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- Hull-White利率模型Hull-White interest rate model
- Vasicek利率模型下歐式看漲外匯期權定價(jià)分析Analysis of Pricing European Call Foreign Currency Option Under the Vasicek Interest Rate Model
- 貸款利率lending rate
- 首次引入有限狀態(tài)Q過(guò)程隨機波動(dòng)率與一個(gè)復合Poisson過(guò)程組合的資產(chǎn)價(jià)格動(dòng)態(tài)模型,并得到了該模型下歐式看漲期權定價(jià)的一般公式,推廣了Hull和White[15]的結論,并進(jìn)行了實(shí)證研究。A new model is proposed, where asset prices are given by the combination of finite state Q process stochastic volatility and a compound Poisson process. The general formula of European call option pricing has been derived, and the results of Hull and White are generalized.
- 隨機利率模型下歐式極值期權的定價(jià)Pricing European Options on the Extremum of Several Risky Assets Under Stochastic Interest Rate
- 基準利率benchmark interest rate
- 一類(lèi)隨機利率模型下的年金精算現值Actuarial Present Values of some Annuities under Random Rates of Interest
- 存款利率deposit rate
- Hull-White模型Hull-White model
- 對于小公司來(lái)說(shuō)，利率的增長(cháng)將會(huì )是災難性的。The rise of interest rates will be disastrous as far as small firms are concerned.
- 浮動(dòng)利率floating rate
- 優(yōu)化Xu-White模型optimized Xu-White model
- 應用期權方法構建商業(yè)銀行貸款利率模型Application of the Option Method to The Loan Interest Rates Model of the Commercial Banks
- 連續時(shí)間狀態(tài)下的短期利率模型的實(shí)證研究An Empirical Research on the Continuous Time Models of the Short-Term Interest Rate
- Vasi?ek利率模型下的亞式期權的定價(jià)問(wèn)題和數值分析PRICING THE ASIAN OPTION UNDER VASI?EK INTEREST RATE
- 利率期限結構模型models of term structure of interest rates
- 中國利率動(dòng)態(tài)模型研究Dynamic Behavior of Interest Rates in China
- 常利率古典風(fēng)險模型classical risk process with constant interest force
- 無(wú)擔保的利率平價(jià)模型Uncovered interest rate parity model
- 隨機利率下的風(fēng)險模型Risk model for interest randomness
