A parabolic variational inequality arising from the valuation of American interest rate options;
美式利率期权定价的抛物型变分不等式
By applying the variational inequality technique,the behavior of the exercise boundary of the american-style interest rate option is analyzed under the assumption that the interest rates obey a mean-reverting random walk as given by the Vasicek model.
在Vasicek利率模型的假设下,应用变分不等式方法分析了美式利率期权自由边界的性质。
The object of this article is to investigate the question of which interest rate options valuation models are better suited to support the management of interest rate risk.
对支持利率风险管理的利率期权评价模型进行比较分析 。
Pricing of Interest Rate Options on the Defaultable Forward LIBOR;
基于违约远期LIBOR的利率期权的定价
Analysis of the Exercise Boundary of an American Interest Rate Option;
美式利率期权的最佳实施边界的分析
A Study on Option Pricing with a Kind of Exchange Option and a Kind of Stochastic Interest Rates;
一类交换期权和一类随机利率期权定价问题的研究
Evaluation method of mining rights based on option;
基于期权的采矿权估价随机利率方法
Amount of debt secured, the interest rate and the period for the repayment of the debt.
（三）所担保的债权数额、利息率、受偿期限。
Some Issues about Option Pricing under Stochastic Interest Rate;
随机利率下期权定价若干问题的研究
The pricing formula of two reset options with stochastic interest rate;
随机利率下两类重置期权的定价公式
Pricing of Bi-direction European Option under Different Borrowing-lending Interest Rates;
不同借贷利率下欧式双向期权的定价
Option Pricing with Interest Rate and Stock Have Jump-diffusion Action;
利率、股票有跳跃扩散行为的期权定价
Option Pricing on Maximum or Minimum of Several Assets in Vacicek Model;
Vasicek利率模型下极值期权的定价
Analysis of interest rate of convertibie bonds on a price modal of option;
用期权定价模型分析可转换债券利率
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
Approximating Methods to Discount Factor and Pricing of Option under Stochastic Interest Rate;
贴现率因子逼近与随机利率下期权定价
The Compound Option Pricing with Stochastic Interest Rate and Volatility;
具有随机利率和波动率的复合期权定价
Valuating of Discount Bound Option in a Two-Factor Model of the Term Structure of Interest Rates;
基于两要素利率期限结构的债券期权定价
Estimates of Currency Futures Options under Stochastic Interest Rates;
随机利率条件下的货币期货期权的估值
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
ON THE PRICING OF CONTINGENT CLAIMS UNDER CONSTRAINTS AND WITH HIGHER INTEREST RATE FOR BORROWING THAN FOR LENDING;
借款利率大于债券利率同时投资策略受限情况下期权的定价