1.
Fluctuation Coefficient Function and Forecast Model of Futures Margin Based on Newton Interpolation;
基于牛顿插值原理的期货价格波动函数及保证金随动模型
2.
Moving Adjust Model of Margins in Futures Trade Based on GARCH-EWMA Model;
基于GARCH-EWMA原理的期货交易保证金随动调整模型
3.
An Empirical Study of Warrant Pricing with Stochastic Volatilities;
基于随机波动下权证定价模型实证研究
4.
China commodity future margin level's dynamic set basing on VaR-CARCH mode
基于VaR-GARCH模型的中国商品期货动态保证金水平的设定
5.
A model of dynamic fiducial margin for single futures based on VaR-WKDE
基于VaR-WKDE单个期货合约动态基准保证金模型研究
6.
Study on the Stochastic Programming Model of Asset & Liability Management of Social Insurance Fund;
社保养老金资产负债管理的随机规划模型研究
7.
Bayesian Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;
基于MCMC模拟的贝叶斯金融随机波动模型分析
8.
The Life Annuity Models of Defined Contributed Enterprise Annuity Insurance Based on Stochastic Interest Rate;
随机利率下缴费预定型企业年金保险中生存年金精算现值模型
9.
Study on Dynamic Hedging Strategy Based on Multivariate Stochastic Volatility Model;
基于多元随机波动模型的动态套期保值研究
10.
Parameter Estimation and Empirical Analysis of Asymmetric Stochastic Volatility Model;
非对称随机波动模型的参数估计及其实证
11.
Optimal Portfolio Choice under a Stochastic Volatility Model;
随机波动率模型下的最优证券组合选择
12.
Nonlinear Financial Volatility Models and Their Empirical Research
非线性金融波动率模型及其实证研究
13.
The dynamic portfolio decision-making model with three-fund separation theorem based on stochastic benchmark;
基于随机基准的三基金定理动态决策模型
14.
Estimation of stochastic Volatility Model and lts Application for Avoiding Financial Risk;
随机波动模型估计及在金融风险防范中的应用
15.
Research on random function model of strong ground motion(Ⅱ):parametric statistic and model certification
地震动随机函数模型研究(Ⅱ)——参数统计与模型验证
16.
Margin Level Set in Single Future Contract based on RiskMetrics Model;
基于RiskMetrics模型的单个期货合约保证金比例设计
17.
Pricing Futures Contract Considering Reserve Margin Based on Lookback Option Model
基于回望期权考虑备用保证金的期货定价模型
18.
Research on the Risk of Unit-linked Insurance Investment Guarantees under Random Rate Model;
随机收益率模型下投连险最低保证给付的风险研究