仅对短期或长期利率进行预测、排树的模型称为 单因素模型(One-Factor Model); 同时对短期和长期利率进行预测的,则称为双因 素模型(Two-Factor Model)。
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...BDS 评价,利用Gaussian Copula 来描述违约风险时间相关(Default Time Correlation),并结合 单因子模型 ( One-Factor Model )的优点来简化评价架构,研究中提出不同之标的资产与发行机构 违约相关结构,接著透过蒙地卡罗模拟法(Monte Carlo Simulation)...
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One Factor Gaussian Copula model 单因子高斯模型
The first model is a simple one-factor model in which the logarithm of the spot price of the commodity is assumed to follow o-u process which has a mean reverting character.
第二个模型称为双因子模型,它是在单因子模型的基础上加入了新的因子变量—便利收益率,并且假定便利收益率服从带有均值反转特性的O—U过程。
One dimension resources distribution problem is a typical example in the application of dynamic programming, and state variable is an important factor in constructing dynamic programming model.
一维资源分配问题是动态规划应用的一个典型例子,在建立动态规划模型时,状态变量是一个重要的因素。
As a model distributed according to management factor, the yearly salary system becomes a salary and encouragement one praised highly by state commercial bank.
年薪制作为按管理要素分配的一种模式,成为了国有商业银行推崇的一种薪酬和激励制度。
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