍生品
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
1 个回复 - 1119 次查看 【作者(必填)】Dai, Qiang Singleton, Kenneth J. Yang, Wei 【文题(必填)】Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments 【年份(必填)】2007 【全文链接或 ...2014-7-12 19:29 - nkky2011 - 求助成功区
1 个回复 - 1119 次查看 【作者(必填)】Dai, Qiang Singleton, Kenneth J. Yang, Wei 【文题(必填)】Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments 【年份(必填)】2007 【全文链接或 ...2014-7-12 19:29 - nkky2011 - 求助成功区
求书： Intermediate Structured Finance Modeling
2 个回复 - 1818 次查看 请问下谁有这本书的pdf和代码啊？好像很有用的样子。 谢谢 2013-4-7 09:21 - paltry - 金融学（理论版）
2 个回复 - 1818 次查看 请问下谁有这本书的pdf和代码啊？好像很有用的样子。 谢谢 2013-4-7 09:21 - paltry - 金融学（理论版）
Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads
1 个回复 - 1043 次查看 Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads2013-9-15 21:24 - kjmiao - 金融学（理论版）
1 个回复 - 1043 次查看 Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads2013-9-15 21:24 - kjmiao - 金融学（理论版）
文献求助+ A regime-switching Nelson-Siegel Term Structure Model
3 个回复 - 1213 次查看 【作者(必填)】Ju Xiang, Xiaoneng Zhu 【文题(必填)】A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts. 【年份(必填)】2013, 11, 522-555 【全文链接或数据库名称(选 ...2013-9-4 07:33 - oldman - 求助成功区
3 个回复 - 1213 次查看 【作者(必填)】Ju Xiang, Xiaoneng Zhu 【文题(必填)】A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts. 【年份(必填)】2013, 11, 522-555 【全文链接或数据库名称(选 ...2013-9-4 07:33 - oldman - 求助成功区
Fabozzi_Interest Rate,Term Structure and Valuation Modeling
7 个回复 - 3122 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 - 3122 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
Cross-sectional versus time series estimation of term structure models: empirica
1 个回复 - 892 次查看 【作者(必填)】Jeroen F.J. de Munnik, Peter C. Schotman 【文题(必填)】Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market 【年份(必填 ...2013-7-17 01:23 - lomberer - 求助成功区
1 个回复 - 892 次查看 【作者(必填)】Jeroen F.J. de Munnik, Peter C. Schotman 【文题(必填)】Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market 【年份(必填 ...2013-7-17 01:23 - lomberer - 求助成功区
multi factor cox ingersoll ross models of the term structure :Estimates and test
1 个回复 - 1016 次查看 【作者(必填)】RR Chen, L Scott 【文题(必填)】multi factor cox ingersoll ross models of the term structure :Estimates and tests from a kalman filter model 【年份(必填)】The Journal of Real Estat ...2013-3-13 20:34 - ssylzz - 求助成功区
1 个回复 - 1016 次查看 【作者(必填)】RR Chen, L Scott 【文题(必填)】multi factor cox ingersoll ross models of the term structure :Estimates and tests from a kalman filter model 【年份(必填)】The Journal of Real Estat ...2013-3-13 20:34 - ssylzz - 求助成功区
Term-Structure Models Using Binomial Trees
4 个回复 - 1732 次查看 Term-Structure Models Using Binomial Trees* Publisher: The Research Foundation of AIMR (CFA Institute) Number Of Pages: 104 Publication Date: 2001-11-15 ISBN: 9780943205533 ...2010-2-4 19:48 - zhaohailei - 金融学（理论版）
4 个回复 - 1732 次查看 Term-Structure Models Using Binomial Trees* Publisher: The Research Foundation of AIMR (CFA Institute) Number Of Pages: 104 Publication Date: 2001-11-15 ISBN: 9780943205533 ...2010-2-4 19:48 - zhaohailei - 金融学（理论版）
A hidden Markov chain model for the term structure of bond credit risk spreads
0 个回复 - 1378 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）
0 个回复 - 1378 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）
The affine arbitrage-free class of Nelson–Siegel term structure models
7 个回复 - 1191 次查看 【作者(必填)】 Jens H.E. Christensena, Francis X. Dieboldb, , , Glenn D. Rudebusch 【文题(必填)】The affine arbitrage-free class of Nelson–Siegel term structure models 【年份(必填)】 2011 【全文 ...2012-5-31 07:53 - sqq19860225 - 求助成功区
7 个回复 - 1191 次查看 【作者(必填)】 Jens H.E. Christensena, Francis X. Dieboldb, , , Glenn D. Rudebusch 【文题(必填)】The affine arbitrage-free class of Nelson–Siegel term structure models 【年份(必填)】 2011 【全文 ...2012-5-31 07:53 - sqq19860225 - 求助成功区
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
2 个回复 - 1272 次查看 【作者(必填)】Robert F. Engle, David M. Lilien and Russell P. Robins[/backcolor] 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【 ...2012-8-21 15:11 - 迷途mitu - 求助成功区
2 个回复 - 1272 次查看 【作者(必填)】Robert F. Engle, David M. Lilien and Russell P. Robins[/backcolor] 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【 ...2012-8-21 15:11 - 迷途mitu - 求助成功区
A Simple Approach to Three-Factor Affine Term Structure Models
4 个回复 - 1030 次查看 【作者(必填)】Pierluigi Balduzzi , Sanjiv Ranjan Das , Silverio Foresi and Rangarajan K Sundaram 【文题(必填)】A Simple Approach to Three-Factor Affine Term Structure Models 【年份(必填)】1996 ...2012-5-22 19:26 - xiashi1988 - 文献求助专区
4 个回复 - 1030 次查看 【作者(必填)】Pierluigi Balduzzi , Sanjiv Ranjan Das , Silverio Foresi and Rangarajan K Sundaram 【文题(必填)】A Simple Approach to Three-Factor Affine Term Structure Models 【年份(必填)】1996 ...2012-5-22 19:26 - xiashi1988 - 文献求助专区
The information in forward rates: Implications for models of the term structure
2 个回复 - 903 次查看 【作者(必填)】Robert F. Stambaugh 【文题(必填)】The information in forward rates: Implications for models of the term structure 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www. ...2012-5-18 14:26 - xiashi1988 - 求助成功区
2 个回复 - 903 次查看 【作者(必填)】Robert F. Stambaugh 【文题(必填)】The information in forward rates: Implications for models of the term structure 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www. ...2012-5-18 14:26 - xiashi1988 - 求助成功区
Performance of Multi-factor Term Structure Models for Interest Rates
3 个回复 - 957 次查看 【作者(必填)】Lee, Yu-Feng; Liu, Fang-I. 【文题(必填)】"Performance of Multi-factor Term Structure Models for Interest Rates: Evidence on U.S. Treasury Market "Empirical Economics Letters, v. ...2012-2-26 15:25 - liuchunhaigreat - 文献求助专区
3 个回复 - 957 次查看 【作者(必填)】Lee, Yu-Feng; Liu, Fang-I. 【文题(必填)】"Performance of Multi-factor Term Structure Models for Interest Rates: Evidence on U.S. Treasury Market "Empirical Economics Letters, v. ...2012-2-26 15:25 - liuchunhaigreat - 文献求助专区
Term-Structure Models: A Graduate Course
8 个回复 - 5837 次查看 Term-Structure Models: A Graduate Course (Springer Finance) by Damir Filipovic (Author) Editorial ReviewsProduct Description Changing interest rates constitute one of the major risk sour ...2009-8-2 10:04 - martinnyj - 金融学（理论版）
8 个回复 - 5837 次查看 Term-Structure Models: A Graduate Course (Springer Finance) by Damir Filipovic (Author) Editorial ReviewsProduct Description Changing interest rates constitute one of the major risk sour ...2009-8-2 10:04 - martinnyj - 金融学（理论版）
Forward versus Spot Interest Rate Models of the Term Structure
3 个回复 - 1456 次查看 【题 名】： Forward versus Spot Interest Rate Models of the Term StructureAn Empirical Comparison【作 者】： Juan M . Moraleda and Antoon Pelsser 【期刊、会议、单位名称】：The Journal of Der ...2011-9-7 17:42 - summerye - 求助成功区
3 个回复 - 1456 次查看 【题 名】： Forward versus Spot Interest Rate Models of the Term StructureAn Empirical Comparison【作 者】： Juan M . Moraleda and Antoon Pelsser 【期刊、会议、单位名称】：The Journal of Der ...2011-9-7 17:42 - summerye - 求助成功区
Term Structure Model - A Graduate Course
2 个回复 - 1084 次查看 springer出版社2011-8-25 19:51 - 巴巴超 - 金融学（理论版）
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Dynamic Term Structure Modeling 附带CD
1 个回复 - 1832 次查看 那位有dynamic term structure modeling 这本书附带的CD？急需，谢谢！2009-5-30 12:12 - 一杯绿茶 - 金融学（理论版）
1 个回复 - 1832 次查看 那位有dynamic term structure modeling 这本书附带的CD？急需，谢谢！2009-5-30 12:12 - 一杯绿茶 - 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
300币求"Multifactor models of the term structure of interest rates"
2 个回复 - 1708 次查看 Title: Multifactor models of the term structure of interest rates Authors: El Karoui, Nicole Lacoste, Vincent Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et ...2010-10-8 15:00 - summerye - 悬赏大厅
2 个回复 - 1708 次查看 Title: Multifactor models of the term structure of interest rates Authors: El Karoui, Nicole Lacoste, Vincent Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et ...2010-10-8 15:00 - summerye - 悬赏大厅
Term Structure Modeling and Estimation in a State Space Framework
2 个回复 - 2163 次查看 Term Structure Modeling and Estimation in a State Space FrameworkSeries: Lecture Notes in Economics and Mathematical Systems , Vol. 565 Lemke, Wolfgang 2006, IX, 223 p., SoftcoverISBN ...2008-3-20 09:47 - bookbug - 计量经济学与统计软件
2 个回复 - 2163 次查看 Term Structure Modeling and Estimation in a State Space FrameworkSeries: Lecture Notes in Economics and Mathematical Systems , Vol. 565 Lemke, Wolfgang 2006, IX, 223 p., SoftcoverISBN ...2008-3-20 09:47 - bookbug - 计量经济学与统计软件
免费下载Term-Structure Models Using Binomial Trees
0 个回复 - 1298 次查看 易盘下载: http://www.163pan.com/files/j0b000t00.html 文件名称: Term-Structure Models Using Binomial Trees.pdf 文件介绍: Author:Gerald W.Buetow,Jr,James Sochacki,The Research Foundation of AIMR, ...2010-7-11 10:50 - soundleon - 金融学（理论版）
0 个回复 - 1298 次查看 易盘下载: http://www.163pan.com/files/j0b000t00.html 文件名称: Term-Structure Models Using Binomial Trees.pdf 文件介绍: Author:Gerald W.Buetow,Jr,James Sochacki,The Research Foundation of AIMR, ...2010-7-11 10:50 - soundleon - 金融学（理论版）
Dynamic Term Structure Modelling for sharing
3 个回复 - 1487 次查看 Dynamic Term Structure Modelling for sharing John Wiley & Sons, Inc. 2007 CHAPTER 1 A Simple Introduction to Continuous-Time Stochastic Processes 1 CHAPTER 2 Arbitrage-Free Valuation 17 CH ...2010-2-28 10:02 - reonade - 金融学（理论版）
3 个回复 - 1487 次查看 Dynamic Term Structure Modelling for sharing John Wiley & Sons, Inc. 2007 CHAPTER 1 A Simple Introduction to Continuous-Time Stochastic Processes 1 CHAPTER 2 Arbitrage-Free Valuation 17 CH ...2010-2-28 10:02 - reonade - 金融学（理论版）
免費 Term-Structure Models: a Review
2 个回复 - 1698 次查看 Term-Structure Models: a Review Riccardo Rebonato QUARC (QUAntitativeResearch Centre) - Royal Bank of Scotland Oxford University - OCIAM February 25, 2003 1 Introduction 1.1 Justi¯cation ...2009-10-16 11:46 - martinnyj - 金融学（理论版）
2 个回复 - 1698 次查看 Term-Structure Models: a Review Riccardo Rebonato QUARC (QUAntitativeResearch Centre) - Royal Bank of Scotland Oxford University - OCIAM February 25, 2003 1 Introduction 1.1 Justi¯cation ...2009-10-16 11:46 - martinnyj - 金融学（理论版）
The Structure Model Based Determinants of Capital Structure: A Seemingly Un...
0 个回复 - 262 次查看 2005-12-29 10:48 - 贸易战争237 - Forum
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The Structure Model Based Determinants of Capital Structure: A Seemingly Un...
0 个回复 - 155 次查看 2005-12-28 22:04 - 投资银行学851 - Forum
0 个回复 - 155 次查看 2005-12-28 22:04 - 投资银行学851 - Forum
A Parametric Factor Model of the Term Structure of Mortality-死亡率期限结构的参数因素模型
0 个回复 - 249 次查看 2004-12-10 15:06 - 有限元分析842 - Forum
0 个回复 - 249 次查看 2004-12-10 15:06 - 有限元分析842 - Forum
Dynamic term structure models: The best way to enforce the zero lower bound...
0 个回复 - 327 次查看 2004-11-26 20:53 - 股东权益比率624 - Forum
0 个回复 - 327 次查看 2004-11-26 20:53 - 股东权益比率624 - Forum
Nonlinear Kalman Filtering in Affine Term Structure Models-仿射期限结构模型中的非线性卡尔曼滤波
0 个回复 - 696 次查看 2004-11-20 02:02 - 盈利预测143 - Forum
0 个回复 - 696 次查看 2004-11-20 02:02 - 盈利预测143 - Forum
Nonlinear Kalman Filtering in Affine Term Structure Models
0 个回复 - 247 次查看 2004-11-19 16:30 - 稽核084 - Forum
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An Asset Pricing Approach to Testing General Term Structure Models includin...
0 个回复 - 428 次查看 2004-10-28 11:10 - 民事诉讼法学397 - Forum
0 个回复 - 428 次查看 2004-10-28 11:10 - 民事诉讼法学397 - Forum
