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The method of measuring interest rate risk including duration,modified duration and convexity,is investigated.

文章对目前广泛应用的利率风险度量方法包括久期、修正久期和凸度进行了深入分析。

The longitude curve and the latitude curve are the coordinate curve in the new geodetic coordinate system with length as coordinate parameter.

本论文中引入一种新型的大地坐标系,这种坐标系是以经纬线为坐标曲线,以长度量为坐标参数的新型坐标系。

Based on the flaw of the probability reliability model in the case of small amount of information,non-probability and mixed probability/non-probability reliability models are presented. When the uncertainty of the basic random variable is described by convex, analytical and numerical methods are constructed to calculate the convex of response variable. The infinite norm index, which is the minimal infinite norm distance from original coordinate point to the surface of the limit state in the standard interval space, is presented to measure the safety of the structure.

针对概率可靠性模型在小子样信息下的缺陷,建立了非概率可靠性模型及概率—非概率混合可靠性模型;给出了用集合来描述变量不确定性时,极限状态变量变化集合的解析解和数值迭代解法;提出了物理概念明确且十分易于工程应用的度量结构、机构安全程度的无穷范数指标,它是标准区间空间中坐标原点到极限状态表面的最小无穷范数距离。

This paper measures the risk of the portfolio which includes index futures by using the Copula method.

本文运用Copula方法研究了含股指期货的投资组合的风险度量问题。

This paper measures the risk of the portfolio which includes index futures by using the Copula methods.

本文主要运用Copula方法研究了含股指期货的投资组合的风险度量问题。

Correlation coefficient may evaluate interaction between genes, however, it can be only employed in certain cases.

相关系数可以被用来度量两个基因之间的作用强度,但相关系数有其局限性。

The correlation curve got in this way is proved to be much sharper and the matching precision is improved significantly.

基于上述的距离度量方法,提出了一种新的模板更新策略。

We show the different properties between covariance risk allocation function and relative risk allocation function and prove that the commonly used risk budgeting model is a special form of risk allocation function.

我们证明并比较了在标准差风险度量下,协方差风险分配函数与相对风险分配函数性质上的差异,并证明风险预算也是一种特殊形式的风险分配函数。

Realized covariance matrix is a new measurement of the volatility and correlation of portfolio.

"已实现"协方差矩阵是对投资组合波动性及相关性的一种全新的度量方法。

In Riemannian manifolds, one studies Riemannian metric, covariant derivative, Riemannian connection, basic properties of the Riemann curvature tensor, curvature forms etc.

黎曼流形部分主要涉及黎曼度量,黎曼流形的定义,切向量场的协变微分,黎曼联络,黎曼几何的基本定理,曲率张量,曲率形式等概念和理论。

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推荐网络例句

Singer Leona Lewis and former Led Zeppelin guitarist Jimmy Page emerged as the bus transformed into a grass-covered carnival float, and the pair combined for a rendition of "Whole Lotta Love".

歌手leona刘易斯和前率领的飞艇的吉他手吉米页出现巴士转化为基层所涵盖的嘉年华花车,和一双合并为一移交&整个lotta爱&。

This is Kate, and that's Erin.

这是凯特,那个是爱朗。

Articulate the aims, objectives and key aspects of a strategic business plan.

明确的宗旨,目标和重点战略业务计划。