1973年,瓦西塞克(Vasicek)在《关于在证券B系数的贝叶斯估计中运用横截面 信息的一项注释》一文中根据B系数的回归趋势,把贝叶斯决策方法引入B系数的估计 大...
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... 所属州: NE 名字: Vasicek 姓: Jerry ...
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Jerry Vasicek 标签
Vasicek Adjustment 瓦西塞克调整
Vasicek rate Vasicek利率
Vasicek Jerry 名称
Vasicek model Vasicek模型
Vasicek process Vasicek过程
The regime-switching model about interest rate extends Vasicek and CIR models.
利率的结构转换模型是对Vasicek模型和CIR模型的推广。
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For McQuown, Vasicek and Kealhofer, the road from theory to practice had some gaping potholes.
FORBES: Default-risk bookies
"Equity prices contain everything known to markets, " says Vasicek, who holds a Ph.
McQuown and Vasicek left Wells separately in the mid-1970s but teamed up in 1983 to apply options-pricing theory to live debt markets.
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