Nelken
- 更多网络例句与Nelken相关的网络例句 [注:此内容来源于网络,仅供参考]
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According to Mr Nelken,"he's had a substantial impact on a whole generation of financial mathematicians".
内尔肯认为:&他对整整一代金融数学家产生了深远影响。&
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Izzy Nelken, president of Super Computer Consulting in Chicago, who has known Prof Hull for 16 years and co-authored several publications with him, notes that while some folks like to couch it all in huge mystery, John doesn't do that.
内尔肯指出,尽管一些人喜欢以一种非常神秘的方式来表达,但约翰不会那样做。
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This research used option-based structural model: Merton Model and the Implied Volatility Model which visualized an option on the firm's equity that expired before the debt mature was a compound option and was proposed by Hull, Nelken and White in 2004. Then compare the fitting and ranking ability in the model implied credit spread of the two structural model to the observed bond credit spread between corporate bond yield and bond yield in Taiwan's listed companies.
本研究运用选择权基础的信用风险模型:Merton(1974)模型与Hull, Nelken and White(2004)提出将个股选择权视为复合选择权的Implied Volatility模型,比较这两个结构式信用风险模型所计算出的隐含信用利差对台湾上市、柜公司之公司债殖利率与公债殖利率间实际的信用利差之配适能力与排序能力。