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- Van L.S., Gendron M.: On financial guarantee insurance under stochastic interest rates. 陈富权;沈思玮:信用担保的两阶段定价模型.;系统工程理论方法应用
- This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy. 摘要本文推导出在随机利率经济体系下,无套利条件之组合型选择权的近似封闭解。
- This paper develops benefit reserve models with deterministic and stochastic interest rate for a homogeneous portfolio of life insurance policies. 针对同质寿险保单组,分别建立了确定利率与随机利率准备金精算模型。
- This paper studies the determination of level premiums for a portfolio of life insurance policies under the stochastic interest rate environment. 摘要在随机利率的背景下,对寿险保单组均衡保费的确定问题进行了研究。
- We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory, under the independent stochastic interest rates environment. 然后,考虑市场上存在多种相互独立的随机投资利率的情况下,依据投资组合理论得出企业年金保险中多种生存年金组合的精算现值模型。
- We establish an generalized exponential O-U model with "jump" ,and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model. 创建带跳跃的指数O-U随机过程扩展模型,并在利率为跳-扩散过程的假设下,给出了相应的期权价值方程以及欧式看涨期权的定价公式。
- Optimal Investment with Stochastic Interest Rate and Default Risk 随机利率下有违约风险的最优投资组合
- Pricing of Innovative Reset Put Option under Stochastic Interest Rates 随机利率下重设型卖权的定价
- Estimates of Currency Futures Options under Stochastic Interest Rates 随机利率条件下的货币期货期权的估值
- Dynamic asset allocation with stochastic interest rates in jump-risk 有跳风险的随机利率与动态资产分配
- Factor Analysis on Convertible Bond Value under Stochastic Interest Rate 随机利率条件下影响企业可转换债券价值的因素分析
- The Compound Option Pricing with Stochastic Interest Rate and Volatility 具有随机利率和波动率的复合期权定价
- Interest rates are running at record levels. 利率达到创记录的水平。
- The government is going to drive interest rates up. 政府准备提高利率。
- Good news for all savers a rise in interest rates! 储蓄者的好消息--利率提高了。
- On the Asset Allocation Problem under Inflation, Short and Long Stochastic Interest Rates Risks 随机长短期利率和通货膨胀下的资产配置问题研究
- Interest rates topped out at16 percent. 利息率最高在百分之十六封顶
- Actuarial Analysis of Implicit Pension debt in Social Pension System with Stochastic Interest Rate 随机利率下社会养老保险隐性债务的精算分析
- A Discrete Time Pricing Model for Convertible Bond under Stochastic Interest Rate 一种随机利率条件下企业可转换债券定价的离散时间方法
- Local risk-minimizing for equity-linked insurance contracts with stochastic interest rate 随机利率权益连结保险合同的局部风险最小化