结果:找到“Interest”相关内容875个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
三份POI数据合集!(全国学校和医院、市县区三级行政中心和18个重点城市)
0 个回复 - 615 次查看 三份POI数据合集!(全国学校和医院、市县区三级行政中心和18个重点城市) 一、2019年学校和医院POI数据。其中,学校主要包括幼儿园、小学、中学和高等院校;医院主要包括综合医院、专科医院、整形医院和动物医院。 ...2022-6-18 09:12 - 拥有持续学习的能力 - 现金交易版
审计学 一种整合方法(英文版·第14版)阿尔文·A·阿伦斯 参考答案
2 个回复 - 928 次查看 Chapter 1 The Demand for Audit and Other Assurance Services < Review Questions 1-1 The relationship among audit services, attestation services, and assurance services is reflected in Figur ...2022-6-16 09:34 - zht505540914 - 现金交易版
货币金融学(第十二版) 弗雷德里克·S.米什金 题库及答案
0 个回复 - 1395 次查看 Economics of Money, Banking, and Financial Markets, 12e (Mishkin) Chapter 1 Why Study Money, Banking, and Financial Markets? 1.1 Why Study Financial Markets? 1) Financial markets promote economic ...2022-6-15 16:30 - zht505540914 - 现金交易版
The Theory of Interest (利息理论) by Irving Fisher (英文版清晰版)
15 个回复 - 9501 次查看 对利息的阐述,无人能超越Irving Fisher。详读“The Theory of Interest”,是提高经济学素养的终南捷径。 Irving Fisher的利息理论论述的主题虽然是围绕利息展开,但阅读时应该时刻在意的是作者纯正的经济学思维。 ...2018-7-19 19:58 - kukenghuqian - 经济金融数学专区
Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha
3 个回复 - 4360 次查看 Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB With trades worth trillions of dollars annually, the ...2014-12-15 01:10 - koalachen2013 - 金融学(理论版)
经典Interest Rate Modeling 全集: Volume 1,2,3
13 个回复 - 4616 次查看 ReviewThe book is a collection of high quality material that is both very broad and very deep. Highly recommended and a must in the quant library. --Jesper Andreasen, Head of Quantitative Research, Da ...2019-5-1 13:25 - 额际的短发 - 金融工程(数量金融)与金融衍生品
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit 2nd
4 个回复 - 2255 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:Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit作者:Damiano Brigo, Fabio Mercurio ...2019-1-30 21:44 - gonnaago - 金融学(理论版)
Interest Rate Swaps and Their Derivatives高清版带书签
3 个回复 - 1752 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
求:An Elementary Introduction to Stochastic Interest Rate Modeling
13 个回复 - 3075 次查看 ~ Nicolas Privault (作者) [*]出版社: World Scientific Publishing Co Pte Ltd; 2nd edition (2012年6月21日) [*]丛书名: Advanced Series on Statistical Science & Applied Probability [*]精装: 244页 ...2014-3-19 10:26 - 唐宋元清 - 求助成功区
The Distribution of Wealth: A Theory of Wages, Interest and Profits
4 个回复 - 1047 次查看 The Distribution of Wealth: A Theory of Wages, Interest and Profits John Bates Clark What would be the rate of wages, if labor and capital were to remain fixed in quantity, if improvement ...2018-8-20 18:20 - victorbian - 求助成功区
- Analytical Finance Volume II The Mathematics of Interest Rate Derivatives,
2 个回复 - 1325 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)
springer finance-Efficient Methods for Valuing Interest Rate Derivatives
8 个回复 - 3903 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
Practical Applications of What Happens to Stocks When Interest Rates Rise
4 个回复 - 587 次查看 【作者(必填)】Andrew L. Berkin 【文题(必填)】Practical Applications of What Happens to Stocks When Interest Rates Rise? 【年份(必填)】Practical Applications 6 (4) ,2017 【全文链接或数据库名称 ...2019-8-1 14:48 - yishuiyuan2604 - 文献求助专区
Pricing and Trading Interest Rate Derivatives-J Hamish M Darbyshire
2 个回复 - 2958 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
Efficient Methods for Valuing Interest Rate Derivatives
11 个回复 - 2632 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
【2019新书】Interest Rate Modeling: Theory and Practice, Second Edition
112 个回复 - 17183 次查看 Interest Rate Modeling: Theory and Practice, Second Edition by Lixin Wu (Author) About the Author Lixin Wu is a professor at the Hong Kong University of Science and Technology. Best known in the ...2019-6-5 02:22 - slowry - 金融学(理论版)
Interest Rate Modeling: Theory and Practice. Lixin Wu 高清完美书签版
10 个回复 - 4041 次查看 Chapman and Hall/CRC financial mathematics series 其中的一本。几乎和Brigo的名著同名,没有Brigo那么厚,但是涵盖了所有的重点,非常适合practitioner。高清扫描,有书签便于翻阅。只象征性的收十分,希望有更多 ...2014-4-21 11:16 - crazy8book - 金融学(理论版)
Springer Finance Series之Interest-Rate Management
6 个回复 - 1789 次查看 This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate deri ...2015-4-21 20:55 - lasgpope - 量化投资
Handbooks in Mathematical Finance -Opti Pricing, Interest Rates and Risk Manag
4 个回复 - 1346 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management E. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) Review'The blurb describes it as a ...2012-8-27 00:43 - martinnyj - 金融学(理论版)
免費 Handbooks in Mathematical Finance -- Option Pricing, Interest Rates and Ris
9 个回复 - 1853 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk ManagementE. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) [hr]Publication Date: July 30, 2001 | ISBN ...2012-11-1 22:59 - martinnyj - 金融学(理论版)
Interest Rate Swaps and Other Derivatives - Corb
9 个回复 - 4506 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)
interest rate risk Baruch MFE Chapter 1
3 个回复 - 1619 次查看 如题。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。2015-3-17 02:26 - lilyliao5952 - 风险管理
Inside Interesting Integrals(Paul J. Nahin)
10 个回复 - 2396 次查看 Inside Interesting Integrals(Paul J. Nahin) **** 本内容被作者隐藏 ****2020-7-29 08:57 - hylpy1 - 经济金融数学专区
Interest Rate Risk in the Banking Book
10 个回复 - 997 次查看 English | 19 May 2017 | ISBN: 1782723250 | 288 Pages | AZW3 | 3.08 MB The author explains the nature of interest rate risks in simple language, describing the methods typically used to measure ...2017-12-31 20:16 - igs816 - 经管书评
Interest Rate Risk in the Banking Book
1 个回复 - 560 次查看 【作者(必填)】Paul Newson 【文题(必填)】Interest Rate Risk in the Banking Book 【年份(必填)】2017 【全文链接或数据库名称(选填)】 ASIN ‏ : ‎ B071Z6HJY1 Publisher ‏ : ̴ ...2021-10-20 22:44 - johnzi0128 - 文献求助专区
【激发语言学习的兴趣】 Stimulating Student Interest in Language Learning (2016)
10 个回复 - 718 次查看 Stimulating Student Interest in Language Learning Theory, Research and Practice Authors: Tan Bee Tin This book explores the issues and concerns many language teachers have in not just helpi ...2016-11-28 10:24 - cmwei333 - 经管书评
Interest Rate Swaps and Other Derivatives
16 个回复 - 4307 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
Interest rates and financial fragility
2 个回复 - 930 次查看 2017-8-13 11:05 - 0903clili - Forum
分享:Modelling Fixed Income Securities and Interest Rate Options (2nd Edition)
16 个回复 - 4335 次查看 不知道论坛上有没有重复的。如果有请通知一下,立刻删除。 second edition by Robert A. Jarrow2013-6-3 20:02 - flying81 - 金融工程(数量金融)与金融衍生品
interest rate models brigo
3 个回复 - 2027 次查看 Interest rate models: theory and practice by Damiano Brigo and Fabio Mercurio One of the "bibles" on interest rate modeling2012-7-7 20:56 - wangjuestam - 金融学(理论版)
【金融教材系列】Interest Rate Modelling
95 个回复 - 5450 次查看 2014年最新教材,高清原版pdf。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 ...2016-3-1 10:08 - wwqqer - 金融学(理论版)
【经典教材系列】Interest Rate Derivatives Explained
98 个回复 - 14484 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)
SOA指定参考教材《The Theory Of Interest》3rd Edition
7 个回复 - 6692 次查看 3rd Edition的扫描版,和2nd还是有蛮多不同的。2014-9-5 16:28 - ★雲裳☆ - Forum
coupon rate, yield to maturity & interest rate
11 个回复 - 73131 次查看 coupon rate, yield to maturity & interest rate 请问这三个有什么不一样?在中文里这三个是怎么翻译的? Thanks~ [此贴子已经被作者于2009-3-23 17:35:16编辑过]2009-3-23 17:01 - calanghai - 金融学(理论版)
Interest Rate Models ---Theory and Practice (Damiano Brigo and Fabio Mercurio)_
16 个回复 - 10740 次查看 Brigo 和 Piterbarg 他们两人编写的关于利率模型和利率产品的书都是属于宝典类型的。附件的这本是 Brigo 的,内容相比 Piterbarg 的简单许多,而且写得很容易理解。本人在国外做衍生品定价模型验证4年,非常推荐这本 ...2014-3-27 14:21 - chao.ma - 金融工程(数量金融)与金融衍生品
Interest Rate in the Banking Book - Paul Newson
2 个回复 - 2301 次查看 分享一本银行账户利率风险Interest rate risk in the banking book(IRRBB)的书 Paul Newson的Interest Rate in the Banking Book,购买自亚马逊,是2020年的第二版,第一版在亚马逊好评不错 如有条件请支持正版 ...2022-4-21 01:16 - qiyuhao7 - 新手入门区
Tech companies and the public interest
2 个回复 - 506 次查看 【作者(必填)】 Daniela Stockmann 【文题(必填)】 Tech companies and the public interest: the role of the state in governing social media platforms 【年份(必填)】 2022 【全文链接或数据库名称(选填) ...2022-3-29 01:03 - kukenghuqian - 求助成功区
Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Ind
3 个回复 - 1316 次查看 【作者(必填)】 Eric Chin (Author), Sverrir ólafsson (Author), Dian Nel (Author) 【文题(必填)】 Problems and Solutions in Mathematical Finance: Interest Rates and Inflation Indexed Derivatives【年份 ...2019-5-1 21:20 - 20115326 - 文献求助专区
Springer - Interest Rate Models_ Theory and Practice (by Damiano Brigo)
12 个回复 - 10230 次查看 欢迎大家下载2009-12-12 19:01 - jjfox - 金融学(理论版)
Money, Interest, and Prices : An Integration of Monetary and Value Theory
1 个回复 - 1228 次查看 【作者(必填)】 Don Patinkin【文题(必填)】Money, Interest, and Prices : An Integration of Monetary and Value Theory - 2nd Edition 【年份(必填)】1989 【全文链接或数据库名称(选填)】1989 | ISBN:0262 ...2018-11-19 15:36 - wuyu0405 - 文献求助专区
【金融教材系列】Stochastic Interest Rates
68 个回复 - 10200 次查看 2015年最新教材,降价出售3天,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] 【金融教材系列】(资料汇总帖,附链接,持续添加 ...2016-8-30 08:04 - wwqqer - 金融学(理论版)
PayPal决定用450 亿美元对社交媒体Pinterest进行收购谈判
1 个回复 - 694 次查看 KlipC 分析师 Harvey Wong 周四提出,全球在线支付公司 PayPal 正就以约450亿美元收购社交媒体集团Pinterest进行谈判,这可能成为今年规模最大的社交APP收购交易之一。 Pinterest 的董事会收到了PayPal以每股70美 ...2021-10-21 15:27 - KlipC - Forum
(That's Interesting!: Towards a Phenomenology(可提供免费原文)
0 个回复 - 675 次查看 1 论文标题 That's Interesting!: Towards a Phenomenology of Sociology and a Sociology of Phenomenology[/backcolor]2 作者信息 Murray S. Davis 3 出处和链接(比如,NBER working paper No.11000) Philos ...2021-9-7 18:01 - swjtutriz - 论文版
Interest Rate, and Credit Derivatives
0 个回复 - 431 次查看 【作者(必填)】J. P. Fouque, G. Papanicolaou, K. R. Sircar, and K. Solna, 【文题(必填)】 Multiscale Stochastic Volatility for Equity, 【年份(必填)】Interest Rate, and Credit Derivatives, Camb ...2021-9-2 19:05 - vzf3 - 文献求助专区
With cryptocurrency prices remaining extremely volatile even as interest in cryp
1 个回复 - 943 次查看 With cryptocurrency prices remaining extremely volatile even as interest in cryptos from credible investors has been rising, and legacy financial institutions—including ourselves—have been launching ...2021-5-26 10:19 - 学羊绒 - Forum
布鲁盖尔-What-Are-the-Effects-of-the-ECB-s-Negative-Interest-Rate-Policy__31页
2 个回复 - 403 次查看 布鲁盖尔-What-Are-the-Effects-of-the-ECB-s-Negative-Interest-Rate-Policy__31页_1mb2021-6-10 17:08 - wangjx_ - 行业分析报告
Interest Rate Models Theory and Practice 英文扫描版(中文名:利率模型理论和实践)
6 个回复 - 3080 次查看 目录Preface Motivation Aims, Readership and Book Structure Final Word and Acknowledgments Description of Contents by Chapter Abbreviations and Notation Part I. BASIC DEFINITIONS AND NO ARB ...2016-5-16 23:40 - poirotgaoyuan - 金融学(理论版)
The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Mod
0 个回复 - 507 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区
Woodford:Interest and Prices
17 个回复 - 7925 次查看 RT,可以算一本较高级的货币经济学经典著作吧2010-1-15 18:02 - rygder - 宏观经济学
Interest Rate Swaps and Other Derivatives
3 个回复 - 3416 次查看 (Columbia Business School Publishing) Howard Corb2014-7-8 15:23 - bukeyide111 - 金融工程(数量金融)与金融衍生品
Interest Rate Modeling - Piterbarg
24 个回复 - 10150 次查看 之前发过了这本书的 3 个 Volume 的非PDF版本,对读者阅读比较麻烦,也不方便打印。现在附上 PDF 版,希望对读者有帮助。2015-1-29 22:35 - chao.ma - 金融工程(数量金融)与金融衍生品
Interest Rate Liberalization and Capital Misallocations
4 个回复 - 993 次查看 【作者(必填)】 [*]Zheng Liu [*]Pengfei Wang [*]Zhiwei Xu 【文题(必填)】Interest Rate Liberalization and Capital Misallocations 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.ae ...2021-4-16 10:33 - wuyu0405 - 文献求助专区
Going Negative at the Zero Lower Bound: The Effects of Negative Nominal Interest
9 个回复 - 920 次查看 【作者(必填)】 [*]Mauricio Ulate 【文题(必填)】 Going Negative at the Zero Lower Bound: The Effects of Negative Nominal Interest Rates【年份(必填)】AMERICAN ECONOMIC REVIEW VOL. 111, NO. 1, JANU ...2021-1-5 00:20 - hartliu - 求助成功区
BCG-Writing clear and interesting slides.ppt
11 个回复 - 4805 次查看 BCG-Writing clear and interesting slides.ppt2009-6-16 12:53 - doggylucky - 人力资源管理
[外行报告] 外行报告之二十:UK Banks:Deep Dive on Interest Margins,Why Bank NIM
6 个回复 - 1914 次查看 楼主您好, 下载附件后, 发现该附件损毁. 烦请于本周重新上传更新. 谢谢. 2016.09.06 19:30 管理员留 抱歉,刚看到,已经传,并赠送两个新的。 另外,这bbs经常上传出错或者传不了,我有不少都上传最后都放弃了,论 ...2016-9-2 13:26 - jianluo808 - 行业分析报告
Guide to Accounting for Business Combinations and Noncontrolling Interests - 201
2 个回复 - 1458 次查看 Guide to Accounting for Business Combinations and Noncontrolling Interests - 2013 edition2014-8-14 10:07 - ualberta - 会计与财务管理
Modeling Fixed Income Securities and Interest Rate Options, Third Edition
8 个回复 - 1738 次查看 https://www.amazon.com/Modeling-Securities-Interest-Financial-Mathematics/dp/1138360996 September 30, 2019 | ISBN: 1138360996 | English | 384 Pages | PDF | 8 MB Modeling Fixed Income Secur ...2019-10-15 09:38 - koalachen2013 - 金融学(理论版)
空头净额比率(Short interest ratio)是什么?
4 个回复 - 12436 次查看 RT,空头净额比率(Short interest ratio)是什么?2013-5-16 20:50 - 何妨一下楼 - 金融工程(数量金融)与金融衍生品
【学习笔记】#求# Pricing and trading interest rate derivatives a practic ...
4 个回复 - 1106 次查看 #求# Pricing and trading interest rate derivatives a practical guide 非常需要这本书,哪位大神可以分享一下吗?万分感谢!2019-8-24 23:53 - DD89757 - Forum
免費 Pricing of Interest Rate Derivatives with the LIBOR Market Model
9 个回复 - 3409 次查看 Pricing of Interest Rate Derivatives with the LIBOR Market Model by Linus Kajsajuntti Abstract In the beginning of the 90's Heath, Jarrow and Morton (HJM) presented a revolutionary approach to in ...2009-8-2 11:16 - martinnyj - 金融学(理论版)
stephen Kellison-Theory Of Interest 3ed 中文版留网址 还有答案
12 个回复 - 6268 次查看 解压之后是djvu格式的中文版网址http://max.book118.com/html/2013/0309/3419219.shtm 答案 http://www.docin.com/p-277406180.html 找这些资源都不容易 ,为了赚点论坛币才来发帖的 {:0_252:} 希望富足的朋友支 ...2014-11-7 10:52 - 561655956 - Forum
【经典教材系列】Interest Rate Modeling: Post-Crisis Challenges and Approaches
73 个回复 - 8631 次查看 2016年最新教材,在08年金融危机后,利率模型研究的重点和难点在于处理负利率和使用多重利率曲线(multi-curve),降价出售3天,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:关注的 ...2015-12-31 19:14 - wwqqer - 金融学(理论版)
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and
114 个回复 - 15893 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)
Political Institutions, Provincial Interests, and Resource Allocation in Reformi
2 个回复 - 421 次查看 【作者(必填)】Su FYang D 【文题(必填)】Political Institutions, Provincial Interests, and Resource Allocation in Reformist China 【年份(必填)】Journal of Contemporary China (2000) 9(24) 215-230 ...2020-8-29 11:35 - wangying1778 - 文献求助专区
Optimal Interest Rates for Supply Chain Payables Finance
1 个回复 - 471 次查看 【作者(必填)】 Li Chen, Xiaoyue Yan 【文题(必填)】 Optimal Interest Rates for Supply Chain Payables Finance 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers. ...2020-8-15 10:50 - timesever - 求助成功区
The impact of interest rates on household debt accumulation in Malaysia: a struc
0 个回复 - 305 次查看 【作者(必填)】 Hafizah Hammad Ahmad Khan & Hussin Abdullah & Shamzaeffa Samsudin 【文题(必填)】 The impact of interest rates on household debt accumulation in Malaysia: a structural break analysis ...2020-8-2 22:44 - nieqiang110 - 文献求助专区
the influence of interest rate volatility on MBS
0 个回复 - 1084 次查看 CFA书里说,利率下降,agency MBS 会提前赎回,利率上升,agency MBS 延后赎回,预期利率波动下降购买MBS 。为什么?有大神可以解释一下原理吗?2020-7-29 22:11 - cy__58 - 金融工程(数量金融)与金融衍生品
想请问一下,为什么paying floating interest rate的时候需要buy collar?
0 个回复 - 845 次查看 想请问下,当paying floating interest rate 的时候,为什么 collar需要sell floor,感觉combination这个图和 sell floor没有任何关系 为什么不可以直接买cap?2020-7-15 17:33 - 素酒一 - 金融学(理论版)
【学习笔记】My interest is in the future because I am going to spend the ...
0 个回复 - 458 次查看 My interest is in the future because I am going to spend the rest of my life there.2020-7-15 06:30 - ccwwccww - Forum
Interest Rate Swap定价中的一个疑问
0 个回复 - 3011 次查看 在对Interest Rate Swap定价时,可以将IRS看作一个定息债券和浮息债券的组合,其中这个浮息债券锚定LIBOR,因此我们需要知道这个浮息债券的现值。 我们知道在每次付息结束时,浮动债券的现值就是其面值,推导过程大 ...2020-7-12 20:37 - seagullthy - 金融工程(数量金融)与金融衍生品
关于Interest Rate Swap定价中的一点疑问
0 个回复 - 1250 次查看 在对Interest Rate Swap定价时,可以将IRS看作一个定息债券和浮息债券的组合,其中这个浮息债券锚定LIBOR,因此我们需要知道这个浮息债券的现值。 我们知道在每次付息结束时,浮动债券的现值就是其面值,推导过程大 ...2020-7-12 20:34 - seagullthy - 金融学(理论版)
【学习笔记】2020/07/11-Pursue self-interest by helping other economies t ...
0 个回复 - 281 次查看 2020/07/11-Pursue self-interest by helping other economies too2020-7-11 09:28 - fangchouzhu - Forum
有最近在看Woodford(2003)Interest and Price的吗,报个到一起交流一下呗
7 个回复 - 2646 次查看 最近在看Woodford 2003,有没有同学一起?2013-9-6 18:34 - solerole - 宏观经济学
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)
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3674 次查看 Rebonato R. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond[M]. Princeton University Press, 2002. 有人反映这本书兼有实务的敏锐和理论的严谨。在论坛上查了一下,这个版本应 ...2017-5-20 10:32 - kongjih - 经济金融数学专区
Bond and option pricing for interest rate model with clustering effects
2 个回复 - 617 次查看 【作者(必填)】 【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区
高清无水印非扫描版: Interest and Prices (Michael Woodford著)
3 个回复 - 2114 次查看 如题,分享一本货币经济学的高级教材:Interest and Prices: Foundations of a Theory of Monetary Policy (Princeton University Press)。 此书由宏观经济学的超级大牛Michael Woodford所著,详细介绍了新凯恩斯模型 ...2019-10-25 22:14 - hexiaohua10 - 宏观经济学
【学习笔记】20200524研报学习打卡 Interesting
1 个回复 - 330 次查看 20200524研报学习打卡 Interesting2020-5-24 22:43 - 2015lam - Forum
《EXCHANGE RATES, INTEREST RATES, AND THE RISK PREMIUM》
0 个回复 - 681 次查看 《EXCHANGE RATES, INTEREST RATES, AND THE RISK PREMIUM》 by Charles Engel2020-5-14 10:09 - 南木曦君 - 世界经济与国际贸易
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
21 个回复 - 8170 次查看 Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit Amazon 上的满分书籍2010-11-3 08:07 - qiqiwang - 金融学(理论版)