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.
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