另外还从老年人的年龄、利率和房价波动入手，分析定价模型的敏感性。
Studied factors such as old age, interest rates and housing price fluctuations, the paper analyzes the sensitivity of these factors on the pricing models.
对同业拆借利率及证券市场价格波动建立了双变量回归模型，并对两者的相关性进行实证分析。
By establishing bivariate regression model, this paper makes an empirical analysis on the correlativity between CHIBOR and price fluctuation in securities market.
就模型对短期利率变化的解释能力和捕捉利率波动的能力而言，各模型也存在着显著的差异。
As to the ability for explanatory power of short-term interest rate and that for capturing conditional volatility, there are remarkably differences among each model.
此外，在智能专家系统中考虑到油价和利率在特定范围内的随机波动，因而是一个符合实际的理想模型。
Furthermore, the fluctuation range of oil price and interest rate may also be taken into account. Therefore, the new model put forward in the paper is a comprehensive and applicable.
此模型的漂移项为非线性形式，具有显著的均值回复效应，且利率波动对利率水平极为敏感。
This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
面板数据模型研究表明，实际利率的影响是负的，通胀波动性对债务期限结构有显著的负影响。
Through panel data model, we find that the impacts of real interest rates is negative, inflation volatility has a significant negative impact on debt maturity structure.
面板数据模型研究表明，实际利率的影响是负的，通胀波动性对债务期限结构有显著的负影响。
Through panel data model, we find that the impacts of real interest rates is negative, inflation volatility has a significant negative impact on debt maturity structure.
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