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cbessy
可转债论文,研究定价,模型,方法,赎回,回售等(This thesis is devoted to evaluating two-factor convertible bonds. Di® erent zero-
coupon bond curves are inputted when evaluating convertible bonds issued by com-
panies with di® erent credit ratings. Thus the e® ect of the company s credit on the
price of the convertible bond is easily and accurately included during the computa-
tion. In the model for the interest rate, the parameters in the variance are determined
from the market data by statistics and the market price of risk is determined by a
zero-coupon bond curve through solving an inverse problem. When we price the con-
vertible bond, a free-boundary problem is solved. A Singularity-Separating Method
(SSM) is proposed in order to solve this problem e±ciently. Taking the market data)
- 2012-05-30 16:44:48下载
- 积分:1
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test
creates a new TEST or raises the existing singleton
- 2011-07-21 15:04:13下载
- 积分:1
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15-05-0034-00-004a-ieee802-15-4a-channel-model-mat
matlab 源码 实现宽带通信中多入多出系统性能的最优化(matlab original code implement wimax system perform optical)
- 2010-09-19 19:00:24下载
- 积分:1
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ofdmstandard
说明: OFDM的基本框架搭建,实现OFDM技术的基本功用,适合于初学者(Build the basic framework of OFDM, OFDM technology to achieve the basic skills to use, suitable for beginners)
- 2011-04-14 20:07:02下载
- 积分:1
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GUI_1
matlab初学者资料 里面有M程序的详细文件 还有编程 直接运行即可(Matlab beginners material inside have M program detailed document and programming can be run directly
)
- 2012-03-30 11:19:19下载
- 积分:1
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OFDMadaptiemodulation
OFDM系统自适应算法仿真,MATLAB程序
(Adaptive Algorithm for OFDM systems, MATLAB program)
- 2010-05-30 09:58:37下载
- 积分:1
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Source
l1-norm, compress sensing
- 2011-10-03 23:45:42下载
- 积分:1
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vff
使用matlab打开扩展名为vff文件的程序(Matlab extension used to open documents vff)
- 2009-04-23 15:33:13下载
- 积分:1
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mdcm
使用MATLAB的simulink仿真环境搭建的直流电机双闭环仿真系统(MATLAB-simulink simulation environment using the built in DC motor dual-loop simulation system for)
- 2009-12-22 13:43:55下载
- 积分:1
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ldpc
ldpc codes codec procedures, very good for learning ldpc.
- 2012-04-09 04:27:29下载
- 积分:1