-
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
-
quad2dg
高斯积分法的matlab编程,目的在于求解一维,二维三维问题的数值积分。(Numerically evaluates 2D integrals using Gauss quadrature.)
- 2013-09-07 11:13:35下载
- 积分:1
-
RRTpathplanning
RRT算法是一种基于采样的规划算法,采用算法生成的相邻点之间的路径可以是经过运动学动力学仿真生成的可执行曲线,通过对状态空间中的采样点进行碰撞检测避免了对空间的建模,适合用来解决含有运动力学约束的路径规划问题.(RRT algorithm is a sampling-based planning algorithm, using path algorithm generated between adjacent points can be generated through the kinematics and dynamics simulation executable curve, through the state space of the sampling points to avoid the collision detection modeling of space, a suitable solution to contain the movement mechanics path planning constraints.)
- 2014-10-20 10:26:33下载
- 积分:1
-
variogramfit
Scaling parameters for correlation - only used in turbulent
correlation. A scalar or a vector with length equal to the
dimension of the mesh points(Scaling parameters for correlation- only used in turbulent
correlation. A scalar or a vector with length equal to the
dimension of the mesh points)
- 2015-04-06 10:22:13下载
- 积分:1
-
电力系统不对称短路计算程序
电力系统短路计算程序,用来进进行不对称短路计算。可直接使用
- 2022-01-26 15:26:13下载
- 积分:1
-
一个人脸模型分析matlab例程
保证准确无误,是学习通信的好帮手,多元数据分析的主分量分析投影,基于负熵最大的独立分量分析,一个很有用的程序,使用高阶累积量对MPSK信号进行调制识别,采用累计贡献率的方法。
- 2022-10-01 07:55:03下载
- 积分:1
-
4678
此是MATLAB7.0程序设计的那本书的源代码,希望对大家能有所帮助。(This book MATLAB7.0 programming source code, I hope that we can help.)
- 2013-04-01 12:34:03下载
- 积分:1
-
DAG生成图代码(graph_generate.m)
DAG生成图代码(graph_generate.m)
- 2021-05-06下载
- 积分:1
-
EKF算法MATLAB实现
EKF滤波器实现非线性目标跟踪,包括视频跟踪。用MATLAB编程实现。
- 2022-01-26 03:03:27下载
- 积分:1
-
完整可用的脑电波ICA算法进行脑电波提取有用的波段
模式识别中的bayes判别分析算法,ML法能够很好的估计信号的信噪比,用平面波展开法计算二维声子晶体带隙,利用最小二乘法进行拟合多元非线性方程,对于初学matlab的同学会有帮助,本程序的性能已经超过其他算法。
- 2023-01-12 20:20:04下载
- 积分:1