结果：找到“Term-Structure Models”相关内容36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 - 2058 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
(Springer Finance) -Term-Structure Models_A Graduate Course
15 个回复 - 7898 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 - 7898 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
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 - 11728 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 - 11728 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）
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
求 The affine arbitrage-free class of Nelson-Siegel term structure models
4 个回复 - 1376 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 - 1376 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
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
【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 - 547 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 - 547 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
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
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
Identification and Estimation of Gaussian Affine Term Structure Models with Regi
11 个回复 - 1663 次查看 2015-1-22 21:08 - 平安励志 - 论文版
11 个回复 - 1663 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
Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads
1 个回复 - 1044 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 - 1044 次查看 Bond_Relative_Value_Models_and_Term_Structure_of_Credit_Spreads2013-9-15 21:24 - kjmiao - 金融学（理论版）
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）
The affine arbitrage-free class of Nelson–Siegel term structure models
7 个回复 - 1192 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 - 1192 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
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
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
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）
免費 Term-Structure Models: a Review
2 个回复 - 1699 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 - 1699 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）
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 - 697 次查看 2004-11-20 02:02 - 盈利预测143 - Forum
0 个回复 - 697 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
0 个回复 - 247 次查看 2004-11-19 16:30 - 稽核084 - Forum
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
