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Interest Rate Modeling最新文献

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Affine Term Structure Models 仿射期限结构模型
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-9
Lixin Wu
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引用次数: 0
Volatility and Correlation Adjustments 波动率和相关性调整
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-8
Lixin Wu
{"title":"Volatility and Correlation Adjustments","authors":"Lixin Wu","doi":"10.1201/9781351227421-8","DOIUrl":"https://doi.org/10.1201/9781351227421-8","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"336 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115881090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dual-Curve SABR-LMM Market Model for Post-Crisis Interest Rate Derivatives Markets 危机后利率衍生品市场的双曲线SABR-LMM市场模型
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-14
Lixin Wu
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引用次数: 0
The Martingale Representation Theorem 鞅表示定理
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-2
Lixin Wu
{"title":"The Martingale Representation Theorem","authors":"Lixin Wu","doi":"10.1201/9781351227421-2","DOIUrl":"https://doi.org/10.1201/9781351227421-2","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127525813","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Market Models with Stochastic Volatilities 具有随机波动的市场模型
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-10
Lixin Wu
{"title":"Market Models with Stochastic Volatilities","authors":"Lixin Wu","doi":"10.1201/9781351227421-10","DOIUrl":"https://doi.org/10.1201/9781351227421-10","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131023321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Calibration of LIBOR Market Model LIBOR市场模型的校准
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-7
Lixin Wu
{"title":"Calibration of LIBOR Market Model","authors":"Lixin Wu","doi":"10.1201/9781351227421-7","DOIUrl":"https://doi.org/10.1201/9781351227421-7","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"93 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122832629","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Market Model for Inflation Derivatives Modeling 通货膨胀衍生品建模的市场模型
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-12
Lixin Wu
{"title":"Market Model for Inflation Derivatives Modeling","authors":"Lixin Wu","doi":"10.1201/9781351227421-12","DOIUrl":"https://doi.org/10.1201/9781351227421-12","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"151 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127717482","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Heath–Jarrow–Morton Model Heath-Jarrow-Morton模型
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-4
Lixin Wu
{"title":"The Heath–Jarrow–Morton Model","authors":"Lixin Wu","doi":"10.1201/9781351227421-4","DOIUrl":"https://doi.org/10.1201/9781351227421-4","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133602515","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Basics of Stochastic Calculus 随机微积分基础
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-1
Lixin Wu
{"title":"The Basics of Stochastic Calculus","authors":"Lixin Wu","doi":"10.1201/9781351227421-1","DOIUrl":"https://doi.org/10.1201/9781351227421-1","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"380 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133062966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Lévy Market Model 市场模型
Interest Rate Modeling Pub Date : 2019-03-04 DOI: 10.1201/9781351227421-11
Lixin Wu
{"title":"Lévy Market Model","authors":"Lixin Wu","doi":"10.1201/9781351227421-11","DOIUrl":"https://doi.org/10.1201/9781351227421-11","url":null,"abstract":"","PeriodicalId":236816,"journal":{"name":"Interest Rate Modeling","volume":"144 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127569790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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