登录
首页 » matlab » cbessy

cbessy

于 2012-05-30 发布 文件大小:562KB
0 302
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

  • Interpolacion-Spline-lagrange
    Code Matlab Interpolation, Spline and Lagrange forming a fugure a duck flying in a graph.
    2011-07-02 04:50:30下载
    积分:1
  • Laba5
    Research of random signals. Fast Furier transform. Histograms and graphs made in Matlab. Lab work in Omsk state technical university.
    2009-12-08 00:54:27下载
    积分:1
  • fuzzyPID
    This is a fuzzy PID controller which combine fuzzy control and PID control(a fuzzy PID controller which combine fuzzy control and PID control)
    2015-04-19 03:43:54下载
    积分:1
  • FCM_AhmadGhorbanipour
    FCM implementation... A.Ghorbanipour 1398 ... 2019
    2019-07-05 17:33:52下载
    积分:1
  • fastphaseunwrapalgorithm
    一种快速傅立叶余弦变换的方法用于解包裹相位。(A fast algorithm for phase-unwrap.)
    2010-09-25 10:42:58下载
    积分:1
  • SOM
    matlab 实现的自组织竞争神经网络SOM算法程序(没有使用ANN工具箱)。可供初学者参考学习使用。(SOM self-organizing competitive neural network algorithm matlab implementation of the program (not using ANN toolbox). Reference for beginners to learn to use.)
    2014-11-24 18:48:09下载
    积分:1
  • matlabstudy
    自学MATLAB的良好教材,内含有该教材的源代码(Good self-teaching materials MATLAB, containing the source code of the material)
    2010-08-04 10:17:05下载
    积分:1
  • ciccomp
    本代码可以实现CIC的抽取滤波功能,性能很好(This code implements the CIC decimation function, performance is very good)
    2013-07-26 13:39:43下载
    积分:1
  • MALLATAlgorithm
    实现小波分解和重构的Mallat算法,有界面( MallatAlgorithm,a function for Mallat algorithm of Wavelet analysis Inputs :Sequence_Input input sequence to analyze Num Numbers of analysis layers mode style of extension.any sensible style of the following: ZeroExtension Periodextension PeriodSymmetryExtension SmoothConstantExtension SmoothExtension wF form of wavelet,any sensible condition of the following: db1 db2 db3 db4 db8 db16 db32 Outputs: LFI Low Frequency Information of Wavelet analysis DI Detials Information of Wavelet analysis ES Error Signal of Wavelet analysis,ES = RS(:)- Sequence(:) RS Reconstruction Siganal of Wavelet Copyrig)
    2011-05-25 22:02:52下载
    积分:1
  • kmeans
    This code is calculating K-means in matlab programming.
    2013-09-23 21:34:21下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载