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显示 13 / 646 道可提交题。 当前筛选：标签：Fixed income，语言：C++
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状态题目难度权限语言
未尝试中等面试准备Python / C++ / Rust
coding-bachelier-implied-vol订阅锁定
Bachelier (正态) 模型下从看涨期权报价反推隐含波动率Bachelier (Normal) Implied Vol from a Quoted Call
未尝试中等面试准备Python / C++ / Rust
未尝试中等面试准备Python / C++ / Rust
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
未尝试中等面试准备Python / C++ / Rust
coding-bond-yield-to-maturity订阅锁定
固定票息债券的连续复利到期收益率Continuous-Compounded Yield-to-Maturity for a Fixed-Coupon Bond
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
未尝试中等免费版Python / C++ / Rust
coding-cumulative-default-prob-from-marginal-hazard-rates可练习
从边际违约概率构造累计违约概率：期限结构合成Cumulative Default Probability from Marginal Hazard Rates: Term-Structure Composition
未尝试中等面试准备Python / C++ / Rust
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
未尝试中等面试准备Python / C++ / Rust
coding-vasicek-mle-fit订阅锁定
Vasicek MLE Fit from a Short-Rate SeriesVasicek MLE Fit from a Short-Rate Series
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
未尝试中等面试准备Python / C++ / Rust