random rates of interest

英 美
  • 随机利率
  • interest n.兴趣;嗜好;利息;股份v.使…感兴趣
  • of prep.关于;...的(表所属);出身于;由于
  • random adj.任意的;随机的;随意的n.随意;任意adv.随机地
  • rates n.比率;速度;价格;费用;等级v.认为;估价;定等级;值得;怒斥;责骂
    1. This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
      摘要本文推导出在随机利率经济体系下,无套利条件之组合型选择权的近似封闭解。
    2. Net Premium and Net Premium Reserves in the Random Interest ModelIn the classical actuarial theory the interest is fixed, but it has the random character.
      随机利率下的纯保费和纯保费责任准备金传统的精算理论中均假定利率是确定的,但实际上利率是随机波动的。