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- 两因子CIR模型对上交所利率期限结构的实证研究Modeling term-structure of yields in SSE with two-factor CIR model
- 单因子短期利率模型包括Vasicek模型,CIR模型,CKLS模型等,两因子利率模型包括Gallant,Tanchen给出的随机波动率模型和Balduzzi等人的随机均值回复模型.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.
- 两因子CIR模型two-factor CIR model
- 多因素CIR模型multi-factor CIR model
- 两因子的乘积的迹不依赖于因子的次序。The trace of a product of two factors is independent of their order.
- CIR模型在投资组合套期保值中的应用研究Study on the Application of CIR Interest Rate Model to the Hedging of Portfolio
- 纯净两因子交互效应分量Clear 2FI components
- 不是一个而是两个!Not one, but two!
- CIR高效减水剂的合成Synthesis of CIR High Range Water Reducing Agent
- CIR模型CIR model
- 两大two major
- 转录因子transcription factor
- 分两次at twice
- 两层two-layer
- 实证表明估计出的CIR模型可以用于上交所债券的定价,但用于利率期限结构变化的预测会产生一定的系统偏差.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.
- 我把文章修改了两次I rewrote the essay twice.
- 两组two sets
- 关于CIR模型中即期利率的条件密度及贴现债券定价(英文)On the Conditional Density Function of CIR Model and an Analytical Solution for Bond Price Via Variable Separation Method
- 每两年biennially