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- 函数型Vasicek利率模型 Vasicek interest rate model with the function coefficients
- Vasicek利率模型下欧式看涨外汇期权定价分析 Analysis of Pricing European Call Foreign Currency Option Under the Vasicek Interest Rate Model
- 利率模型为Vasicek的企业补充养老保险计划精算模型 Actuarial module of enterprise-complemented pension scheme while taking Vasicek as stochastic interest rate module
- 在Black-Scholes框架下,采用均值回复的Vasicek利率模型和偏微分方程的方法,用百慕大期权来近似,给出了定期存款的定价公式. Using the approach of partial differential equation and working in the framework of Black-Scholes,we find the formula to price fixed deposit in a simplified case in which we approximate the American-style option by Bermudan option.
- 上交所债券利率期限结构与两因子Vasicek模型 Modeling the Term-structure of Yields in the SSE with Two-factor Vasicek Model
- 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. 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.
- 随机利率模型下欧式极值期权的定价 Pricing European Options on the Extremum of Several Risky Assets Under Stochastic Interest Rate
- 谣传利率上升之后,股票市场价格猛跌。 Stock market prices tumbled after rumors of a rise in interest rates.
- 他有各式各样的模型飞机。 He has all manner of model planes.
- 利率提高了,借以支撑疲软的美元。 Interest rates were raised to brace up the sagging dollar.
- 娱乐模型 recreational mode
- 按每磅重量的利率或收费 A rate or charge based on weight in pounds.
- T-C模型 T-C model
- T-G模型 T-G model
- 抵利率 cheap money
- T-M模型 T-M Model
- 约定利率 contract rate of interest
- TBS模型 TBS model
- 利率负担 interest burden
- TCP模型 TCP model
