wx"量化前沿速递"文献汇总
[1] China Bond Market Review and Outlook
中国债券市场回顾与展望
出处:Bond Monthly, Mar. 2022, http://www.ccdc.com.cn/Channel/145609953
[2] Fintech Supporting Bond Registration, Depository and Settlement System Construction
金融科技支持债券登记、存管和结算系统建设
出处:Bond Monthly, Mar. 2022, http://www.ccdc.com.cn/Channel/145609953
[3] Transient Impact From the Nash Equilibrium of a Permanent Market Impact Game
永久市场冲击博弈纳什均衡的瞬时冲击
出处:-
[4] Delta Hedging Bitcoin Options with a Smile
德尔塔微笑对冲比特币期权
出处:-
[5] Estimation of Rare Disaster Concerns From Option Prices – An Arbitrage-Free RND-Based Smile Construction Approach
从期权价格估算罕见的灾难担忧——一种基于无套利RND的微笑构造方法
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[6] Standard Transform Analysis for Asset Pricing and Parameter Estimation
资产定价和参数估计的标准变换分析
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[7] A model of system-wide stress simulation: market-based finance and the Covid-19 event
全系统压力模拟模型：基于市场的金融和新冠肺炎事件
出处:Bank of Italy Occasional Paper No. 687