1.
Research on the Pricing of Interest Rate Derivatives Based on No-arbitrage Model
基于无套利模型的利率衍生产品定价研究
2.
Some Studies on the Pricing and Hedging of the Interest Rate Derivatives;
利率衍生产品定价和套期保值的若干研究
3.
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
4.
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
5.
Pricing of Derivatives Option with Stochastic Prices Volatility;
基于价格随机波动率的衍生产品期权定价
6.
Study on the Pricing of Bonds-Relevant Interest-Rate Derivatives Developed by State-Run Banks;
国有银行债券型利率衍生品的定价研究
7.
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
8.
An Inverse Problem of the Interest Rate Derivative Pricing
一类风险模型下利率衍生品定价的反问题
9.
THE PRICING OF CREDIT SPREAD DERIVATIVES WITH MEAN REVERTING AND STOCHASTIC VOLATILITY;
基于价格均值回复与随机波动率的信用差价衍生产品定价
10.
Study on Pricing of Derivative Securities under Stochastic Interest Rate Model;
随机利率模型下衍生证券定价的研究
11.
Pricing the Financial Products Taking Account Convergence and Divergence and Their Volatility Smiles
聚合及分离金融衍生产品的定价问题及其波动率微笑
12.
On the Pricing of A New Gold Derivative Product
一种创新型黄金衍生产品的定价研究
13.
The Study of Interest-rate Risk Management on China s Bonds Financial Derivatives;
我国国债金融衍生产品利率风险管理研究
14.
Performance of China's interest rate derivatives market since the financial crisis
金融危机以来我国利率衍生产品市场运行情况
15.
The Chaos Model of the Term Structure of Interest Rate and Its Applications to the Pricing of Interest Rate Derivatives;
利率期限结构的混沌模型及其在利率衍生证券定价中的应用
16.
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
17.
The Price of the Derivatives under Stochastic and Jump-diffusion Model;
随机和跳扩散模型下金融衍生产品的定价
18.
The Valuation of Credit Derivatives Based on Portfolio;
基于投资组合信用衍生产品的定价计算及分析