1.
Study of RMB Financial Planning Product Design and Embedded Interest Rate Option Pricing;
人民币理财产品设计及隐含利率期权定价研究
2.
The Research of Management of Interest Risk Based on Embedded Option in Commercial Bank
商业银行隐含期权利率风险管理研究
3.
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
4.
The Study of Management of Interest Risk Based on Embedded Option in Commercial Bank;
基于隐含期权的商业银行利率风险管理研究
5.
Embedded Options and Interest Rate Risk for Commercial Bank;
具有隐含期权的商业银行的利率风险管理
6.
The Study of Interest Risk Management of Embedded Option of Commercial Bank;
商业银行隐含期权的利率风险管理研究
7.
Control Over Interest Rate Risk of Bank Asset/Liability Sheet with Embedded Options;
有隐含期权的银行资产负债表的利率风险控制
8.
Study of duration in commercial banks interest rate risk management with embedded options;
久期技术与基于隐含期权的商业银行利率风险管理
9.
The Impact on Interest Rate of Commercial Banks in China Caused by Embedded Options in Deposits and Loans;
存贷款业务中的隐含期权对我国商业银行利率风险的影响
10.
Measuring and managing interest rate risk in commercial banks with embedded option:convexity-gap model;
具有隐含期权的商业银行利率风险测量与管理:凸度缺口模型
11.
Rate Risk Management of Bank sAsset/ Liability Sheet with Embedded Options
我国商业银行资产负债中隐含期权的利率风险管理
12.
This is backed out of option prices.
隐含波动率在期权价格决定上影响较大。
13.
The Optimization Approach for the Determination of the Implied Volatility through the Average Option Price;
由期权平均价格确定隐含波动率的最优化方法
14.
Recovering of implied risk-neutral probability distributions of foreign exchange futures options and market sentiment;
基于外汇期货期权的隐含风险中性概率的复原与市场情绪
15.
The Statistical Properties of Parameters and Implied Volatility from European Power Function Call Option;
欧式幂期权定价模型中参数及隐含波动率的统计特性
16.
Improvement for the Iterative Algorithm of Implied Volatility of Warrant
认股权证隐含波动率迭代算法的改进
17.
Model-free implied volatility and its information content:Evidence from Hang Seng Index options
无模型隐含波动率及其所包含的信息:基于恒生指数期权的经验分析
18.
Hidden Cointegration Analysis of Short-term and Long-term Interest Rates;
短期利率与长期利率间的隐藏协整分析