The CIR software

NIAID Data Ecosystem2026-03-10 收录

利率模型

金融数据仿真

数据链接：

https://data.mendeley.com/datasets/r7g5gnrzdh 数据链接链接失效反馈

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资源简介：

This file includes executable files of our programs, parameter files which are used to generate simulated data

创建时间：

2018-12-14

Restrictions on Risk Prices in Dynamic Term Structure Models

金融经济学

利率模型

Restrictions on the risk-pricing in dynamic term structure models (DTSMs) tighten the link between cross-sectional and time-series variation of interest rates, and make absence of arbitrage useful for

DataCite Commons2020-09-04 更新80

Restrictions on Risk Prices in Dynamic Term Structure Models

利率模型

风险定价

DataCite Commons2020-09-04 更新60

Predictive power of systematic skewness factors on short-term interest rates.

利率模型

金融因子分析

Predictive power of systematic skewness factors on short-term interest rates.

NIAID Data Ecosystem40

On the Determinants of the Value of Call Options on Default-Free Bonds

金融衍生品

利率模型

Models of interest-dependent claims that imply similar term structures and levels of interest rate volatility also produce similar estimates of bond option values. This result is established for simpl

NBER1988-03-01 更新70

Restrictions on Risk Prices in Dynamic Term Structure Models

金融经济学

利率模型

DataCite Commons2020-09-04 更新60

The CIR software

资源简介：

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