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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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clpm_7.8
负荷预测One world, one dream, I only want to download your stuff.
One world, one dream, I only want to download your stuff.
(we are the world One world, one dream, I only want to download your stuff.
)
- 2013-12-16 11:55:17下载
- 积分:1
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二阶椭圆型偏微分方程求解程序
Second order elliptic partial differential equations,二阶椭圆型偏微分方程求解程序(Second order elliptic partial differential equations)
- 2016-04-27 18:17:48下载
- 积分:1
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exercise2
说明: 这是matlab模拟二维及三维布朗运动的程序,并附了一张效果图。
(This is a matlab simulation of two-dimensional and three-dimensional Brownian motion process, with a piece of renderings.)
- 2011-03-14 20:12:09下载
- 积分:1
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IEEE30
IEEE30节点测试系统matlab M文件,包含各节点信息。。。。(The IEEE30 nodes test system M-file)
- 2021-04-26 16:08:45下载
- 积分:1
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direct
direct torque control of induction machine
- 2012-07-12 05:41:38下载
- 积分:1
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zhixin
基于Matlab的RSSI质心定位算法源码(Centroid localization algorithm source code based on Matlab RSSI)
- 2021-04-15 09:08:54下载
- 积分:1
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petrinettoolbox
petri net toolbox for matlab
- 2012-05-23 22:25:53下载
- 积分:1
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3code
说明: 用六种算子(分别是gabor、拉普拉斯、priwitt、robert、sobel、wallis),对三种图象进行边缘检测比较(Six operators (Gabor, Laplacian, priwitt, Robert, Sobel and Wallis) are used to detect and compare the edge of three kinds of images)
- 2020-09-23 10:08:29下载
- 积分:1
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PI-inverse-feedforward-pid-feedback
这是2dof(pi-逆前馈加pid反馈),单纯pid反馈,单纯pi模型逆前馈对应的仿真结果。
其中系统模型采用前面根据pi模型与n4sid算法结合得到的综合模型。(This is 2 dof (PI- inverse feedforward pid feedback), pure pid feedback, pure PI inverse model feed-forward corresponding simulation results.
In front of the system model using models based on PI and n4sid algorithm combined with integrated model.)
- 2013-11-20 11:03:16下载
- 积分:1