標(biāo)題: Titlebook: Interest Rate Models Theory and Practice; Damiano Brigo,Fabio Mercurio Book 20011st edition Springer-Verlag Berlin Heidelberg 2001 Interes [打印本頁] 作者: 生手 時(shí)間: 2025-3-21 16:26
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書目名稱Interest Rate Models Theory and Practice讀者反饋
書目名稱Interest Rate Models Theory and Practice讀者反饋學(xué)科排名
作者: instructive 時(shí)間: 2025-3-21 21:24 作者: 熟練 時(shí)間: 2025-3-22 01:53 作者: 亞麻制品 時(shí)間: 2025-3-22 07:58
Damiano Brigo,Fabio MercurioPC-K6a, PC-K6b, PC-K6c, PC-K16 and PC-K17 according to the mutated gene are transmitted in an autosomal dominant way with occurrence of spontaneous mutations in about 30% of cases. Main clinical features include nail thickening (pachyonychia) and subungual hyperkeratosis, focal palmoplantar keratode作者: 刺激 時(shí)間: 2025-3-22 12:17
No-Arbitrage Pricing and Numeraire Changecial market. Roughly speaking, absence of arbitrage is equivalent to the impossibility to invest zero today and receive tomorrow a nonnegative amount that is positive with positive probability. In other words, two portfolios having the same payoff at a given future date must have the same price toda作者: 逢迎春日 時(shí)間: 2025-3-22 15:05
One-factor short-rate modelsss r. Modeling directly such dynamics is very convenient since all fundamental quantities (rates and bonds) are readily defined, by no-arbitrage arguments, as the expectation of a functional of the process ..作者: 斜 時(shí)間: 2025-3-22 18:46 作者: FIS 時(shí)間: 2025-3-22 21:44
Cases of Calibration of the LIBOR Market Modelata. We study several cases based on different instantaneous-volatility parameterizations. We will also point out a particular parameterization allowing for a closed-form-formulas calibration to swaption volatilities and establishing a one to one correspondence between swaption volatilities and LFM 作者: SOB 時(shí)間: 2025-3-23 02:16
Monte Carlo Tests for LFM Analytical Approximationshe LFM, by resorting to Monte Carlo simulation of the LFM dynamics. We first explain what kind of rates we are dealing with, and then move to the volatility part. Section 8.2 gives a plan of the tests on the swaption-volatility approximations and the subsequent section presents results in detail. In作者: 制度 時(shí)間: 2025-3-23 08:37
Other Interest-Rate Modelspters. All models are arbitrage free, and we will not discuss no-arbitrage implications further. Instead, we synthetically explain in what these models differ from the previous models and what are their original features. We also give references for the readers who might wish to deepen their knowled作者: Anticoagulants 時(shí)間: 2025-3-23 12:20 作者: obtuse 時(shí)間: 2025-3-23 14:34 作者: breadth 時(shí)間: 2025-3-23 21:36
Approximating Diffusions with Trees construction for both one-factor and two-factor short-rate models. In the one-factor case, the tree is constructed by imposing that the conditional local mean and variances at each node are equal to those of the basic continuous-time process. The geometry of the tree is then designed so as to ensur作者: SPER 時(shí)間: 2025-3-24 01:10 作者: seroma 時(shí)間: 2025-3-24 05:01
One-factor short-rate modelsss r. Modeling directly such dynamics is very convenient since all fundamental quantities (rates and bonds) are readily defined, by no-arbitrage arguments, as the expectation of a functional of the process ..作者: FRAX-tool 時(shí)間: 2025-3-24 07:31
Cases of Calibration of the LIBOR Market Modelata. We study several cases based on different instantaneous-volatility parameterizations. We will also point out a particular parameterization allowing for a closed-form-formulas calibration to swaption volatilities and establishing a one to one correspondence between swaption volatilities and LFM covariance parameters.作者: 咯咯笑 時(shí)間: 2025-3-24 14:10
A Crash Introduction to Stochastic Differential Equationsintroduction to stochastic differential equations (SDEs) for the reader who is not familiar with this field. These notes are far from being complete or fully rigorous, in that we privilege the intuitive aspect, but we give references for the reader who is willing to deepen her knowledge on such matters.作者: indenture 時(shí)間: 2025-3-24 16:45
Talking to the Traderser to get acquainted with some specific market practice. This virtual interview reflects our personal experience of interaction with traders, considering some of the traders’ opinions we have collected over the years.作者: 祝賀 時(shí)間: 2025-3-24 22:41 作者: 致命 時(shí)間: 2025-3-25 01:39 作者: 緯度 時(shí)間: 2025-3-25 04:23
https://doi.org/10.1007/978-3-662-04553-4Interest rates; JEL classification: G12, G13, E43; Stochastic Differential Equations; Stochastic calcul作者: HARD 時(shí)間: 2025-3-25 08:59
Definitions and NotationIn this first chapter we present the main definitions that will be used throughout the book. We will introduce the basic concepts in a rigorous way while providing at the same time intuition and motivation for their introduction. However, before starting with the definitions, a remark is in order.作者: Lament 時(shí)間: 2025-3-25 14:49 作者: BOOST 時(shí)間: 2025-3-25 16:44 作者: chlorosis 時(shí)間: 2025-3-25 20:48
Pricing Derivatives on a Single Interest-Rate CurveIn this chapter, we present a sample of financial products we believe to be representative of a large portion of the interest-rate market. We will use different models (mostly the LFM and the G2++ model) for different problems, and try to clarify the advantages of each model. All the discounted payoffs will be calculated at time . = 0.作者: 無政府主義者 時(shí)間: 2025-3-26 01:07 作者: 我沒有命令 時(shí)間: 2025-3-26 07:09 作者: nascent 時(shí)間: 2025-3-26 11:59
Damiano Brigo,Fabio MercurioAuthors work as Head of Credit Models and Head of Financial Models at an Italian bank, this first-hand contact with trading gives them a practical insights on the subject.Accessible overview of intere作者: 榮幸 時(shí)間: 2025-3-26 15:57 作者: 造反,叛亂 時(shí)間: 2025-3-26 18:53
Book 20011st editionrest for hybrid products has led to?new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives.?..The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling作者: Derogate 時(shí)間: 2025-3-27 00:30 作者: 拒絕 時(shí)間: 2025-3-27 03:01 作者: 名字的誤用 時(shí)間: 2025-3-27 07:48 作者: omnibus 時(shí)間: 2025-3-27 09:37 作者: 構(gòu)想 時(shí)間: 2025-3-27 14:38 作者: Lacerate 時(shí)間: 2025-3-27 19:46 作者: UNT 時(shí)間: 2025-3-27 23:42
The Heath-Jarrow-Morton (HJM) Frameworkels have also some clear drawbacks. For example, an exact calibration to the initial curve of discount factors and a clear understanding of the covariance structure of forward rates are both difficult to achieve, especially for models that are not analytically tractable.作者: gruelling 時(shí)間: 2025-3-28 03:21 作者: 極大的痛苦 時(shí)間: 2025-3-28 09:58 作者: 厭惡 時(shí)間: 2025-3-28 13:32 作者: Filibuster 時(shí)間: 2025-3-28 15:14 作者: 擴(kuò)音器 時(shí)間: 2025-3-28 22:00 作者: 低位的人或事 時(shí)間: 2025-3-29 02:48 作者: 遷移 時(shí)間: 2025-3-29 06:21 作者: 變化無常 時(shí)間: 2025-3-29 09:19
Guglielmo Chiodicht, die Erzeugung und Haltbarmachung der Lebensmittel unterstützen. Bezeichnete man solche Verbindungen früher als ?fremde Stoffe“, da sie im natürlichen Lebensmittel oder seinen Rohstoffen nicht vorkommen, so wurde mit dem Lebensmittel- und Bedarfsgegenst?nde-Gesetz vom 15.8.1974 (LMBG) der Begrif作者: Grandstand 時(shí)間: 2025-3-29 14:42
Graduation Project Monitoring Platform Based on a Personalized Supervision Plantudent and the supervisor, lack of progress tracking tools and a mismatch between the preferred supervisory styles make it more likely that the project will not be finished on time or will be abandoned. Therefore, having a dedicated tool that handles all these issues could significantly contribute t作者: MUTED 時(shí)間: 2025-3-29 19:21
,WPS-SAM: Towards Weakly-Supervised Part Segmentation with?Foundation Models,level segmentation remains underexplored due to complex boundaries and scarce annotated data. To address this, we propose a novel .eakly-supervised .art .egmentation (.) setting and an approach called ., built on the large-scale pre-trained vision foundation model, Segment Anything Model (SAM). WPS-作者: stressors 時(shí)間: 2025-3-29 21:55
,Vorsichtsma?regeln,ng, namentlich der Fu?bekleidung, so sehr abh?ngig, da? bestimmte Grenzen für die H?he der gef?hrlichen Spannung nicht angegeben werden k?nnen. Personen, die an feuchten H?nden und Fü?en leiden, sind für die Stromwirkung besonders empfindlich.作者: 提煉 時(shí)間: 2025-3-30 00:52 作者: 放大 時(shí)間: 2025-3-30 04:47
Identifying Skype Traffic in a Large-Scale Flow Data Repositoryntrol traffic. Flow-level identification allows long-term retrospective studies of Skype traffic as well as studies of Skype traffic on much larger scale networks than existing packet-based approaches. We use this method to identify Skype hosts and connection events to the network in a historical fl作者: 使腐爛 時(shí)間: 2025-3-30 10:13 作者: FADE 時(shí)間: 2025-3-30 14:43
Transformer-Based Dual-Mode VCO,erview of the epidemiology of the epidemic as well as a discussion of emerging trends. We will also briefly introduce important topics such as the correlates and consequences of pediatric obesity, prevention, and intervention, all of which will be explored in greater detail throughout the volume.作者: 有特色 時(shí)間: 2025-3-30 20:32 作者: INCUR 時(shí)間: 2025-3-30 21:40
https://doi.org/10.1007/978-3-662-37026-1 privacy of data. Even if the data is destroyed, it allows AF investigators to recover the data. Security analysis showed that this AF method can prevent malicious, erroneous or invalid files while acquired and ensure data security in data stolen. Theoretical analysis indicated that this method was 作者: 縱火 時(shí)間: 2025-3-31 04:57
Dongrui Huang,Zhehan Wang,Jiamin Moran Huang,Jun Steed Huangtion site. A complete pipeline is introduced that uses different types of neural networks to extract productivity information from images at various levels of detail. The proposed workflow is demonstrated for the construction process of cast-in-place concrete pillars, implementing the first two laye作者: pacific 時(shí)間: 2025-3-31 06:07 作者: Spinal-Tap 時(shí)間: 2025-3-31 11:09 作者: ACME 時(shí)間: 2025-3-31 17:17 作者: 有法律效應(yīng) 時(shí)間: 2025-3-31 19:20
,Mobbing — ein extremer sozialer Stressor, Alltagsrelevanz von Mobbing wird auf diesen Spezialfall vertiefteingegangen. So schreibt beispielsweise Premper (2002), dass gut ein Viertel der Patienten in psychosomatischen Kliniken von Problemen am Arbeitsplatz berichtet. Ohne direkt danach befragt zu werden, gaben gut 10 Prozent der Patienten an, gemobbt zu werden.作者: 大量殺死 時(shí)間: 2025-3-31 23:30
