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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.
Multi factor flow chart(MFFC)and multi level document(MLD)are used to represent the process knowledge in this method.The whole acquiring process is from generalization to detail. 该方法使用了多因素流程图 ( MFFC)和多层次文本 ( MLD)两种工具对过程性知识进行表示。
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 .
Methods The blood viscosity and serum lipid level of 86 old cerebral infarction patients were detected and the correlativity of clinical multi factor were analysed. 方法:通过测定86例老年脑梗塞血液黏滞度和血脂水平,并进行临床多因素相关性分相反。
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。
This seemingly insipid story, however, explores multi factors, of which ethical color is the most salient one. 这部看似平淡无奇的小说，包蕴着作者多元化的探索因素，伦理色彩即是颇为突出的一个方面。
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。
multi factor line regression analyze 多元线性回归分析
However, the change of OIP/GIP deriving from the variations of the parameters is a form of error transmission from multi factors to their product. 然而从数学角度分析，储量参数变化引起储量计算结果的变化，只是多个连乘因子的误差逐级传递至乘积结果的一种形式，除地质因素外，本身有其内在规律可循。
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.
Optimal Management Under CIR Model CIR短期利率下养老金的优化控制模型
Birefringence is an important optical parameter of nonisotropic crystal , which is determined by multi factors , such as component structure growth condition and wavelength . 双折射率是表征各向异性晶体光学特性的一个非常重要的光学参数,由材料的成分结构以及生成条件等多种因素所决定,并且与波长有关。
Modeling term-structure of yields in SSE with two-factor CIR model 两因子CIR模型对上交所利率期限结构的实证研究
That's a factor which we must not neglect. 这是我们不应忽视的一个因素。
I factor ed my uncle's estate for three years. 我代管我叔父的财产已有三年了。
His experience in social work is a plus factor. 他在社会福利工作方面的经验是一个有利因素。
Multi factor analysis JJ factor is dependent factor and EPQ E,EPQ P into equation (A is 0.375, 0.274); 3多元回归分析 ;以 JJ为因变量时 ;EPQ-E、EPQ-P入方程 ( a分别为 0 .;3 75、-0
A key factor in Turing's model was diffusion. 在图灵模型中一个关键因素是扩散。