3 第二章 文献回顾 第一节 利率模型 从早期的短期利率模型 (Short Rate Model) ,一直演进到目前广为大家接受的 市场模型 (LIBOR Market ..
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Short Interest Rate Model 短期利率模型
Short term forecast model of disease development and wood loss rate are built. Control guideline and economic threshold value are decided.
建立了病害发生的短期测报模型和材积损失率估测模型,确定了病害的防治指标和经济阈值。
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.
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。
For better understanding of the dynamics short-term interest rates, the paper establishes a basic model of term structure for China's interbank offered rate.
为了更好的描述我国短期利率的动态特性,本文以我国同业拆借利率作为研究对象,构造了我国同业拆借利率期限结构的基础模型。
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