1)Vasicek modelVasicek模型
1.The Limitation and Efficiency of Formula Solution for Basket Default Swap Based on Vasicek Model基于Vasicek模型的一篮子CDS定价公式解的局限性和有效性
2.EKF and UKF were used to estimate parameters of Vasicek model;the characters of the two filters include applicability scopes and superiority was discussed by contrasting their estimation results in estimation effects,computing speed and so on.将扩展卡尔曼滤波和无损卡尔曼滤波应用于Vasicek模型的参数估计上,并通过对两种滤波方法的估计效果、运算速度等方面进行对比,探讨了EKF和UKF的特点、适用范围以及性能优劣,并得出虽然UKF的计算量要大于EKF,但UKF无论在估计效果上还是在稳定性和鲁棒性上,均明显优于EKF。
3.In the premise that the pricing interest rate of life insurance products is fixed,the interest rate of reserve appraisal is based on long-term yield of state debt and accords with Vasicek model,the model is fit for the long-term state debt yields at present in our country.在假定寿险产品定价利率固定,准备金评估利率基于长期国债收益率且符合Vasicek模型等前提下,该模型适合我国目前的长期国债收益率。
英文短句/例句
1.Pricing the Zero Coupon Bond Price Based on the Extended Vasicek Model;基于扩展型Vasicek模型的零息票债券定价
2.The Pricing of Barrier Options under Vasicek Model;Vasicek模型下关卡期权的定价
3.Appraisal of Life Insurance Reserve Under the Vasicek Model;Vasicek模型下寿险责任准备金评估
4.Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;利率服从Vasicek模型的跳跃扩散外汇期权定价
5.An Empirical Analysis for the Term Structure of Interest Rates in China Based on Vasicek and CIR Models基于Vasicek模型和CIR模型的中国利率期限结构实证研究
6.The Limitation and Efficiency of Formula Solution for Basket Default Swap Based on Vasicek Model基于Vasicek模型的一篮子CDS定价公式解的局限性和有效性
7.Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;Vasicek利率模型下欧式未定权益定价方法
8.Option Pricing on Maximum or Minimum of Several Assets in Vacicek Model;Vasicek利率模型下极值期权的定价
9.An Augmentation of the Vasicek Bond-Pricing Model;Vasicek债券定价模型的推广形式
10.The Empirical Research on Regime-switching Vasicek Model;关于制度转换Vasicek利率期限结构模型
11.An Actuarial Approach to Some Kinds of Pricing Option under Vasicek Interest Rates Model;Vasicek利率模型下几类期权的保险精算定价
12.Some Kinds of Pricing European Contingent Claims under Vasicek Interest Rates Model;Vasicek利率模型下几种欧式未定权益的定价
13.Zero Interest Bonds and Options Prices Distribution Function Based on VASICEK Model;基于VASICEK模型的零息债券及期权的价格分布函数
14.An Empirical Analysis on Term Structure of SHIBOR Using Vasicek and CIR Models基于Vasicek和CIR模型的SHIBOR期限结构实证分析
15.Actuarial module of enterprisecomplemented pension scheme while taking Vasicek as stochastic interest rate module;利率模型为Vasicek的企业补充养老保险计划精算模型
16.An Empirical Analysis of the Interest Rate Behavior in China s Monetary Market Using the Vasicek and CIR Models;基于Vasicek和CIR模型中的中国货币市场利率行为实证分析
17.Being, serving as, or used as a model.模型的模型的，作为模型的，用作模型的
18.Implementation Model versus Mental Model实现模型与心理模型
相关短句/例句
Vasicek interest rate modelVasicek利率模型
3)two-factor Vasicek model两因子Vasicek模型
4)Function of Vasicek stochastic interest model函数型Vasicek利率模型
5)Vasicek processVasicek过程
6)Vasicek rateVasicek利率
1.In chapter two,we price reload option under the condition of Vasicek rate.第二章的主要内容是Vasicek利率下再装期权的定价,首先证明了一个在三维空间中有2个条件限制的求期望的公式,由此公式很容易推导出一些简单的结论,也很容易得到一维和二维情况下的求期望的公式。
延伸阅读
AutoCad 教你绘制三爪卡盘模型,借用四视图来建模型小弟写教程纯粹表达的是建模思路,供初学者参考.任何物体的建摸都需要思路,只有思路多,模型也就水到渠成.ok废话就不说了.建议使用1024X768分辨率 开始先看下最终效果第一步,如图所示将窗口分为四个视图第二步,依次选择每个窗口,在分别输入各自己的视图第三步,建立ucs重新建立世界坐标体系,捕捉三点来确定各自的ucs如图第四步,初步大致建立基本模型.可以在主视图建立两个不同的圆,在用ext拉升,在用差集运算.如图:第五步:关键一步,在此的我思路是.先画出卡爪的基本投影,在把他进行面域,在进行拉升高度分别是10,20,30曾t形状.如图:第六步:画出螺栓的初步形状.如图第七步:利用ext拉升圆,在拉升内六边形.注意拉升六边行时方向与拉升圆的方向是相反的.之后在利用差集运算第八步:将所得内螺栓模型分别复制到卡爪上,在利用三个视图调到与卡爪的中心对称.效果如图红色的是螺栓,最后是差集第九步:阵列第10步.模型就完成了来一张利用矢量处理的图片
