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PloySpline
- 实现多项式样条利率期限结构参数求解,方面做国债研究人员借鉴-Polynomial spline interest rate term structure parameters for solving aspects of the bond researchers draw
zuidayouhuatouzihuibao
- 最大化投资回报问题:某人有一定的资金用来购买不同面额的债卷,不同面额债卷的年收益是不同的,求给定资金,年限以及债卷面额、收益的情况下怎样购买才能使此人获得最大投资回报。-Maximize return on investment: a person have a certain amount of funds used to purchase the bonds of different denominations, the annual earnings of the different de
Bond_transformation
- 利用Bond变换计算各向异性介质的刚度系数矩阵-Calculate the stiffness matrix of anisotropy medium using the Bond transformation
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- 金融工程学Wishart模型,可利用Wishart过程给债券做定价-Wishart model of financial engineering, the Wishart process can be used to bond pricing
