Valuation of correlation options under a stochastic interest rate model with reg

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体制转换随机利率模型下相关期权的定价，汪荣明，范堃，该论文研究了具有体制转换性质的Hull-White随机利率模型下相关期权的定价问题。相关期权可以被看作是欧式期权的双因子类比。文中假�

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Upper bounds for ruin probabilities under stochastic interest rateand optimal in

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Interest rate modelling

The bible in fixed income derivative modeling, written by Quant of the year 2010.

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Best quadratic unbiased estimation in a general linear model with stochastic reg

带有随机回归系数线性模型中的最佳二次无偏估计，刘绪庆，吴延东，对带有随机回归系数线性模型中的联合二次函数的最佳二次无偏估计问题进行了讨论。

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Pricing models for interest rate derivatives

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Bank as a liquidity provider and interest rate discovery

银行流动性研究必备，经典英文文献！毕业论文，课程设计，科研必备文献！欢迎下载

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bplus slackbot interest_rate源码

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On stochastic adaptive control under quantization

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A Comprehensive Guide to Understanding Interest Rate Swaps and Derivatives

If you want to get a better grasp of interest rate swaps and their derivatives, then this comprehens

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Valuation and Optimal Decision for Perpetual American Employee Stock Options und

受约束的粘性解框架下一揽子永久美式股票期权的定价及最优策略研究，边保军，袁泉，本文研究了一个Hamilton-Jacobi-Bellman(HJB)方程的受约束的粘性解,该HJB方程来自于给一揽子永久

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Interest Rate Markets_A Practical Approach to Fixed Income

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Interest Rate Models–Theory and Practice With Smile Inflation and Credit

The2ndeditionofthissuccessfulbookhasseveralnewfeatures.ThecalibrationdiscussionofthebasicLIBORmarket

2019-07-15 10:22

Ruin theory with a Markov chain interest model

马氏链利率风险模型的破产理论，刘艳，，本文考虑带有马氏链利率的离散风险模型，分别给出了该模型破产前盈余、破产后赤字的联合分布以及边缘分布所满足的递归方程。本文

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The RelevantSet Correlation Model for Data Clustering

theRSCmodelreliessolelyontheexistenceofanoraclethatacceptsaqueryintheformofareferencetoadataitem,and

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Trading STIR Futures An Introduction to Short Term Interest Rate Futures

Short term interest rate futures (STIR futures) are one of the largest financial markets in the worl

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