Anecdote 发表于 2025-3-23 11:02:03

https://doi.org/10.1007/978-3-642-78871-0As pointed out in ., when the short-term interest rate is considered as a random variable, there is an unknown function .(., .), called the market price of risk, in the governing equation.

荒唐 发表于 2025-3-23 14:06:20

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的是兄弟 发表于 2025-3-23 19:46:34

Interest Rate Derivative SecuritiesThis chapter is devoted to interest rate derivatives. Interest rate derivatives are financial products derived from interest rates. There are various interest rates that will be mentioned in this chapter. Here we first give the meaning of each interest rate and derive some relations among them.

通便 发表于 2025-3-24 00:13:11

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LITHE 发表于 2025-3-24 02:29:26

Finite-Difference MethodsIn this chapter, we deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions.

粉笔 发表于 2025-3-24 10:32:47

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heterogeneous 发表于 2025-3-24 13:11:15

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Cpr951 发表于 2025-3-24 18:38:02

https://doi.org/10.1007/978-3-642-78871-0ch 30, 1999, to June 8, 2000. From these figures, we can see the following: the graphs are jagged, and the size of the jags changes all the time. This means that we cannot express . as a smooth function of ., and it is difficult to predict exactly the price at time . from the price before time .. It

招待 发表于 2025-3-24 20:32:44

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Affirm 发表于 2025-3-25 00:17:05

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查看完整版本: Titlebook: Derivative Securities and Difference Methods; You-lan Zhu,Xiaonan Wu,Zhi-zhong Sun Book 2013Latest edition Springer Science+Business Media