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  • (2000)Efficient Methods for Valuing Interest Rate Derivatives_Antoon Pelsser.rar

    本附件包括：
    • (2000)Efficient Methods for Valuing Interest Rate Derivatives_Antoon Pelsser.pdf
  • 3.05 MB
  • 2018-11-1

  • valuation in a world of cva, dva, and fva - a tutorial on debt securities and in.rar
       valuation in a world of cva, dva, and fva - a tutorial on debt securities and interest rate derivati ...

    本附件包括：
    • valuation in a world of cva, dva, and fva - a tutorial on debt securities and interest rate derivatives (2017).pdf
  • 4.97 MB
  • 2017-11-6

  • Epub Accounting for Investments - Fixed Income Securities and Interest Rate Deri.rar

    本附件包括：
    • Accounting for Investments - Fixed Income Securities and Interest Rate Derivatives - A Practitioner's Guide Vol2 (Wiley, 2011) by R. Venkata Subramani.epub
  • 76.02 MB
  • 2016-9-15

  • Accounting for Investments - Fixed Income Securities and Interest Rate Derivativ.rar

    本附件包括：
    • Accounting for Investments - Fixed Income Securities and Interest Rate Derivatives - A Practitioner's Guide Vol2 (Wiley, 2011) by R. Venkata Subramani.pdf
  • 2.23 MB
  • 2016-9-15

  • Fixed Income Securities Interest Rate Derivatives.rar
       Lecture Note

    本附件包括：
    • FINS5536 L1.pdf
    • FINS5536 L2.pdf
    • FINS5536 L3.pdf
    • FINS5536 L4.pdf
    • FINS5536 L5.pdf
    • FINS5536 L7.pdf
    • FINS5536 L8.pdf
    • FINS5536 L9.pdf
    • FINS5536 L10.pdf
    • FINS5536 L11.pdf
    • FINS5536 L12.pdf
    • Vocabulary.pdf
  • 907.89 KB
  • 2012-11-13

  • Accademy.zip
       C2

    本附件包括：
    • Multi-curves, Cheapest-to-deliver and interest rate derivative pricing.pdf
    • Pricing and Discounting Collateralised Derivatives.pdf
    • Funding and impact on pricing on non CSA.pdf
    • 09072012_VaRRiskAllocation_Jul12.pdf
    • 23072012_IRC-APR2v4 (2).pptx
    • CVA DVA FVA relating bilateral counterparty risk and funding effects for derivatives.pdf
  • 3.08 MB
  • 2012-11-9

  • PDE Valuation of Interest Rate Derivatives - From Theory to Implementation.rar

    本附件包括：
    • PDE Valuation of Interest Rate Derivatives - From Theory to Implementation.djvu
  • 1.91 MB
  • 2012-9-28

  • Pelsser - Efficient Methods for Valuing Interest Rate Derivatives.pdf.rar

    本附件包括：
    • Pelsser - Efficient Methods for Valuing Interest Rate Derivatives.pdf
  • 3.05 MB
  • 2010-4-7

  • Java Methods for Financial Engineering.rar

    本附件包括：
    • Complex Conditional Options.pdf
    • Conditional Options.pdf
    • Digital Options.pdf
    • Double Barrier Options.pdf
    • Duration.pdf
    • front-matter.pdf
    • Futures.pdf
    • Interest Rate Calculations.pdf
    • Interest Rate Derivatives.pdf
    • Introduction.pdf
    • Modelling Stock Prices.pdf
    • Options.pdf
    • Other Exotics.pdf
    • Sensitivity Measures (The ‘Greeks’).pdf
    • Special Case Barrier Options.pdf
    • The Binomial Model.pdf
    • Analytical Option Pricing Methods.pdf
    • back-matter.pdf
    • Barrier Type Options.pdf
    • Bonds.pdf
  • 5.77 MB
  • 2009-9-30

  • 329217.rar
       [下载]Efficient Methods for Valuing Interest Rate Derivatives

    本附件包括：
    • Pelsser - Efficient Methods for Valuing Interest Rate Derivatives.pdf
  • 3.05 MB
  • 2009-5-24

  • 209247.pdf
       [求文献]Delta, gamma and bucket hedging of interest rate derivatives

  • 876.06 KB
  • 2008-4-30

  • 179029.rar
       [下载]情奉献本人最近收集的Risk Management实证文献100篇！

    本附件包括：
    • Regulatory Questions on Hedging - The Case of Natural Gas.pdf
    • Hedging, speculation, and shareholder value.pdf
    • How much do firms hedge with derivatives.pdf
    • Interaction between real options and financial hedging - Fact or fiction in managerial decision-making.pdf
    • Interest rate derivatives at commercial banks - An empirical investigation.pdf
    • Investment, cash flow, and corporate hedging.pdf
    • Is operational hedging a substitute for or a complement to financial hedging.pdf
    • Managing foreign exchange risk with derivatives.pdf
    • Managing risks in IT projects - an options perspective.pdf
    • Managing the Risks within Automotive Manufacturing.pdf
    • Market efficiency, cross hedging and price forecasts - California's natural-gas markets.pdf
    • Multinational corporations and hedging exchange rate exposure.pdf
    • Multinationals and futures hedging under liquidity constraints.pdf
    • Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs.pdf
    • Operational and financial hedging for exporting firms.pdf
    • Physical delivery versus cash settlement - an empirical study on the feeder cattle contract.pdf
    • Price uncertainty and corporate value.pdf
    • Pulling the trigger or not - Factors affecting behavior of initiating a position in derivatives markets.pdf
    • Real options and a large producer - the case of electricity markets.pdf
    • Real Options Valuation of Australian Gold Mines and Mining Companies.pdf
  • 3.75 MB
  • 2007-12-3

  • 111674.zip
       国外论文：Simulating Bermudan Interest Rate Derivatives

    本附件包括：
    • mkt.ps
  • 138.12 KB
  • 2007-4-28

  • 60122.rar
       [下载]路透利率衍生产品和信贷风险管理工具的培训材料

    本附件包括：
    • Interest Rate Derivatives.ppt
  • 2.93 MB
  • 2006-8-7

  • 44036.rar
       [下载]人大版 卡思伯森的英文ppt

    本附件包括：
    • Chp01 Derivatives An Overview.ppt
    • Chp01-figures.ppt
    • Chp02 Futures Markets.ppt
    • Chp02-figures.ppt
    • Chp03 Stock Index Futures.ppt
    • Chp03-figures.ppt
    • Chp04 Currency Forwards and Futures.ppt
    • Chp04-figures.ppt
    • Chp05a Forward Rates and Yield Curve.ppt
    • Chp05a Fxorward Rates and Yield Curve.ppt
    • Chp05b Interest Rate Futures.ppt
    • Chp05-figures.ppt
    • Chp06 T-Bond Futures.ppt
    • Chp06-figures.ppt
    • Chp07 Options Markets.ppt
    • Chp07-figures.ppt
    • Chp08 - fixed.xls
    • Chp08a Options Pricing(B-S).ppt
    • Chp08b Options Pricing(BOPM).ppt
    • Chp09 - fixed.xls
    • Chp09 Hedging and Volatility.ppt
    • Chp09-figures.ppt
    • Chp10 Option Spreads and Stock Options.ppt
    • Chp11 Foreign Currency Options.ppt
    • Chp11-figures.ppt
    • Chp12 Futures Options.ppt
    • Chp12-figures.ppt
    • Chp13 - fixed.xls
    • Chp13 Portfolio Insurance.ppt
    • Chp15 - fixed.xls
    • Chp15 Interest Rate Derivatives.ppt
    • Chp15-figures.ppt
    • Chp16 - fixed.xls
    • Chp16 Complex Derivatives.ppt
    • Chp16-figures.ppt
    • Chp17 - fixed.xls
    • Chp17 Asset Price Dynamics.ppt
    • Chp17-figures.ppt
    • Chp18 - fixed.xls
    • Chp18 Pricing Int Rate Derivatives.ppt
    • Chp18-figures.ppt
    • Chp19 Real Options.ppt
    • Chp19-figures.ppt
    • Chp20 Regulation of FIs.ppt
    • Chp21 Regulatory Framework UK-USA.ppt
    • Chp22a VaR-RiskGrades.ppt
    • Chp22b VaR-Market Risk.ppt
    • Chp22-figures.ppt
    • Chp23 VaR-Mapping Cash Flows.ppt
    • Chp23-figures.ppt
    • Chp23-fixed.xls
    • Chp24 - fixed.xls
    • Chp24 VaR-Statistical Issues.ppt
    • Chp24-figures.ppt
    • Chp25 Credit Risk.ppt
    • Chp25-figures.ppt
    • Excel chapter 08.xls
    • Excel chapter 13.xls
    • Excel chapter 15.xls
    • Excel chapter 16.xls
    • Excel chapter 17.xls
    • Excel chapter 18.xls
    • Excel chapter 23.xls
    • Excel chapter 24.xls
    • Excel chfapter 08.xls
    • index.htm
  • 6.07 MB
  • 2006-3-17

  • 42018.rar
       最新The Journal of Finance (February 2006 - Vol. 61 Issue 1 Page i-492)

    本附件包括：
    • 6-Empirical Evidence on Capital Investment, Growth Options, and Security Returns.pdf
    • 8-The Limits of Investor Behavior.pdf
    • 9-The Cross-Section of Volatility and Expected Returns.pdf
    • 10-Competing for Securities Underwriting Mandates--Banking Relationships and Analyst Recommendations.pdf
    • 11-Unspanned Stochastic Volatility-- Evidence from Hedging Interest Rate Derivatives.pdf
    • 12-Wealth and Executive Compensation.pdf
    • 13-Initial Public Offerings-- An Analysis of Theory and Practice.pdf
    • 14-Finance as a Barrier to Entry-- Bank Competition and Industry Structure in Local U.S. Markets.pdf
    • 15-Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume.pdf
    • 16-MISCELLANEA.pdf
    • 1-What Works in Securities Laws.pdf
    • 2-Investment and Financing Constraints-- Evidence from the Funding of Corporate Pension Plans.pdf
    • 3-Favoritism in Mutual Fund Families- Evidence on Strategic Cross-Fund Subsidization.pdf
    • 4-Information Uncertainty and Stock Returns.pdf
    • 5-Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment.pdf
    • 7-The Price Impact and Survival of Irrational Traders.pdf
  • 4.97 MB
  • 2006-3-6
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