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1.
The Chaos Model of the Term Structure of Interest Rate and Its Applications to the Pricing of Interest Rate Derivatives;
利率期限结构的混沌模型及其在利率衍生证券定价中的应用
2.
Study on Pricing of Derivative Securities under Stochastic Interest Rate Model;
随机利率模型下衍生证券定价的研究
3.
Study on the Pricing of Bonds-Relevant Interest-Rate Derivatives Developed by State-Run Banks;
国有银行债券型利率衍生品的定价研究
4.
Legislation on Securities Derivatives & Revision of Securities Law;
证券衍生品种法制构建与《证券法》修改
5.
Statistical Inference and Derivatives Pricing in Stochastic Volatility Model;
随机波动率模型的统计推断及其衍生证券的定价
6.
Research of Increasing Company Value by Asset Securitization and Financial Derivatives;
利用资产证券化和金融衍生工具提升公司价值的研究
7.
Interest Risk and IO-PO Security Design;
利率风险与资产证券化的拆息证券设计
8.
Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.
通过鞅方法,在风险中性概率测度下,衍生证券的现在价格等于未来的期望收益的折现。
9.
A Study on the Demand for Interest Rate Derivatives:Evidence from Chinese Financial Institutions
利率衍生产品需求研究——来自中国金融机构的证据
10.
Public securities yielding interest at a specified percentage.
有固定利率的公债按特定百分比生息的公共证券
11.
Risk Measure for European Derivative Securities Under Multiplicative Triple Tree Model
三叉树模型下欧氏衍生证券的风险度量
12.
A Study on Hedging Strategies of Securitization Derivatives of Life Insurance Company;
寿险公司证券化衍生产品对冲策略研究
13.
Derivative Portfolio Optimization Model Based on CVaR;
基于CVaR的衍生证券投资组合优化模型研究
14.
Securities market and financial derivatives market:Reality and future prospects;
证券市场及金融衍生品市场:现实与未来
15.
Generalization Of The Black Scholes Model Of Derivatives And Its Numerical Solutions;
衍生证券估值Black-Scholes模型的一类推广及其数值解
16.
Risk-Neutral Analysis and Its Application in Pricing on Derivative Securities;
风险中性分析及其在衍生证券定价中的应用
17.
Analysis on Pricing Coordination Mechanism in Supply Chain Based on Financial Derivative Instruments;
基于金融衍生证券的供应链价格协调机制分析
18.
Research on game problems concerning stock brokerage commission;
由证券交易佣金自由化衍生的博弈研究