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- This paper firstly reviews the pricing theories of Convertible Bonds, compared with other pricing methods, Binomial Tree Model is more effective in Convertible Bonds pricing. 本文首先对可转债的定价理论进行了回顾,通过比较看到二叉树模型在我国可转债定价中具有很强的实用性;
- Formation of Equavalent Martingale Measure on Pricing of European Options in Binomial Tree Model and Its Application 欧式期权定价的二叉树方法中的等价鞅测度严格构造及其应用
- binomial tree model 二叉树模型
- It was a smash hit. This dissertation firstly introduces the classic Balck-Scholes model for European style options and the binomial tree pricing model for American style options. 本论文从Black-Scholes经典期权定价模型和二项式期权定价模型入手,结合外汇期权自身特点,在Black-Scholes期权定价模型和二项式期权定价模型基础上推导出欧式外汇期权和美式外汇期权的定价公式。
- Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model. 债券价值计算器,使我们能够估计价格的子弹和赎回债券,利用套利免费二叉树的无风险的短期利率模型。
- Binomial Trees model 二叉树模型
- Flexible ranking is provided based on how the spanning binomial tree is traversed. 四、基于该二元展开树的遍历方式,能够提供富有弹性的定序机制。
- And the convergence for the binomial tree method of fraction to vanilla European/American options were proved by employing the notion of viscosity solution. 利用粘性解方法,证明模型对标准欧式/美式期权的收敛性。
- In this paper, we will not do this and take use of a binomial tree to predict the interest rate path, with which pricing callable bond being listed in intra-bank bond market of China. 本文并不采用分拆可赎回债券的方法,而是采用一种二叉树利率图方法对利率路径进行估计,并利用中国银行间债券市场的交易数据进行实证分析。
- When you build a decision tree model, Analysis Services builds a separate tree for each predictable attribute. 生成决策树模型时,Analysis Services将为每个可预测属性生成一个单独的树。
- Fault Tree Model(FTA) of Lurgi synthetic ammonia system is established aimed at system low operation rate. 针对鲁奇合成氨装置运转率低的现状,建立了鲁奇合成氨系统故障树模型。
- The function parameter tree model includes function, performance index and components. 功能参数树模型包括功能、性能指标和部件。
- multi-steps binomial tree option 多期二叉树期权
- The 3D engine first renders the 3D tree model to a texture, then places that texture in your scene as a billboard. 3D引擎渲染的首先步骤是给3D树模型加入纹理,然后把你在场景中寄予的纹理当做一个公告板。
- Fault Tree Model (FTA) of Lurgi synthetic ammonia system is established aimed at system low operation rate. 摘要针对鲁奇合成氨装置运转率低的现状,建立了鲁奇合成氨系统故障树模型。
- The two systems of government are polar opposites. 这两种政体正好相反。
- Methods A decision tree model was used to make a decision analysis on the costeffectiveness of the three strategies. 方法采用决策树模型,对3种策略的费用-效果进行决策分析。
- The business is owned by two partners. 这家商行为两名合伙人所拥有。
- Study on the contents of secondary metabolites in the bark of high forest tree model and leaf-oriented tree model of Eucommia ulmoides Oliv. 杜仲乔林与叶林树皮中次生代谢物含量的比较。
- When you build a decision tree model, Analysis Services builds a separate tree for each continuous predictable attribute. 在生成决策树模型时,Analysis Services为每个可预测的连续属性分别生成一个树。