vasicek 中文意思是什麼
vasicek
解釋
瓦希切克-
And then, the thesis import a thrice - polynomial technology to depict the yield curve of shanghai stork exchange market and gained the yield curve chart. under one factor model hypothesis, deduce the bond pricing formulae. based on 1945 data of buy - back rate in banking market, the thesis use ols and gmm estimation technologies to estimate the parameters of vasicek model, cir model, and ckls model, and verify which model can explain the china market ’ s short rate ’ s wave
然後，從實證的角度，用三次多項式來擬合上交所國債收益率曲線，並得出收益率曲線圖，在單因素模型推導了動態理論期限結構下的債券定價公式，並以1945個中國銀行間債券市場7天回購利率數據作為短期利率的代表，驗證vasicek模型、 cir模型與ckls模型是否適用中國短期利率的波動行為，估計出三個模型的參數。 -
A temperature stochastic process has been suggested with utilizing vasicek mean reversion model, considering about seasonal effect and time trend
本文主要參照均值回復模型，考慮氣溫的季節變化和長期趨勢，建立反映氣溫變化的隨機模型，應用1980至1999年北京日平均氣溫對模型參數進行估計。 -
From the substantial evidence, four variable factor of the debt bond market risk have been concluded by use of spssl0. 0 software. ( 2 ) the basic principle of modern risk management is applied. to aim at the present shortcomings of chinese debt bond market risk that the government debt bond price to deviate value, under the interest rate term, the developed vasicek mode is used by use of eviews software
（ 2 ）應用現代風險管理的基本原理，以防範化解利率期限下的我國國債市場風險，針對我國傳統國債定價弊端，引入擴展型多因子瓦西塞克模型，利用eviews軟體nls估計，推導出了在利率期限下，中國國債市場的擴展型四因子瓦西塞克國債定價模型。
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