...BDS 评价,利用Gaussian Copula 来描述违约风险时间相关(Default Time Correlation),并结合 单因子模型 ( One-Factor Model )的优点来简化评价架构,研究中提出不同之标的资产与发行机构 违约相关结构,接著透过蒙地卡罗模拟法(Monte Carlo Simulation)...
The first model is a simple one-factormodel in which the logarithm of the spot price of the commodity is assumed to follow o-u process which has a mean reverting character.
One dimension resources distribution problem is a typical example in the application of dynamic programming, and state variable is an important factor in constructing dynamic programming model.
一维资源分配问题是动态规划应用的一个典型例子,在建立动态规划模型时,状态变量是一个重要的因素。
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As a model distributed according to management factor, the yearly salary system becomes a salary and encouragement one praised highly by state commercial bank.