Bloomberg Fixed Income Technical Documents 彭博固定收益市场技术文档

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Zero-Coupon Yield Curves- Technical Document - BIS.pdf
大小:(336.93 KB)

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The Term Structure of Interest Rates - Estimation Details.xls
大小:(411 KB)

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OIS Discounting and Dual-Curve Stripping Methodology at Bloomberg.pdf
大小:(769.25 KB)

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New Bloomberg Pricing Engine (BGN) for Swap Curves.pdf
大小:(408.58 KB)

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Nematnejad (2002). Learning Curve - An Introduction to the Use of the Bloomberg .pdf
大小:(834.19 KB)

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Lee (2007). Bloomberg Fair Value Market Curves.pdf
大小:(2.18 MB)

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Kushnir (2009). Building the Bloomberg Interest Rate Curve - Definitions and Met.pdf
大小:(335.44 KB)

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Fitting the Nelson-Siegle-Svensson (NSS) Model to Data.xls
大小:(111.5 KB)

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Extending USD OIS Curves Using FED Funds Basis Swap Quotes - Contents.pdf
大小:(738.7 KB)

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Building the Bloomberg Interest Rate Curves - Definitions and Methodology - 2012.pdf
大小:(1.04 MB)

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Bloomberg (Bloombrg Fair Value (BFV)).pdf
大小:(260.07 KB)

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Advanced Bond Maths.pdf
大小:(865.86 KB)

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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！