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- Hull-White利率模型Hull-White interest rate model
- 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
- 贷款利率lending rate
- 首次引入有限状态Q过程随机波动率与一个复合Poisson过程组合的资产价格动态模型,并得到了该模型下欧式看涨期权定价的一般公式,推广了Hull和White[15]的结论,并进行了实证研究。A new model is proposed, where asset prices are given by the combination of finite state Q process stochastic volatility and a compound Poisson process. The general formula of European call option pricing has been derived, and the results of Hull and White are generalized.
- 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
- 基准利率benchmark interest rate
- 一类随机利率模型下的年金精算现值Actuarial Present Values of some Annuities under Random Rates of Interest
- 存款利率deposit rate
- Hull-White模型Hull-White model
- 对于小公司来说,利率的增长将会是灾难性的。The rise of interest rates will be disastrous as far as small firms are concerned.
- 浮动利率floating rate
- 优化Xu-White模型optimized Xu-White model
- 应用期权方法构建商业银行贷款利率模型Application of the Option Method to The Loan Interest Rates Model of the Commercial Banks
- 连续时间状态下的短期利率模型的实证研究An Empirical Research on the Continuous Time Models of the Short-Term Interest Rate
- Vasi?ek利率模型下的亚式期权的定价问题和数值分析PRICING THE ASIAN OPTION UNDER VASI?EK INTEREST RATE
- 利率期限结构模型models of term structure of interest rates
- 中国利率动态模型研究Dynamic Behavior of Interest Rates in China
- 常利率古典风险模型classical risk process with constant interest force
- 无担保的利率平价模型Uncovered interest rate parity model
- 随机利率下的风险模型Risk model for interest randomness
