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We use the approximate distribution comes from probability generating function of CreditRisk+ to value the CDO under the single sector factor and multi-sector factors scenarios. For single sector factor model, we discuss the sensitive analysis of CDO fair spread by different default probability, default correlation and loss given default. For multi-sector factors model, we exam the CDO fair spread based on different sector correlation assumption, such as Gamma distribution in moment match method, multivariate Gamma distribution and compound Gamma distribution.

本文在信用风险加成模型之下,利用机率产生函数的近似分配评价抵押债务债券,并考虑单一部门因子与多个部门因子,单一部门因子中,在不同违约机率、违约相关系数和违约损失率下,探讨抵押债务债券公平价差之敏感度分析;多个部门因子中,在不同相关性部门因子分配假设下,如动差配适法的伽玛分配、多维伽玛分配、复合伽玛分配,探讨抵押债务债券公平价差之方法结果比较。

As an illustration, a single-item single-criteria procurement auction under proposed mechanism is addressed detailedly on bidding process and both-side players\ strategies, including suppliers\ optimal bidding, procurer\s bid evaluation, winner determination, rebidding suggestion construction and so on.

在密封式循环拍卖机制的基础上,本文继而针对单物品单属性采购详细设计和讨论了拍卖双方的行为策略,包括供应商的最优投标策略,采购商的投标评估过程,优胜者选择程序和再投标建议构造等。

That's why people would like to build pudicity torii for faithful women. Single women really suffer a lot more than single men.

所以这也是为什么要给那些坚贞的女人立贞洁牌坊的原因,单身女人的确比单身男人不容易得多。

It is in Japan and Taiwan separated from the plane on the basis of the Division I researchers developed a new type of fiber separator, the first in the domestic production of single-effect separator manufacturers, patent number: 200730017298.8 one outlining the type XRDF-Ⅱ Single-efficiency separator for separation of waste paper in the light and heavy debris and water from the pulper slurry broken for the second solution.

该机是在日本和台湾分离机的基础上由我司科研人员开发出来的一种新型纤维分离机,在国内第一家生产单效分离机的厂家,专利号:200730017298.8一、概述 XRDF-Ⅱ型单效分离机主要用于分离废纸浆中的轻重杂物,并对来自水力碎浆机的浆料进行二次碎解。

Description: Pushchair and infant carrier in single carton for Flyte. Infant carrier in single carton for Spin Infant carrier.

英国通报中国生产的 Mothercare 牌婴儿手推车和提篮,型号分别为 K0993和 K3961,条码分别为992589-0和

Adding single oxygen quencher and superoxide anion quencher could increase the stabilities and single oxygen was the main reason for photooxidation.

加入单线态氧猝灭剂和超氧负离子猝灭剂均能提高染料的光稳定性,但单线态氧猝灭剂的作用更为明显。

Based on the work by the forerunners, this paper do some investigation about various kinds of data transmission format, for example, CBERS-1-02B CCD double channel data transmission, WFI and IRMSS, SPOT-2/4 single channel multiple work modes, LandSat 5 TM multi frame structure, HJ-1A/B single channel multiple sensor and so on, make some conclusion about the common parts of transimission foramt of different sensors, which meet the requirement of easy production, extraction and transmission, at the same time, the author made the quick view data format which is fit for multiple satellites and sensors.

作者在总结前人研究工作的基础上,结合国家对航天对地观测地面系统一体化和数据标准化的要求,针对光学、红外、高光谱等传感器卫星原始数据格式,如:CBERS-1-02 卫星的CCD、WFI与CBERS-1的IRMSS多通道多传感器数据传输格式的特点;SPOT 2/4的单通道多工作模式数据的特点;LandSat5卫星TM复帧数据结构数据的特点;针对HJ-1A/B卫星单通道多传感器数据传输格式的特点等原始数据格式进行了详细分析,总结不同传感器数据格式的共性部分,满足数据格式便于生成、解析和传输的特点,研究制定了适用于多种卫星、多种传感器的快视数据格式。

Users enter the fly-over 4.0 enter English, single quotation marks, the single quotation mark spacing by one letter spacing is large, changed other fonts have the same problem.

不隐不实不亡在此题目,这个题目在飞腾4.1的版本洋已不纬编削好了。

Then the kinematics analysis and dynamics analysis of the radial linear stretching component are discussed. The designs of single-arm and dual-arm wafer handling robots are completed, and the dual-arm robot is based on the single-arm robot.

本文硅片传输机器人本体设计包括单臂机器人设计和双臂机器人设计,在单臂机器人设计工作的基础上进行双臂机器人设计。

The R-2800 was an eighteen-cylinder, double-row radial engine equipped with a single-stage, single-speed supercharger.

的 R - 2800年是18缸,双排径向引擎,配备了单级,单速度增压器。

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All Or Nothing (Single Version)
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Sexy Single
Every Single Night
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推荐网络例句

By the time of its fall, most of the prisoners were writers who had written against the corruptions of the government.

到它被攻陷的时候,里面多数的犯人是写了反对政府贪污文章的作家。

The most obvious variation to ovum morphological character was that the color was changed from light green to sepiaceous in embryonic development, and all the ovums were almost hatched after 96h.

在胚胎发育过程中卵的形态特征最明显的变化是颜色从淡绿到深褐色,卵在发育96h后卵基本全部孵化。

There was a conflict between plebs and patricians in ancient Rome in 494BC.

在公元前494年,罗马发生了一次平民反对贵族的斗争。