1.
A Note on Some Probabilistic Properties of AACD Model
扩展自回归条件久期模型的概率性质
2.
Default Probability Model of Macrohedging for Financial Institutions:an Extension of Duration Model;
金融机构宏观套期保值的违约损失率模型:久期模型的一个扩展
3.
The Application of Duration Model in Interest Rate Risk Measurement of Commercial Banks;
久期模型在商业银行利率风险度量中的应用
4.
Research on Interest Rate Risk Management of Commercial Bank Based on Duration;
基于久期模型的商业银行利率风险管理研究
5.
The Study to Interest Rate Risk Management of Chinese Commercial Bank Based on Duration Model;
基于久期模型的中国商业银行利率风险管理研究
6.
An Analysis of Some Problems in Managing Interest Rate Risk with Duration Model;
运用久期模型进行利率风险管理的若干问题分析
7.
Fisher-Weil Duration Model and Its Application in Interest Rate Risk Management of China s Commercial Banks;
商业银行利率风险测度方法的现实选择——Fisher-Weil久期模型的应用
8.
The Applying Research of Duration Model in the Measurement of Interest Rate Risk of China's Commercial Bank
久期模型在我国商业银行利率风险度量中的应用研究
9.
Comparative Analysis of Duration Model Based on Commercial Bank Interest Rate Risk Management
基于商业银行利率风险管理的久期模型比较分析
10.
Permanence and Periodic Solutions of the Discrete Population Models;
离散时间种群模型的持久性及周期解
11.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
12.
Permanence of a class of periodic predator-prey system with delay
一类时滞周期捕食-食饵模型的持久性
13.
Managing Interest Rate Risk with Embedded Option Using Duration-Gap Model;
基于久期缺口模型的隐含期权利率风险管理
14.
The Research on the Existence of Periodic Solution and the Permanence for a Class of Discrete Population Models;
几类离散人口模型的持久性和周期性问题
15.
Perpetual American Option Pricing Model in Fractional Jump-diffusion Environment
分数跳-扩散环境下永久美式期权定价模型
16.
Brown Motion and Duration Method in Government Bonds Price Behavior;
国债价格行为的布朗桥运动模型与久期方法比较
17.
Persistence and Periodic Solutions for a Diffusion Nonautonomous Predator-prey Model with Invest Rate and Time Delay
具有投放率和时滞的非自治扩散捕食-食饵模型的持久性和周期解
18.
Optimization Model of Asset-Liability Portfolio Based on Directional Duration Immunization of Interest Rate Risk
基于方向久期利率风险免疫的资产负债组合优化模型