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- The regime-switching model about interest rate extends Vasicek and CIR models. 利率的结构转换模型是对Vasicek模型和CIR模型的推广。
- There is a significant difference of the shape of yield curves between the corrected model and original CIR model. 在借贷完全的资本市场假设下,家计单位可以透过借贷行为极大化个人效用。
- 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. 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.
- The two factors are directly linked. 这两个因素直接联系在一起。
- These two factors form a positive cycle. 这二者形成了良性循环。
- This paper deals with the conditional density function of spot interest rate of CIR model and gives the explicit expression of bond price as a function of the spot interest rate. 本文对CIR模型运用Kolgomorov向后方程给出即期利率的条件密度所满足的偏微分方程 ;并用谱方法将该密度表达成一个Laguerre型的正交级数之和 ;借助一个经验级数和公式 ;我们得出了该和式的第一类修正贝塞尔函数表达式 .
- Two factors seem ripe for exploitation. 其两大因素似乎已经成熟。
- This paper presents a numerical procedure to solve the partial difference equation that must be satisfied by the value of a mortgage loan according to CIR model. CIR模型表明,住房抵押贷款合同的价值满足一个偏微分方程。
- They omitted two factors from their calculations. 他们在计算中忽略了两个因素。
- Two factors had a decisive influence. 两个因素具有决定性的影响。
- This might be a plausible hypothesis were it not for two factors. 假如不存在下面两个因素,这可能是一种合理的假设。
- The success of our modernization drive depends on two factors. 我们的现代化建设要取得成功,决定于两个条件。
- These two factors conspired to cause the stock market to fall. 这几个犯罪团伙凑在一起共谋下一步行动计划。
- Weihrich, Heinz, “Quality:The Imperative, the jungle, and the two factor theory, ” Industrial Management, Norcross, Vol.36, Jul/Aug 1994. 丁学勤,“汽车修理业的必备品质与辅助品质”,中华民国品质学会第三十四届年会暨第四届全国品质管理研讨会论文,1998。
- Two factors may well militate against these benefits. 有两个因素会妨碍这些利益。
- We prove that for some typical interest rate models(Vasciek model and CIR model),there is a reverse change between duration and interest rate. Such a result shows that the stochastic duration is reasonably defined. 对常见的随机利率模型Vasciek模型和CIR模型,证明了随机期度与随机利率之间存在着反向的变动关系,从而辅证了随机期度定义的合理性。
- These two factors conspire to cause a loss of control. 这两个因素合起来引起了失控。
- 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. 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.
- Only two factors matter in this bame : talent and team work . 比赛中只有两个因素至关重要:足球人才和团队精神。
- Optimal Management Under CIR Model CIR短期利率下养老金的优化控制模型