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- 多因素CIR模型multi-factor CIR model
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- CIR模型在投資組合套期保值中的應用研究Study on the Application of CIR Interest Rate Model to the Hedging of Portfolio
- 多因素multifactor
- 最多maximum
- 然后我們對利率風(fēng)險的持續期度量方法進(jìn)行了詳細分析,分別介紹了Vasicek模型、CIR模型、HJM模型、Moreno隨機波動(dòng)兩因素模型下的持續期模型。In this section we analyze the characteristics, applying range and the correlation of different models and the duration models under various term structure models such as Vasicek, CIR, HJM and Moreno model, etc.
- 多個(gè)multi-
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- 實(shí)證表明估計出的CIR模型可以用于上交所債券的定價(jià),但用于利率期限結構變化的預測會(huì )產(chǎn)生一定的系統偏差.It is concluded that the estimated CIR model can be used to price bonds in the SSE,but it will cause some error when it is used to predict the change of yield curves.
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- 這就說(shuō)明了在SLM-CIR模型中,分詞技術(shù)不是影響模型性能的關(guān)鍵因素。This has proved that in SLM-CIR model, the technology of the word segmentation is not a key factor of influencing the performance of models.
- 多因素論multifactor theory
- 給出了CIR模型下歐式期權的漸進(jìn)定價(jià)公式,并利用得到的歐式期權價(jià)值微分方程和歐式期權的漸進(jìn)定價(jià)公式,給出了有分紅及送、配股的美式期權的漸進(jìn)定價(jià)公式。The asymptotic pricing of European option in the DIR model is derived. And the asymptotic pricing of American option on dividend-paying and placing stocks is discussed using the stochastic differential equation of the value function and the asymptotic pricing formula of the European option .
- 多因素病multifactorial disorder
- 多因素的multifactorial
- 多因素干預對首發(fā)2型糖尿病患者頸總動(dòng)脈內中膜厚度的影響Effects of the multifactorial intervention on common carotid intima-media thickness of first episode type 2 diabetics
- 間斷冷晶體液心肌保護下轉流溫度對系統影響的多因素分析A Multivariate Analysis in the Systemic Effects of Cardiopulmonary Bypass Temperature Under Intermittent Cold Crystalloid Cardioplegia
- 多因素認證dual factor anthentication
- 多因素分類(lèi)polytheistic classification