源码名称: |
hw1 |
文件类型: |
.zip |
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源码类型: |
matlab |
源码分类: |
Finance-Stock software system |
文件大小: |
108 KB |
热 度: |
℃ |
源码作者 : |
pecu |
整理时间: |
2013-01-19 |
源码简介: |
1.程式的入格式,如:90 88 82 80 每字代表各期的。2.入完之後再以enter定。3. f[i] = 1 - ( CB[i]/TB[i] )*( 1/(1-p[i-1] ) ) 代表第i期的期率可以由[1-probability of default(i-1 periods)]*[1-forward probability of defult( period i)]=probability the corporate bond survives past time i=price of i-period corporate zero/ price of i-period Treasury zero推出. p[i] = 1 - ( CB[i]/TB[i] ) 代表持i期的率可以由1-probability of default (1 period ) =( price of 1-period corporate zero) /( price of 1-period Treasury zero) 而衍生到各持i期的情形.-1.程式的入格式,如:90 88 82 80 每字代表各期的。2.入完之後再以enter定。3. f[i] = 1- ( CB[i]/TB[i] )*( 1/(1-p[i-1] ) ) 代表第i期的期率可以由[1-probability of default(i-1 periods)]*[1-forward probability of defult( period i)]=probability the corporate bond survives past time i=price of i-period corporate zero/ price of i-period Treasury zero推出. p[i] = 1- ( CB[i]/TB[i] ) 代表持i期的率可以由1-probability of default (1 period ) =( price of 1-period corporate zero) /( price of 1-period Treasury zero) 而衍生到各持i期的情形.
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