interest rate modelling book - Quant版 - 未名存档

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Quant版 - interest rate modelling book

相关主题
● 有人在上NYU的Interest Rate and FX Models这门课吗？	● Hull White 2F Calibrate到Swaption，不胜其扰
● a question about the swaption pricing formula	● 有人了解 Ronald Gallant 的 SNP 方法吗？
● 问题：why is it never optimal to early exercise the call when it is equivalent to a put?	● [合集] 投行里的Structurer或Securitized Products面试都问些啥？
● Interest Rate Modeling	● 请教FWD CURVE的MODELING问题
● 招 Senior modeling analyst and modeling analyst 1 in San An (转载)	● gs的MRMA Risk Modeling组是做什么的？
● 招 Senior modeling analyst (转载)	● 做credit risk modelling有前途吗？
● convertible bond，求论文	● Derivatives Analysis 是什么？
● 如何从高频数据预测stock volatility	● Q: loval vol model VS stoch vol model

相关话题的讨论汇总
话题: modelling话题: interest话题: book话题: rate话题: ii

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A********e 发帖数: 242	1 does anybody know where i can find the e version of interest rate modelling (vol I, II, III)by Leif B.G. Andersen (Author), Vladimir V. Piterbarg. this book is very good. Thanks
i**w 发帖数: 71	2 http://ishare.iask.sina.com.cn/f/13728831.html?from=like you can find the other two there too modelling this 【在 A********e 的大作中提到】 : does anybody know where i can find the e version of interest rate modelling : (vol I, II, III)by Leif B.G. Andersen (Author), Vladimir V. Piterbarg. this : book is very good. : Thanks
T*******t 发帖数: 9274	3 wk....牛啊【在 i**w 的大作中提到】 : http://ishare.iask.sina.com.cn/f/13728831.html?from=like : you can find the other two there too : : modelling : this
l******n 发帖数: 9344	4 3要5分才能下呀【在 i**w 的大作中提到】 : http://ishare.iask.sina.com.cn/f/13728831.html?from=like : you can find the other two there too : : modelling : this

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相关主题
● Q: loval vol model VS stoch vol model	● 招 Senior modeling analyst and modeling analyst 1 in San An (转载)
● 两个offer选择	● 招 Senior modeling analyst (转载)
● junior/mid level MBS modeler needed for a top firm in NYC	● convertible bond，求论文
● PPNR Modeling这个方向怎么样	● 如何从高频数据预测stock volatility
● 有人在上NYU的Interest Rate and FX Models这门课吗？	● Hull White 2F Calibrate到Swaption，不胜其扰
● a question about the swaption pricing formula	● 有人了解 Ronald Gallant 的 SNP 方法吗？
● 问题：why is it never optimal to early exercise the call when it is equivalent to a put?	● [合集] 投行里的Structurer或Securitized Products面试都问些啥？
● Interest Rate Modeling	● 请教FWD CURVE的MODELING问题

相关话题的讨论汇总
话题: modelling话题: interest话题: book话题: rate话题: ii

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