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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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ofdm_chengxu
这是产生OFDM的信号的程序,
可以看看OFDM信号是什么样的,对OFDM初学者有用(produce OFDM signals in the process, see the OFDM signal what kind of, OFDM useful for beginners)
- 2020-07-03 19:40:02下载
- 积分:1
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bfgs4
bfgs optimization method
- 2013-12-01 03:59:20下载
- 积分:1
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simrobot
simulation of mobile robot
- 2010-02-04 02:44:09下载
- 积分:1
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rk
说明: 用四阶古典RK方法解初值问题:
取h=1/8。每隔8步打印出数值解与真解的值(u(t)=(t^2)/2-t),画出它们的大致图像,并对产生的结果做出解释。
(with four bands classical RK method for initial value problems : from h = 1/8. Every eight-step numerical solution print and in the true value (u (t) = (t ^ 2)/2-t), they generally draw the images, as well as the results of an explanation.)
- 2006-05-27 00:07:17下载
- 积分:1
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Hys
hysteresis current control method
single phase inverter
current source
- 2010-06-01 14:50:09下载
- 积分:1
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rayleigh-chan
程序仿真了瑞利信道,分析和大量实测表明,多径效应使接收信号包络变化接近瑞利分布。在典型移动通信中,衰落深度达30dB左右,衰落速率约30~40次/秒。(Rayleigh channel simulation procedures, analysis and extensive test shows that the received signal multipath effect changes in the envelope close to the Rayleigh distribution. In a typical mobile communication, fading depth of about 30dB, the decline rate of about 30 to 40 times/sec.)
- 2013-09-21 00:25:14下载
- 积分:1
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CDMA
CDMA users BER analysis
- 2013-04-04 18:23:54下载
- 积分:1
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convolutional_code
matlab-CDMA业务信道卷积编码实现()
- 2008-04-10 15:22:02下载
- 积分:1
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pCACodes
matlab程序
主成分变换代码
以及测试数据(Principal component transformation matlab program code, and test data)
- 2010-01-11 20:00:29下载
- 积分:1