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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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lms
lms自适应均衡算法,lms算法使用MATLAb实现(lms adaptive equalization algorithm, lms algorithm implementation using MATLAb)
- 2010-06-15 16:58:25下载
- 积分:1
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dongtaiguihua
matlab中动态规划模型,用于优化模型的建立,内附有程序(matlab dynamic programming model, used to optimize the model, enclosing a program)
- 2012-08-21 02:22:24下载
- 积分:1
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NLM2
基于NLM(最近电平逼近调制)的MMC(模块化多电平换流器)的PSCAD模型,包括传统的电容电压排序法。(The PSCAD model of MMC (modular multilevel converter) is based on NLM (nearest level approximation modulation), including traditional capacitor voltage sorting method.)
- 2021-04-27 10:08:48下载
- 积分:1
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matlab
matlab扩展编程,附有详细代码及说明,均可用(matlab extension programming, including a detailed codes and instructions are available)
- 2009-10-12 10:53:42下载
- 积分:1
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mie
此matlab程序可用来计算mie散射各项参数,计算时需首先输入几个参数,大家可看看程序,然后就懂了(The matlab calculation mie scattering is used to the parameters)
- 2012-04-04 08:51:46下载
- 积分:1
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dft_precoding_downsampling
DFT BASED PRECODING FOR ostbc
- 2014-01-31 01:11:09下载
- 积分:1
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Chapter_6_Optimum_Waveform_Estimation
Optimum array processing 最优阵列处理技术 第六章 最优波形估计的MATLAB程序
DOA MUSIC ESPRIT(Optimum array processing
DOA MUSIC ESPRIT)
- 2010-07-04 09:26:32下载
- 积分:1
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signalprocess
本资料为数字信号处理的一个课程设计源代码,内容关于数字带通滤波器设计。(this source code is about digital ban pass filter designing.)
- 2010-07-13 08:37:09下载
- 积分:1
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nihe
1. 分别用2,3,4,5阶多项式来逼近[0,3]上的正弦函数sinx,并作出拟合曲线及sinx函数曲线线图。了解多项式的逼近程度和有效拟合区间随多项式的阶数有何变化。(1. Were treated with 2,3,4,5-order polynomial approximation [0,3] The sine function sinx, and make sinx function curve fitting curve and line graphs. Understand the degree of polynomial approximation and the effective range with the polynomial fitting order of any changes.)
- 2011-04-25 14:41:35下载
- 积分:1