不适
发表于 2025-3-23 11:39:10
http://reply.papertrans.cn/48/4710/470901/470901_11.png
低位的人或事
发表于 2025-3-23 16:50:19
http://reply.papertrans.cn/48/4710/470901/470901_12.png
deriver
发表于 2025-3-23 18:18:56
978-1-349-51732-9Palgrave Macmillan, a division of Macmillan Publishers Limited 2004
Incisor
发表于 2025-3-24 01:48:18
Interest Rate Modelling978-1-4039-4602-7Series ISSN 2946-2010 Series E-ISSN 2946-2029
PAC
发表于 2025-3-24 05:17:48
Finance and Capital Markets Serieshttp://image.papertrans.cn/i/image/470901.jpg
WITH
发表于 2025-3-24 08:45:20
http://reply.papertrans.cn/48/4710/470901/470901_16.png
建筑师
发表于 2025-3-24 12:56:22
http://reply.papertrans.cn/48/4710/470901/470901_17.png
Pelvic-Floor
发表于 2025-3-24 18:12:01
Calibrating the Hull—White extended Vasicek approachIn §7.3 we examine the pricing of contingent claims within the HW-extended Vasicek framework. The time t price of a European call option, with expiry time T, t, T ∈ and strike price X, on a zero coupon bond of maturity s is given by.:
骂人有污点
发表于 2025-3-24 20:40:11
Calibrating the Black, Derman and Toy discrete time modelIn Chapter 8 we examined the formulation of the BDT model within a (discrete time) binomial lattice as well as its continuous time equivalent. The short-term interest rate process takes the form.:
Chipmunk
发表于 2025-3-25 00:42:23
http://reply.papertrans.cn/48/4710/470901/470901_20.png