1.
HJM Interest Rate Term Structure and Numerical Computation;
HJM利率期限结构模型与数值计算
2.
The Valuation of Two Quanto Options under a Single-factor HJM Term Structure;
在单因素HJM结构下定价两种汇率连动期权
3.
The Impact of Interest Rate Adjustment on the Term Structure of Forward Exchange Rates
利率调整对远期汇率期限结构的影响
4.
Valuing an Interest Rate Spread Option under the Multi-factor HJM Framework;
在多因素HJM框架之下估价一种利率差价期权
5.
Research on Stochastic Duration and Convexity Measuring of Interest Rate Risk under HJM Framework;
HJM框架下利率风险测度的随机久期和凸度研究
6.
Arbitrage-Free Models of Continuous-Time Term Structure Models;
连续时间利率期限结构的无套利模型
7.
Test of the Expectation Theory of the Term Structure of Shibor
基于Shibor的利率期限结构预期理论研究
8.
Development of Interest Rate Term Structure Theories and Empirical Research in China Treasury Bond
利率期限结构理论的发展与中国国债利率期限结构的实证研究
9.
An Research on the Dynamic Interest Rate Term Structure and Interest Rate Derivatives Pricing;
利率动态期限结构及利率衍生品定价研究
10.
A Study on Formation of Interest Rate Maturity Structure Based on Choices for Benchmark Interest Rate;
基于基准利率选择的利率期限结构形成研究
11.
An Analysis of the Relationship between the Pricing of Interest Rate Instrument and the Term Structure of Interest Rates;
利率产品定价与利率期限结构关系分析
12.
Research on Term Structure of Interest Rates with Derivatives Pricing;
利率期限结构及其衍生产品定价研究
13.
Comparing the Forecasting Accuracy of Interest Rate Term Structure;
中国利率期限结构预测方法比较研究
14.
The Application of Kalman Filter in Term Structure of Interest Rate;
卡尔曼滤波在利率期限结构中的应用
15.
The Static Analysis of Interest Rate Term Structure for Our Country Bond Market;
我国债券市场利率期限结构静态分析
16.
A Comparison of the Estimation of the Term Structure of Interest Rates of Stock Exchange;
交易所利率期限结构估计模型的比较
17.
Efficient Moment Estimation for Stochastic Volatility Term Structure of Interest Rate;
随机波动利率期限结构的有效矩估计
18.
The Empirical Research on Regime-switching Vasicek Model;
关于制度转换Vasicek利率期限结构模型