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  • (2006)Interest Rate Models-Theory and Practice_With Smile, Inflation and Credit_.rar

    本附件包括:
    • (2006)Interest Rate Models-Theory and Practice_With Smile, Inflation and Credit_Damiano Brigo, Fabio Mercurio.pdf
  • 6.98 MB
  • 2018-11-1
  • pvar - papers.code.zip

    本附件包括:
    • README.txt
    • abrigo and love (2015).docx
    • example1.do
    • example2.do
    • fig1.eps
    • fig2.eps
    • fig3.eps
  • 301.65 KB
  • 2016-8-14
  • paper和程序.rar

    本附件包括:
    • pvar2014.zip
    • Michael-Abrigo.pdf
  • 375.98 KB
  • 2016-1-5
  • pvar_6_10_2015.zip
       latest pvar

    本附件包括:
    • pvar.ado
    • pvar.sthlp
    • pvarfevd.ado
    • pvarfevd.sthlp
    • pvargranger.ado
    • pvargranger.sthlp
    • pvarirf.ado
    • pvarirf.sthlp
    • pvarsoc.ado
    • pvarsoc.sthlp
    • pvarstable.ado
    • pvarstable.sthlp
    • README.txt
    • abrigo and love (2015).docx
    • example1.do
    • example2.do
    • fig1.eps
    • fig2.eps
    • fig3.eps
  • 324.64 KB
  • 2015-7-17
  • Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo-Counterparty Risk and Fundi.zip
       Counterparty Risk and Funding: A Tale of Two Puzzles

    本附件包括:
    • Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo-Counterparty Risk and Funding_ A Tale of Two Puzzles.mobi
  • 15.72 MB
  • 2014-10-31
  • unit1essex.pdf
       Credit and Default Modeling by Damiano Brigo

  • 185.08 KB
  • 2012-11-4
  • 307810.rar
       [原创] Princeton, NYU, Bocconi 名校牛人 fixed income, term structure lecture notes

    本附件包括:
    • Damiano Brigo - LIBOR and swap market models.pdf
    • NYU - Fixedincome.pdf
    • Rutkowski - TERM STRUCTURE MODELLING.pdf
    • Bijork - Topics in Interest Rate Theory.pdf
    • D Filipovic ORF555.pdf
  • 2.89 MB
  • 2009-3-25
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