题目列表
显示 4 / 646 道可提交题。 当前筛选：标签：Fixed income，难度：困难
提交状态：未尝试未正确已正确
状态题目难度权限语言
未尝试困难面试准备Python / C++ / Rust
coding-bond-portfolio-key-rate-duration-hedge订阅锁定
Bond Portfolio Key-Rate Duration Hedge via Least SquaresBond Portfolio Key-Rate Duration Hedge via Least Squares
未尝试困难面试准备Python / C++ / Rust
coding-cir-short-rate-mle订阅锁定
Cox-Ingersoll-Ross 短期利率模型在历史利率序列上的极大似然标定CIR Short-Rate MLE Calibration on a Historical Series
未尝试困难面试准备Python / C++ / Rust
coding-svensson-yield-curve-fit订阅锁定
Svensson (1994) 六参数收益率曲线拟合Svensson (1994) 6-Parameter Yield-Curve Fit
未尝试困难面试准备Python / C++ / Rust
coding-vasicek-short-rate-mle订阅锁定
Vasicek 短期利率模型在历史利率序列上的极大似然标定Vasicek Short-Rate MLE Calibration on a Historical Series