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- 函數型Vasicek利率模型Vasicek interest rate model with the function coefficients
- 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
- 利率模型為Vasicek的企業(yè)補充養老保險計劃精算模型Actuarial module of enterprise-complemented pension scheme while taking Vasicek as stochastic interest rate module
- 在Black-Scholes框架下,采用均值回復的Vasicek利率模型和偏微分方程的方法,用百慕大期權來(lái)近似,給出了定期存款的定價(jià)公式.Using the approach of partial differential equation and working in the framework of Black-Scholes,we find the formula to price fixed deposit in a simplified case in which we approximate the American-style option by Bermudan option.
- 上交所債券利率期限結構與兩因子Vasicek模型Modeling the Term-structure of Yields in the SSE with Two-factor Vasicek Model
- 單因子短期利率模型包括Vasicek模型,CIR模型,CKLS模型等,兩因子利率模型包括Gallant,Tanchen給出的隨機波動(dòng)率模型和Balduzzi等人的隨機均值回復模型.The single-factor models include the Vasicek model,the CIR model,and the CKLS model,ect. The two-factor models include the stochastic volatility model proposed by Gallant and Tanchen,and the stochastic mean model proposed by Balduzzi et al.
- 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
- 謠傳利率上升之后,股票市場(chǎng)價(jià)格猛跌。Stock market prices tumbled after rumors of a rise in interest rates.
- 他有各式各樣的模型飛機。He has all manner of model planes.
- 利率提高了,借以支撐疲軟的美元。Interest rates were raised to brace up the sagging dollar.
- 娛樂(lè )模型recreational mode
- 按每磅重量的利率或收費A rate or charge based on weight in pounds.
- T-C模型T-C model
- T-G模型T-G model
- 抵利率cheap money
- T-M模型T-M Model
- 約定利率contract rate of interest
- TBS模型TBS model
- 利率負擔interest burden
- TCP模型TCP model
