Zero-Coupon Yield Curves- Technical Document - BIS.pdf
(336.93 KB, 需要: 100 个论坛币)
The Term Structure of Interest Rates - Estimation Details.xls
(411 KB, 需要: 150 个论坛币)
OIS Discounting and Dual-Curve Stripping Methodology at Bloomberg.pdf
(769.25 KB, 需要: 100 个论坛币)
New Bloomberg Pricing Engine (BGN) for Swap Curves.pdf
(408.58 KB, 需要: 150 个论坛币)
Nematnejad (2002). Learning Curve - An Introduction to the Use of the Bloomberg .pdf
(834.19 KB, 需要: 100 个论坛币)
Lee (2007). Bloomberg Fair Value Market Curves.pdf
(2.18 MB, 需要: 100 个论坛币)
Kushnir (2009). Building the Bloomberg Interest Rate Curve - Definitions and Met.pdf
(335.44 KB, 需要: 100 个论坛币)
Fitting the Nelson-Siegle-Svensson (NSS) Model to Data.xls
(111.5 KB, 需要: 150 个论坛币)
Extending USD OIS Curves Using FED Funds Basis Swap Quotes - Contents.pdf
(738.7 KB, 需要: 150 个论坛币)
Building the Bloomberg Interest Rate Curves - Definitions and Methodology - 2012.pdf
(1.04 MB, 需要: 150 个论坛币)
Bloomberg (Bloombrg Fair Value (BFV)).pdf
(260.07 KB, 需要: 150 个论坛币)
Advanced Bond Maths.pdf
(865.86 KB, 需要: 100 个论坛币)
Bloomberg Technical Documents for Fixed Income & Derivatives Markets
彭博固定收益及衍生品市场技术文档
极具学习价值!
众所周知,Bloomberg是世界最好的金融市场信息资讯终端,提供一流的服务和专业的技术,所采用的方法和模型均经过学术、业界实践检验,因此具有一定的权威性。
对收益率曲线模型分析和固定收益及衍生品市场分析、交易感兴趣的童鞋可以参考一下,希望对你们的学习有所帮助!


雷达卡





京公网安备 11010802022788号







