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Chapter 3: we construct a general model of covariance-adjusted duration-convexity immunization to hedge the interest rate risk in the situation that the yield curve doesnt parallel shift and then analyse the model in the case of hedging portfolios of two assets and three assets.

第三章建立一个基于协方差调整的一般久期-凸度免疫模型,用于收益率曲线非平行变动情形下对冲利率风险,并用两资产对冲组合和三资产对冲组合进行特例分析。

On the basis of setting up a model of the parallel transmission link of short-wave data communication system, this paper analyses the anti-noise performance of data communication in a non-selective Rayleigh gradually fading ionosphere channel, and derives the average error code rate formular and its curves.

在建立并发制短波数据通信系统模型的基础上,分析了非选择性瑞利慢衰落电离层信道中数据通信抗噪声性能,并导出了平均误码率公式,生成了误码率曲线,为雷达情报短波数据通信链路的仿真及效能评估提供理论依据

With continuous culture in laboratory, this paper studied the individual's growth and population dynamics of Paramecium caudatum under the stress of methamidophos, fen-propathrin and 2, 4-D buiylate, with the population growth curves analyzed by using Logistic model.

采用连续培养法探讨了草履虫在甲胺磷、2,4-D丁酯和甲氰菊酯3种农药胁迫条件下的个体生长和种群动态,并利用Logistic种群增长模型对种群的增长曲线进行了分析。

Analysing and computing its coefficient, we find out the bifurcation of curve for its parameter plane.

然后对其系数进行分析、计算,找出其系数参数平面的分支曲线。

2D hairy brush model, 3D hairy brush model and parametric curve scheme are analyzed and various algorithms are compared.

把绘制方法分为2D,3D毛笔模型以及基于参数化曲线的纯几何图形学方法,对其中的典型算法进行了分析和比较。

In chapter 4, the case of risk asset allocation with allowed sell and restricted short sell is discussed, especially in case of restricted short sell, the efficient frontier piecewise partition is determined by using duality theory in parametric quadratic programming. And the concept of tripartition is introduced, economic meaning stated and algorithm to determine efficient frontier proposed.

特别对限制卖空的证券组合,应用参数二次规划对偶性理论解决了有效边缘曲线分片划分的问题,并引入了三元分割的概念,解释其经济意义,同时给出确定有效边缘的算法;对于协方差矩阵是奇异的情况,利用矩阵分块技术,得到不同情形下有效边缘的解析表达式,并用直观的几何图形描述,克服了M-V模型在实证分析中遇到的困难。

This paper also describes the form and application of particular integral tables obtained on a digital computer and discusses how to calculate frequency response characteristics on an a.c.

本文对利用电子计算机编制的特殊积分表的形式和用法,以及利用交流计算台求解频率特性曲线的具体方法,均作了分析介绍。

The ratio of skewness to variationR_(sv characteristics of the Pearson type Ⅲ frequency distribution are approached;the regional distribution of R_ and the R_-duration relation are analyzed,and the same affected factors on R_ are studied.

探讨了皮尔逊Ⅲ型频率分布曲线的Rsv特性;分析了Rsv的地域分布、Rsv与雨量历时的关系,并研究了对Rsv有影响的多个因子。

This paper introduces a new non-excavating curve pipelayer equipment——trajectory control pneumatic perforator .

本文介绍一种新型的曲线非开挖铺管设备──轨迹可控气动穿孔机,并在对特殊结构和施工方法的比较与分析中,阐述其运行机理。

Analysis of a periodic function into a sum of simple ''.

周期函数解成简单正弦曲线之和的分析。

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推荐网络例句

On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面,更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值,分为几个相等的区间作为横轴,并将各区间内所测定值依所出现的次数累积而成的面积,用柱子排起来的图形,也叫做柱状图。

You rap, you know we are not so good at rapping, huh?

你唱吧,你也知道我们并不那么擅长说唱,对吧?