您要查找的是不是:
- 兩因子CIR模型對上交所利率期限結構的實證研究Modeling term-structure of yields in SSE with two-factor CIR 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.
- 兩因子CIR模型two-factor CIR model
- 多因素CIR模型multi-factor CIR model
- 兩因子的乘積的跡不依賴於因子的次序。The trace of a product of two factors is independent of their order.
- 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
- 純凈兩因子交互效應分量Clear 2FI components
- 不是一個而是兩個!Not one, but two!
- CIR高效減水劑的合成Synthesis of CIR High Range Water Reducing Agent
- CIR模型CIR model
- 兩大two major
- 轉錄因子transcription factor
- 分兩次at twice
- 兩層two-layer
- 實證表明估計出的CIR模型可以用於上交所債券的定價,但用於利率期限結構變化的預測會產生一定的系統偏差.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.
- 我把文章修改了兩次I rewrote the essay twice.
- 兩組two sets
- 關於CIR模型中即期利率的條件密度及貼現債券定價(英文)On the Conditional Density Function of CIR Model and an Analytical Solution for Bond Price Via Variable Separation Method
- 每兩年biennially