1.
A Three-Factor Affine Term Structure Model of Interest Rates and Its Application;
三因素仿射利率期限结构模型及其应用研究
2.
The Estimation and Application Research Based on a Two-factor Gauss Affine Term Structure Model of Interest Rates;
二因素高斯仿射利率期限结构模型的构建与应用研究
3.
A Study on Liquidity Premium of Treasury Bonds in Shanghai Stock Exchange--Based on Four-factor Affine Model
上交所国债市场流动性溢价研究——基于4因子仿射利率期限结构模型
4.
Modeling Yield Curves in the SSE with Two-Factor Affine and Gaussian Essential Affine Models;
仿射模型、广义仿射模型与上交所利率期限结构
5.
A Three-Factor Model of Term structure of Interest in China s Inter-Bank Market;
银行间国债利率期限结构的三因子仿射模型
6.
Term Structure of Interest Rate in China with Kalman Filter;
我国利率期限结构动态研究-基于卡尔曼滤波的仿射模型实证
7.
Modeling the Term-Structure of Yields in the SSE with Three-Factor Gaussian Essential Affine Model;
上交所利率期限结构的三因子广义高斯仿射模型
8.
Arbitrage-Free Models of Continuous-Time Term Structure Models;
连续时间利率期限结构的无套利模型
9.
HJM Interest Rate Term Structure and Numerical Computation;
HJM利率期限结构模型与数值计算
10.
A Comparison of the Estimation of the Term Structure of Interest Rates of Stock Exchange;
交易所利率期限结构估计模型的比较
11.
The Empirical Research on Regime-switching Vasicek Model;
关于制度转换Vasicek利率期限结构模型
12.
Empirical Testing on Nonparametric Model of Interest Rate Term Structure;
非参数利率期限结构模型的实证检验
13.
The Comparison on Some Term Structure Models of Interest Rate and an Empirical Analysis
利率期限结构模型的比较与实证分析
14.
Stochastic Mean-Value Term Structure Model of Short-Term Interest Rate and Equilibrium
随机均值短期利率期限结构模型与均衡
15.
The Construction and Analysis of Term Structure Models of Interest Rates with Regime Switches;
制度转换利率期限结构模型的构建与分析
16.
The Study of the Interest Rate Term Structure Model and the Empirical Analysis on the Influential Factors of Short-term Interest Rate;
利率期限结构模型研究及短期利率影响因素实证分析
17.
Nonparametric Modeling of Interest Rate Term Structure Dynamics and the Pricing of Derivative Securities;
非参数利率期限结构动态模型及衍生品定价
18.
Empirical Study of the Term Structure of Interest Rates Based on Spline Function;
基于样条函数的国债利率期限结构模型研究