How to price a bond, a swap, a CDS, and plain equity options. - Quant版 - 未名存档

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Quant版 - How to price a bond, a swap, a CDS, and plain equity options.

相关主题
● credit default swap的研究前景	● 初级问题, credit linked note 的settlement 怎么定义的?
● 问个CDS SNAC contract 的问题 (转载)	● [合集] 关于利率衍生品的几个问题
● 有关return的计算	● 关于forward swap的一个问题？
● MBS, CDS算不算金融衍生物?	● 请教金改的spin off swap trading是什么意思？
● MS面试题	● 请问到底什么是 basis curve
● 外行请教两个专业词汇	● [合集] Good quant portfolio management books
● 大家都在数学版讨论CDS	● 请推荐CMBS方面好的books or papers
● M. Choudhry 的 Fixed Income 书怎么样？入门级别。	● Anyone has the book "Bond Evaluation, Selection, and Management (Hardcover)"

相关话题的讨论汇总
话题: cds话题: swap话题: plain话题: edition话题: equity

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c**e 发帖数: 537	1 ?
b******k 发帖数: 58	2 ?
h**********k 发帖数: 168	3 interview questions?
n*********r 发帖数: 262	4 http://www.ams.jhu.edu/~daudley/444/reference_docs/
j*****n 发帖数: 208	5 one answer will be ALWAYS correct: PV all the future net cashflows 【在 c**e 的大作中提到】 : ?
s******r 发帖数: 350	6 The solutions to EACH question can be collected in AT LEAST one comprehensive book. Fixed Income Securities: Tools for Today's Markets, Second Edition, University Edition (Paperback) by Bruce Tuckman The Swaps & Financial Derivatives Library: Products, Pricing, Applications and Risk Management, 3rd Edition Revised (Boxed Set) (Wiley Finance) ( Hardcover) by Satyajit Das The Credit Default Swap Basis (Hardcover) by Moorad Choudhry Volatility and Correlation: The Perfect Hedger and the Fox (Wiley

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相关主题
● Anyone has the book "Bond Evaluation, Selection, and Management (Hardcover)"	● MS面试题
● Real Esate text book (New) $120	● 外行请教两个专业词汇
● 推荐本buy－side strategist 的综速的书	● 大家都在数学版讨论CDS
● 代人求书	● M. Choudhry 的 Fixed Income 书怎么样？入门级别。
● credit default swap的研究前景	● 初级问题, credit linked note 的settlement 怎么定义的?
● 问个CDS SNAC contract 的问题 (转载)	● [合集] 关于利率衍生品的几个问题
● 有关return的计算	● 关于forward swap的一个问题？
● MBS, CDS算不算金融衍生物?	● 请教金改的spin off swap trading是什么意思？

相关话题的讨论汇总
话题: cds话题: swap话题: plain话题: edition话题: equity

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