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 Empirical Research on Regime-switching Vasicek Model;
关于制度转换Vasicek利率期限结构模型
3.
Empirical Testing on Nonparametric Model of Interest Rate Term Structure;
非参数利率期限结构模型的实证检验
4.
The Comparison on Some Term Structure Models of Interest Rate and an Empirical Analysis
利率期限结构模型的比较与实证分析
5.
Stochastic Mean-Value Term Structure Model of Short-Term Interest Rate and Equilibrium
随机均值短期利率期限结构模型与均衡
6.
The Construction and Analysis of Term Structure Models of Interest Rates with Regime Switches;
制度转换利率期限结构模型的构建与分析
7.
A Three-Factor Affine Term Structure Model of Interest Rates and Its Application;
三因素仿射利率期限结构模型及其应用研究
8.
A residential mortgage-backed securities pricing method based on a two-factor term structure;
基于两因素期限结构模型的RMBS定价研究
9.
Empirical Study of the Term Structure of Interest Rates Based on Spline Function;
基于样条函数的国债利率期限结构模型研究
10.
Empirical Researches on Term Structure Models of Interest Rates with Macroeconomic Factors
引入宏观经济因素的利率期限结构模型研究
11.
Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches
基于EKF与UKF的利率期限结构模型估计及对比
12.
The Study of the Interest Rate Term Structure Model and the Empirical Analysis on the Influential Factors of Short-term Interest Rate;
利率期限结构模型研究及短期利率影响因素实证分析
13.
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
14.
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
15.
Modeling Yield Curves in the SSE with Two-Factor Affine and Gaussian Essential Affine Models;
仿射模型、广义仿射模型与上交所利率期限结构
16.
The Research on Optimal Debt Maturity Structure Based on Fixed Effect Model;
基于固定效应模型的最优债务期限结构研究
17.
Nonparametric Modeling of Interest Rate Term Structure Dynamics and the Pricing of Derivative Securities;
非参数利率期限结构动态模型及衍生品定价
18.
A Three-Factor Model of Term structure of Interest in China s Inter-Bank Market;
银行间国债利率期限结构的三因子仿射模型