白证券纸
This paper tries to find a way to study the interest term structure of Chinese bond market with more market information. It focuses on the application of the tree model method and builds a Hull-White model to simulate the dynamic term structure.
本文尝试寻找一种更多的利用市场即时信息的定价方法对利率期限结构进行研究,应用三叉树模拟技术构建Hull-White模型,并对当前中国债券市场上几种常用利率进行比较分析。
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