標題: Titlebook: Interest Rate Dynamics, Derivatives Pricing, and Risk Management; Lin Chen Book 1996 Springer-Verlag Berlin Heidelberg 1996 Derivative.Der [打印本頁] 作者: 鳥場 時間: 2025-3-21 17:57
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書目名稱Interest Rate Dynamics, Derivatives Pricing, and Risk Management影響因子(影響力)學(xué)科排名
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書目名稱Interest Rate Dynamics, Derivatives Pricing, and Risk Management被引頻次
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書目名稱Interest Rate Dynamics, Derivatives Pricing, and Risk Management讀者反饋
書目名稱Interest Rate Dynamics, Derivatives Pricing, and Risk Management讀者反饋學(xué)科排名
作者: 細菌等 時間: 2025-3-21 22:18
ion. The indirect costs, such as lost time from work, are similar. The total cost of antiulcer medications is estimated to be at least $3 billion/yr in the United States. This chapter reviews the changing epidemiology of PUD, its causes, and its management.作者: Surgeon 時間: 2025-3-22 01:04
Lin Chenion. The indirect costs, such as lost time from work, are similar. The total cost of antiulcer medications is estimated to be at least $3 billion/yr in the United States. This chapter reviews the changing epidemiology of PUD, its causes, and its management.作者: Pigeon 時間: 2025-3-22 07:15
Lin Chenion. The indirect costs, such as lost time from work, are similar. The total cost of antiulcer medications is estimated to be at least $3 billion/yr in the United States. This chapter reviews the changing epidemiology of PUD, its causes, and its management.作者: 包租車船 時間: 2025-3-22 12:16 作者: Glaci冰 時間: 2025-3-22 14:12
Lin Chenres, and serves during follow-up. The diagnostic usefulness of the radiograph is maximized by the integrating radiological findings with clinical features of the individual patient [.]. In this chapter, we review the more important radiological principles regarding missed lung lesions in a variety o作者: 難聽的聲音 時間: 2025-3-22 20:37 作者: 有常識 時間: 2025-3-22 23:46 作者: Spinal-Fusion 時間: 2025-3-23 03:22 作者: 后來 時間: 2025-3-23 08:00
Book 1996 along tbe lines of Ho and Lee. They eliminate some of the problems of Ho and Lee (1986) but create a new one: for a certain specification of the volatility function, the short rate can be mean-fteeting rather than mean-reverting. Heath, Jarrow and Morton (1992) (HJM) construct a family of continuou作者: DENT 時間: 2025-3-23 11:15 作者: Overdose 時間: 2025-3-23 15:03
https://doi.org/10.1007/978-3-642-46825-4Derivative; Derivatives Pricing; Hedging; Risikomanagement; Risk Management; Term Structure; Zinsstruktur作者: Missile 時間: 2025-3-23 20:59 作者: Concomitant 時間: 2025-3-23 22:39
Pricing Interest Rate Derivatives,In chapter 1, a three-factor model of interest rates was developed. In the model the three factors are 1) the current short rate, 2) the short-term mean of the short rate, and 3) the current volatility of the short rate. Furthermore, it was assumed that both the mean and the volatility of the short rate are stochastic and follow Feller processes.作者: GRAVE 時間: 2025-3-24 05:32
Managing Interest Rate Risk,The managing of interest rate risk is concerned with selecting which risk to be exposed to and which risk to be immunized against, assessing the risks of different securities, and constructing the portfolio with the specified risk return characteristics. Better managing of interest rate risk requires a better understanding of interest rate risk.作者: 向外供接觸 時間: 2025-3-24 09:19
Extensions of the Model,Taking a brief look at any interest rate time series such as Treasury Bill rates, one feature is significant: the time series appears to exhibit diffusion behaviors, punctuated by unanticipated jumps.作者: 丑惡 時間: 2025-3-24 12:20
978-3-540-60814-1Springer-Verlag Berlin Heidelberg 1996作者: ZEST 時間: 2025-3-24 18:04 作者: Fecal-Impaction 時間: 2025-3-24 22:07
Lecture Notes in Economics and Mathematical Systemshttp://image.papertrans.cn/i/image/470899.jpg作者: 整體 時間: 2025-3-25 02:36
Book 1996o types of interest rate derivatives pricing fonnulas based on each type of model of the tenn structure. The no-arbitrage models are characterized by the work of Ho and Lee (1986), Heath, Jarrow, and Morton (1992), Hull and White (1990 and 1993), and Black, Dennan and Toy (1990). Ho and Lee (1986) i作者: Cabg318 時間: 2025-3-25 04:53 作者: arthroplasty 時間: 2025-3-25 09:55
Fitting to a Given Term Structure,d White (1990). Both procedures are discussed in the continuous-time setting. Fitting a yield curve in discrete-time setting is given in chapter 6 where a discrete-time version of our three-factor model is presented.作者: 在前面 時間: 2025-3-25 13:41
A Three-Factor Model of the Term Structure of Interest Rates,both the short term mean of the short rate and the volatility of the short rate are stochastic. These assumptions are based on extensive empirical studies in interest rate behavior, which are explained in the following.作者: Iniquitous 時間: 2025-3-25 16:27
Pricing Exotic Options,traded on the over-the-counter markets. Usually, exotic derivatives brokers bring together both sides of a contract and construct a product which does not exist as an exchanged-traded option. As such, exotic options are given a variety of unconventional features which make their valuation a challenging topic.作者: 懶洋洋 時間: 2025-3-25 22:10 作者: VOK 時間: 2025-3-26 03:52
Estimation of the Model, of moments is also discussed. All these methods have been extensively used in empirical studies of the term structure models (Brown and Bybvig (1986), Chan et al (1992), Gibbons and Ramaswamy (1993), Chen and Scott (1993), Das (1993), Lund (1994), Pearson and Sun (1994)).作者: STAT 時間: 2025-3-26 05:12
of nonsteroidal anti-inflammatory drugs (NSAIDs) has become an increasingly important cause. PUD, a term encompassing both gastric and duodenal ulcers continues to be a serious medical problem, primarily because of its ubiquity: approximately 500,000 new cases develop each year in the United States作者: SEVER 時間: 2025-3-26 09:22 作者: Bmd955 時間: 2025-3-26 14:33
Lin Chen of nonsteroidal anti-inflammatory drugs (NSAIDs) has become an increasingly important cause. PUD, a term encompassing both gastric and duodenal ulcers continues to be a serious medical problem, primarily because of its ubiquity: approximately 500,000 new cases develop each year in the United States作者: paragon 時間: 2025-3-26 17:55
Lin Chen of nonsteroidal anti-inflammatory drugs (NSAIDs) has become an increasingly important cause. PUD, a term encompassing both gastric and duodenal ulcers continues to be a serious medical problem, primarily because of its ubiquity: approximately 500,000 new cases develop each year in the United States作者: CRACY 時間: 2025-3-26 22:48 作者: TRACE 時間: 2025-3-27 03:42
Lin Chendisorders. Over the last few years, this central position has been reinforced by the possibility of deriving morphological and functional information from the same data set. This approach is of major interest for evaluating pulmonary vascular diseases for three main reasons: (1) these disorders requ作者: incarcerate 時間: 2025-3-27 06:10
Lin Chenng lung cancer, chronic airways disease, pneumonia and interstitial lung disease. Among all diagnostic tests, chest radiography is essential for confirming or excluding the diagnosis of most chest diseases. However, numerous lesions of a wide variety of disease processes affecting the thorax may be 作者: 鑒賞家 時間: 2025-3-27 13:04
Lin Chendisorders. Over the last few years, this central position has been reinforced by the possibility of deriving morphological and functional information from the same data set. This approach is of major interest for evaluating pulmonary vascular diseases for three main reasons: (1) these disorders requ作者: 鋼筆尖 時間: 2025-3-27 15:49
A Three-Factor Model of the Term Structure of Interest Rates,t short rate, 2) the short-term mean of the short rate, and 3) the current volatility of the short rate. Furthermore, it is assumed in the model that both the short term mean of the short rate and the volatility of the short rate are stochastic. These assumptions are based on extensive empirical stu作者: Creatinine-Test 時間: 2025-3-27 20:46
Pricing Exotic Options,traded in financial markets. A great deal of financial derivative instruments are exotic. They are out of the ordinary, tailored to special needs and traded on the over-the-counter markets. Usually, exotic derivatives brokers bring together both sides of a contract and construct a product which does作者: deceive 時間: 2025-3-28 01:38 作者: 打算 時間: 2025-3-28 02:31 作者: tariff 時間: 2025-3-28 07:48
Estimation of the Model, the maximum likelihood method. The third is the method of moments. A procedure to estimate the general interest rate dynamics by the simulated method of moments is also discussed. All these methods have been extensively used in empirical studies of the term structure models (Brown and Bybvig (1986)作者: frivolous 時間: 2025-3-28 14:15 作者: compel 時間: 2025-3-28 15:05 作者: 不能妥協(xié) 時間: 2025-3-28 21:25 作者: 軍械庫 時間: 2025-3-29 00:13
