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原创 7. Other Methods to Estimate the Probability of Default
Other Methods to Estimate the Probability of Default
2023-08-24 20:13:22 443
原创 6. Retail Credit Risk and Credit Score Model
Retail Credit Risk and Credit Score Model
2023-08-17 20:03:12 163
原创 4. Measurement of Probability of Default from Bond Prices
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2023-08-10 19:49:12 222
原创 3. Measurement of Probability of Default from Equity Prices
Measurement of PD from Equity Prices
2023-08-08 20:13:45 150
原创 2. Measurement of Probability of Default from Rating System
Measurement of Probability of Default from Rating System
2023-07-15 23:10:39 214
原创 3.3.1 Introduction to Options
is the date after which an option is void(无效).
2023-04-03 11:31:11 589 1
原创 3.1.2 Introduction to Forward and Futures
ForwardFuturesandSwapOptionsareT0TT−F0T0TSTtTat time t.F0Tat time 0tTF0T0TFtT。
2023-04-03 11:16:29 247
原创 3.1.1 Exchanges and OTC Markets
closed outTrades arebyoffsetvolatilitymillionmillion。
2023-04-03 10:58:47 479
原创 4. Bond
topar valuet1∑n1rtCt1rnFV126%2.5126%22.5126%32.5126%41022.598.14N4;PMT2.5;FV100;1/Y3→PV−Liquidityand 1.35%0.65%bondRBenchmarkCreditsprea。
2023-03-14 19:29:43 3705
原创 3.2.1 Foreign Exchange Market
Value of receiver swap(支付浮动利率)Value of payer swap(支付固定利率)
2023-03-12 16:25:26 596
原创 2.7 Measuring Returns, Volatility and Correlation
2.7 Measuring Returns, Volatility and Correlation
2022-10-15 22:00:39 1724
原创 3.2 Foreign Exchange Markets&Interest Rate Futures
3.2 Foreign Exchange Markets&Interest Rate Futures
2022-10-11 21:47:35 855
原创 期货风险管理子公司试点业务统计分析
根据《期货公司风险管理公司业务试点指引》试点业务包括基差贸易、仓单服务、合作套保、场外衍生品业务和做市业务。基差贸易,是指风险管理公司以确定价格或以点价、均价等方式提供报价并与客户进行现货交易的业务行为。仓单服务,是指风险管理公司以商品现货仓单串换、仓单质押、约定购回等方式为客户提供服务的业务行为。 (上述仓单是指以实物商品为标的标准仓单、仓储物流企业出具的普通仓单、可转让提单等提货凭证或货权凭证。 )合作套保,是指为规避客户现货生产经营中的市场风险,风险管理公司为客户提供套期保值服务,以抵销被套期项目全部
2022-06-14 09:42:25 1432
原创 4.4 Mortgages and Mortgage-Backed Securities
4.4 Mortgages and Mortgage-Backed Securities
2022-05-15 21:10:06 926
原创 4.3 Modeling Non-Parallel Term Structure Shift and Hedging
4.3 Modeling Non-Parallel Term Structure Shift and Hedging
2022-05-14 22:55:07 327
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