12 2013 档案

short-rate model
摘要：The instantaneous spot rate is modeled to be a stochastic process that can reprice the zero coupon bonds under risk neutral measureB(t,T) = EQ[exp(-∫tTrsds)|Ft]rs can be single factor or multi factor processreference: http://en.wikipedia.org/wiki/Short-rate_model 阅读全文
posted @ 2013-12-29 19:27 LevyFan 阅读(397) 评论(0) 推荐(0) 编辑
如何制作 Excel add-in using VS
摘要：http://www-f9.ijs.si/~ilija/slike/cs/aaa.pdf 阅读全文
posted @ 2013-12-01 23:07 LevyFan 阅读(150) 评论(0) 推荐(0) 编辑