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標(biāo)題: Titlebook: Interest Rate Derivatives; Valuation, Calibrati Ingo Beyna Book 2013 Springer-Verlag Berlin Heidelberg 2013 91G30, 91G60.Cheyette model.int [打印本頁(yè)]

作者: EXTRA    時(shí)間: 2025-3-21 16:19
書(shū)目名稱Interest Rate Derivatives影響因子(影響力)




書(shū)目名稱Interest Rate Derivatives影響因子(影響力)學(xué)科排名




書(shū)目名稱Interest Rate Derivatives網(wǎng)絡(luò)公開(kāi)度




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書(shū)目名稱Interest Rate Derivatives被引頻次




書(shū)目名稱Interest Rate Derivatives被引頻次學(xué)科排名




書(shū)目名稱Interest Rate Derivatives年度引用




書(shū)目名稱Interest Rate Derivatives年度引用學(xué)科排名




書(shū)目名稱Interest Rate Derivatives讀者反饋




書(shū)目名稱Interest Rate Derivatives讀者反饋學(xué)科排名





作者: connoisseur    時(shí)間: 2025-3-21 20:40

作者: Aesthete    時(shí)間: 2025-3-22 00:26

作者: tympanometry    時(shí)間: 2025-3-22 04:55
Ingo Beyna for cholangitis or malignancy. Primary sclerosing cholangitis and secondary sclerosing cholangitis such as recurrent pyogenic cholangitis, and IgG4 related sclerosing disease can develop chronic progressive cholestatic liver disease characterized by inflammation, fibrosis, and stricture of the bile
作者: Immortal    時(shí)間: 2025-3-22 10:58

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作者: 允許    時(shí)間: 2025-3-22 22:52
978-3-642-34924-9Springer-Verlag Berlin Heidelberg 2013
作者: 詩(shī)集    時(shí)間: 2025-3-23 01:50
Interest Rate Derivatives978-3-642-34925-6Series ISSN 0075-8442 Series E-ISSN 2196-9957
作者: 盡忠    時(shí)間: 2025-3-23 05:55

作者: LAVA    時(shí)間: 2025-3-23 11:49

作者: 鍍金    時(shí)間: 2025-3-23 15:09
PDE Valuation,itial value problem is solved numerically by the sparse grid technique based on a standard Crank Nicolson Finite Difference method with projected successive over-relaxation (PSOR). Implementing a modified sparse grid technique, we can increase the accuracy of the valuation.
作者: 吵鬧    時(shí)間: 2025-3-23 20:22
Comparison of Valuation Techniques for Interest Rate Derivatives,on can be used for plain-vanilla and exotic interest rate derivatives and yield reliable as well as adequate results in reasonable time. The assumptions within the characteristic function methodology limit its application to bonds and caplets only, and the values can be used for benchmarking and calibration.
作者: AGATE    時(shí)間: 2025-3-23 23:37

作者: Anticonvulsants    時(shí)間: 2025-3-24 05:51
Literature Review,The framework of Heath-Jarrow-Morton (HJM) is a general setting to model the evolution of the forward rate curve and was first published by Heath, Jarrow, and Morton(1992). The framework model can be used to price and hedge interest rate derivatives as described by Heath, Jarrow, Morton, and Spindel(1992).
作者: 可商量    時(shí)間: 2025-3-24 09:39

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作者: amygdala    時(shí)間: 2025-3-24 21:40
Ingo BeynaPresents sensitivity analysis of interest rate derivatives in the class of Cheyette models that is unique in the literature.Uses sparse grid technique, adjusts it slightly and can solve high-dimension
作者: Malleable    時(shí)間: 2025-3-25 02:34
Lecture Notes in Economics and Mathematical Systemshttp://image.papertrans.cn/i/image/470896.jpg
作者: 水槽    時(shí)間: 2025-3-25 06:02
Monte Carlo Methods,e efficiency can even be improved by using Quasi-Monte Carlo simulations. The pricing method is verified numerically for plain-vanilla and exotic interest rate derivatives in the Three Factor Exponential Model.
作者: evaculate    時(shí)間: 2025-3-25 11:06

作者: 招致    時(shí)間: 2025-3-25 12:19

作者: Assemble    時(shí)間: 2025-3-25 19:38

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作者: geriatrician    時(shí)間: 2025-3-26 03:35

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作者: GRATE    時(shí)間: 2025-3-26 11:44

作者: 單調(diào)性    時(shí)間: 2025-3-26 16:20
Comparison of Valuation Techniques for Interest Rate Derivatives,on can be used for plain-vanilla and exotic interest rate derivatives and yield reliable as well as adequate results in reasonable time. The assumptions within the characteristic function methodology limit its application to bonds and caplets only, and the values can be used for benchmarking and cal
作者: 譏笑    時(shí)間: 2025-3-26 19:16

作者: needle    時(shí)間: 2025-3-27 00:42

作者: 走路左晃右晃    時(shí)間: 2025-3-27 03:56
Ingo Beynas stenotic lesions include benign adenomatous polyps, various non-adenomatous polypoid findings, and stenotic lesions, commonly seen in chronic diverticular disease. These lesions are detected best by CT colonography, a powerful noninvasive test to evaluate the intraluminal aspect of the entire colo
作者: Coronary-Spasm    時(shí)間: 2025-3-27 07:25
Ingo Beynaterization. Most very small renal masses cannot be characterized due to their size. Because the overwhelming majority of these are benign, follow-up is suggested only when these masses appear heterogeneous. CT and MRI are able to predict which cystic renal masses are most likely to be malignant. CT
作者: employor    時(shí)間: 2025-3-27 09:51

作者: 在前面    時(shí)間: 2025-3-27 14:21
Ingo Beynas are noisy breathing (stridor), barky cough, and dysphagia. Diagnosis is best obtained by advanced medical imaging, either computed tomography (CT) scan or magnetic resonance imaging (MRI). This reveals the precise anatomy of the vascular ring and provides a road map for operative intervention. The
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作者: predict    時(shí)間: 2025-3-28 05:55

作者: 搜尋    時(shí)間: 2025-3-28 06:46

作者: 舞蹈編排    時(shí)間: 2025-3-28 13:46
Einleitung,chnitt 1.1, bevor in Abschnitt 1.2 ein systematischer Literaturreview durchgeführt wird um sicherzustel-len, dass die diskutierte Problemstellung nicht nur in der Praxis, sondern auch in der Wissenschaft eine Forschungslücke darstellt. Daran schlie?t sich in Abschnitt 1.3 die Formulierung der dieser
作者: CLAIM    時(shí)間: 2025-3-28 15:55
Rise of UMNO in Malaysian Politics, was decided that all the existing groups and associations be integrated into one national body; the UMNO, to fight for the rights and freedom of the Malays. This chapter examines the formation of UMNO, the leaders involved in its establishment, its rising popularity and achievements.




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