您要查找的是不是:
- 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。
- The traditional duration models contain Macaulay duration, Modified duration and Fisher-Weil duration. And the stochastic duration models contain two kinds of single-factor stochastic duration and a kind of two-factor stochastic duration. 包括各种传统的久期模型和随机久期模型,其中传统的久期模型本文分析了Macaulay久期、修正久期和Fisher-Weil久期,随机久期模型本文分析了两种单因子随机久期和一种双因子久期。
- Keywords yield curve;smoothing splines;expectation hypothesis;affine model of interest rates;interest rates derivatives;stochastic duration; 收益率曲线;平滑样条;预期假设;仿射利率模型;利率衍生产品;随机久期;
- He finished the work of three years' duration. 他用三年的时间完成了这项工作。
- Well, I'm stuck here for the duration. 哎,这段时间我只得呆在这儿了。
- The duration of the examination is three hours. 考试时间为三个小时。
- A programmed time delay of variable duration. 暂停,展宽一种由程序设置的可变持续时间的时间延迟
- Short in time, duration, length, or extent. 短的指时间、期间、长度或广度短的
- Limited to the duration of an episode; temporary. 短暂的仅限于一个插曲持续的时间; 短暂的
- Is this agency agreement made for an unlimited duration? 本代理协议的期限是不限定的吗?
- stochastic duration 随机期度
- The duration of such conditional release. 假释期这种有条件释放的期限
- Stochastic Models of Lambda Phage. 噬菌体的随机模型。
- They were put into detention camps for the duration. 他们被关在拘留营里直至战争结束。
- He was prepared to do this for the duration of the campaign. 他准备好在选举期间做这件事。
- Vol stochastic field is the top figure. 领域顶尖人物。
- The duration of marriage is related most obviously to the expectation of life. 很明显,婚姻生活的持续时间与人的预期寿命有关。
- Let's hope the gunmen will hold off for the duration of the cease-fire. 但愿持枪歹徒在停火期间能约束自己的行动。
- The term or duration of such a contract. 租期这样一种契约的期限或持续时间
- The duration of pain was prolonged. 疼痛期延长。