登录
首页 » matlab » cbessy

cbessy

于 2012-05-30 发布 文件大小:562KB
0 276
下载积分: 1 下载次数: 5

代码说明:

  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)

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • Matlab-R14-brief-introduction
    Matlab R14 brief introduction
    2012-06-22 18:05:51下载
    积分:1
  • blochs
    This is a simple, yet useful Bloch equation simulator that runs in Matlab. It is written as a MEX function so that it can run reasonably quickly, and simulate RF and a 1D gradient waveform. Simulations can be run for a range of spatial offsets and frequency offsets.
    2014-10-14 13:33:05下载
    积分:1
  • Matlab实现的带通滤波器-band1
    Matlab实现的带通滤波器(Matlab the band-pass filter)
    2005-03-14 12:13:24下载
    积分:1
  • matlab-tuxiangsuanf
    matlab图像算法处理及仿真的几本不错的书(matlab image processing and simulation algorithms of a few good books)
    2008-04-10 15:29:58下载
    积分:1
  • files
    Neural Network C language BP neural network solution differences or problems canny source HMM C language isodata K-MEANS License Plate Recognition System Vector Quantization C Language
    2010-02-11 01:41:30下载
    积分:1
  • MIMO-MMSE
    MIMO是移动4G的通信技术,但是受到地形和外部建筑的影响,收到的无线信号含有多径,产生严重的码间干扰,文章中阐述了用MMSE方法对信号进行均衡,很好得恢复MIMO信号(4G MIMO mobile communication technology, but by the terrain and outside the building, the wireless signal containing the received multipath produce serious inter-symbol interference, the article describes a method of using the MMSE equalization of the signal, the recovery was very good MIMO signal)
    2014-10-12 17:26:08下载
    积分:1
  • matlab
    《MATLAB及其在理工课程中的应用指南》书上的程序集(" MATLAB and its Application of Science and Technology curriculum guide" book on the assembly)
    2009-05-06 21:17:08下载
    积分:1
  • mymusic
    基于matlab的MUSIC及解相干MUSIC算法(MUSIC MUSIC and coherent solution algorithm based on the matlab)
    2014-08-06 22:32:26下载
    积分:1
  • pol
    Polynom for transfer function tf (1, c)
    2010-02-17 21:14:41下载
    积分:1
  • Curve-Fitting
    source code for curve fitting PSO
    2013-11-30 03:50:59下载
    积分:1
  • 696516资源总数
  • 106562会员总数
  • 4今日下载