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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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FBG
基于labvieW的光纤光栅采集程序,使用了MOI公司的sm125解调仪。(FBG based labvieW collection procedures, the use of MOI' s sm125 demodulator.)
- 2013-10-16 22:05:45下载
- 积分:1
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Finite_element_1d
演示一维有限元方法程序。并附有L2误差收敛阶数随着网格变细的误差图形(Presentation of one-dimensional finite element method program. Together with L2 error convergence order fining error with grid graphics)
- 2013-12-22 18:09:47下载
- 积分:1
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beam
有限元方法中三角形单元的相关matlab程序(BeamAssemble FEA)
- 2013-10-11 20:20:49下载
- 积分:1
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JC
说明: JC验算点法matlab程序设计。里面使用了当量正态法进行计算(JC checking point method matlab program design. Which use the equivalent normal method calculated)
- 2012-06-26 19:01:59下载
- 积分:1
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polar matlab
极化码在高斯信道下CA——SCL译码算法(CA - SCL decoding algorithm for polarization code in Gauss channel)
- 2017-07-11 09:42:55下载
- 积分:1
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Line_1_18m
Here is a lumped parameter model of a hydraulic transmission line.
The line is modeled by one, two, three, four and ten lump models.
The simulation program presents the transient response in addition to experimental results.
- 2011-02-01 16:12:43下载
- 积分:1
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cva3
基于CVA+som的故障诊断,0为simple SOM,1为PCA+SOM, 2为CCA+SOM(CCA与PLS算法相同),3为LDA+SOM,
(Based on CVA+ som fault diagnosis, 0 for the simple SOM, 1 for the PCA+ SOM, 2 for the CCA+ SOM (CCA and PLS algorithm the same), 3 for the LDA+ SOM,)
- 2017-03-04 23:23:53下载
- 积分:1
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tongtaifilter
MATLAB程序实例,同台滤波器,可对逆光照片进行处理(MATLAB program example, on the same stage filter can be processed on the backlit photos)
- 2010-07-19 10:18:25下载
- 积分:1
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envelop
说明: 信号包络分析,对信号进行包络分析,求出上包络,和下包络信号(Analysis of signal envelope)
- 2011-04-12 10:47:33下载
- 积分:1