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发表于 2025-3-21 16:26:54
书目名称Interest Rate Models Theory and Practice影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0470903<br><br> <br><br>书目名称Interest Rate Models Theory and Practice读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0470903<br><br> <br><br>
instructive
发表于 2025-3-21 21:24:38
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熟练
发表于 2025-3-22 01:53:56
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亚麻制品
发表于 2025-3-22 07:58:57
Damiano Brigo,Fabio MercurioPC-K6a, PC-K6b, PC-K6c, PC-K16 and PC-K17 according to the mutated gene are transmitted in an autosomal dominant way with occurrence of spontaneous mutations in about 30% of cases. Main clinical features include nail thickening (pachyonychia) and subungual hyperkeratosis, focal palmoplantar keratode
刺激
发表于 2025-3-22 12:17:54
No-Arbitrage Pricing and Numeraire Changecial market. Roughly speaking, absence of arbitrage is equivalent to the impossibility to invest zero today and receive tomorrow a nonnegative amount that is positive with positive probability. In other words, two portfolios having the same payoff at a given future date must have the same price toda
逢迎春日
发表于 2025-3-22 15:05:52
One-factor short-rate modelsss r. Modeling directly such dynamics is very convenient since all fundamental quantities (rates and bonds) are readily defined, by no-arbitrage arguments, as the expectation of a functional of the process ..
斜
发表于 2025-3-22 18:46:41
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FIS
发表于 2025-3-22 21:44:34
Cases of Calibration of the LIBOR Market Modelata. We study several cases based on different instantaneous-volatility parameterizations. We will also point out a particular parameterization allowing for a closed-form-formulas calibration to swaption volatilities and establishing a one to one correspondence between swaption volatilities and LFM
SOB
发表于 2025-3-23 02:16:44
Monte Carlo Tests for LFM Analytical Approximationshe LFM, by resorting to Monte Carlo simulation of the LFM dynamics. We first explain what kind of rates we are dealing with, and then move to the volatility part. Section 8.2 gives a plan of the tests on the swaption-volatility approximations and the subsequent section presents results in detail. In
制度
发表于 2025-3-23 08:37:22
Other Interest-Rate Modelspters. All models are arbitrage free, and we will not discuss no-arbitrage implications further. Instead, we synthetically explain in what these models differ from the previous models and what are their original features. We also give references for the readers who might wish to deepen their knowled