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- The models used for simulation are the Cox-Ingersoll-Ross interest rate model (CIR) and Geometric Brownian motion. 不过若提供更灵活的养老金提取制度,也许人们会自发的平衡这个问题吧。
- 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。
- We establish an generalized exponential O-U model with "jump" ,and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model. 创建带跳跃的指数O-U随机过程扩展模型,并在利率为跳-扩散过程的假设下,给出了相应的期权价值方程以及欧式看涨期权的定价公式。
- As a common interest rate model,CEV model (Constant Elasticity of Variance Model) has been widely used in the real life analysis. However,its unit root test has long been ignored or at most Dickey?Fuller Test is accepted as a valid test. CEV模型(ConstantElasticityofVarianceModel)作为常用的利率模型,在实证分析中得到了广泛运用,但是其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- A Study on the Interest Rate Model of Convertible Bonds 可转换债券利率模型研究
- Vasicek interest rate model with the function coefficients 函数型Vasicek利率模型
- Common framework of single factor interest rate models with diffusion process 扩散过程下单因素利率模型的统一框架
- Study on the Application of CIR Interest Rate Model to the Hedging of Portfolio CIR模型在投资组合套期保值中的应用研究
- That shark lent me money at very high interest rate. 那个贪婪狡猾的人以很高的利率借给我钱。
- Interest rate generally fluctuates in a cyclical manner. 利率常以周期方式浮动。
- Interest rates are running at record levels. 利率达到创记录的水平。
- The government is going to drive interest rates up. 政府准备提高利率。
- An Optimal Estimation, Selection and Application of the Short-term Interest Rate Models for Stock Option 一类短期利率模型的最优估计、选择与定价应用
- Good news for all savers a rise in interest rates! 储蓄者的好消息--利率提高了。
- How does interest rate affect the price of bonds? 利率如何影响债券的价格?
- Please tell me what the annual interest rate is. 请告诉我年利率是多少。
- Interest rates topped out at16 percent. 利息率最高在百分之十六封顶
- The bank has been forced to slash interest rate. 银行已被迫大幅度降低利率。
- The adjustment of the interest rate will moderate. 利率的调整将会放缓。
- Empirical Study on Multi-Factor Interest Rate Models with Yield Curve Data in the Shanghai Stock Exchange 两因子常见利率模型在上交所债券市场的实证分析