R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate

R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate

Saved in:

書目詳細資料
Main Authors:	Yunita Wulan Sari, Yunita Wulan Sari, Rokhana, Dwi Bekti
格式:	Article PeerReviewed
語言:	English
出版:	Department of Statistics and Department of Mathematics ITS 2014
主題:	Applied Statistics
在線閱讀:	https://repository.ugm.ac.id/136817/1/output.pdf https://repository.ugm.ac.id/136817/
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Universitas Gadjah Mada
語言:	English

相似書籍

Pohon Binomial Suku Bunga Model Cox, Ingersoll, and Ross (CIR)
由: Yunita Wulan Sari, Yunita Wulan Sari, et al.
出版: (2012)

Single Premium of Equity-Linked with CRR and CIR Binomial Tree
由: Yunita Wulan Sari, Yunita Wulan Sari, et al.
出版: (2015)

APLIKASI SUKU BUNGA MODEL COX-INGERSOLL-ROSS (CIR) DALAM PERHITUNGAN PREMI ASURANSI JIWA DWIGUNA
由: , HERMAWATI SETYANINGSIH, et al.
出版: (2013)

Valuation Of Reload Call Option With Binomial Tree
由: Yunita Wulan Sari, Yunita Wulan Sari, et al.
出版: (2016)

FORMULA UMUM MAKEHAM DENGAN MODEL SUKU BUNGA COX - INGERSOLL - ROSS (CIR) UNTUK ANALISIS INVESTASI
由: , FITRIA ZANA KUMALA, et al.
出版: (2014)

CALCULATION OF TERM LIFE INSURANCE PREMIUM FROM COX-INGERSOLL-ROSS (CIR) INTEREST RATE MODELS BASED ON 2011 AND 2019 INDONESIAN LIFE TABLES
由: Kevin Chandra, Marcellius

DETERMINATION OF LIFE ENDOWMENT INSURANCE PREMIUMS RESERVES THROUGH THE COX INGERSOLL ROSS RATE INTEREST MODEL
由: Karnela Korin, Kenza

Closed-form formulas for conditional moments of generalized cox-ingersoll-ross processes
由: Phiraphat Sutthimat
出版: (2021)

Numerical methods for jump-extended cox-ingersoll-ross and constant elasticity of variance models
由: Purin Klunklar
出版: (2019)

Explicit formula for conditional expectations of product of polynomial and exponential function of affine transform of extended cox-ingersoll-ross process
由: Phiraphat Sutthimat
出版: (2017)

REAL OPTIONS VALUATION USING MODIFIED OF COXX-ROSS-RUBINSTEIN BINOMIAL TREE METHOD
由: BAYU TRISNA, FADHLI

SKEMA DING DAN CHAO (DC SCHEME) UNTUK SIMULASI NILAI SUKU BUNGA
由: Wulan Sari, Yunita, et al.
出版: (2013)

VALUASI HARGA OBLIGASI DENGAN SUKU BUNGA STOKASTIK
由: Wulan Sari, Yunita, et al.
出版: (2011)

Kalkulator Survival dan Life Tabel Menggunakan Software R
由: Effendie, Adhitya Ronnie, et al.
出版: (2014)

Estimation of real-world market probabilities by the Ross recovery theorem
由: Liu, Bingyu
出版: (2022)

Penentuan Harga Obligasi Callable dengan Suku Bunga Black Derman Toy Menggunakan Pohon Binomial
由: , HELIDA HAERINI, et al.
出版: (2013)

INFERENSI BAYESIAN DALAM WAVELET SHRINKAGE
由: Wahyan, Wahyan, et al.
出版: (2003)

Valuing Trinomial Option Pricing with Pseudoinverse Matrix
由: Abdurahman, Abdurakhman, et al.
出版: (2006)

Analisis value at risk dibawah capital asset pricing model berdistribusi koyck dengan volatilitas tak konstan dan efek Long memory
由: Sukono, Sukono, et al.
出版: (2010)

Arti Interaksi pada Analisis Varians
由: Widhiarso, Wahyu
出版: (2011)

Two-Dimensional Warranty Policies using Copula
由: Effendie, Adhitya Ronnie
出版: (2011)

Characterization of Rank of a Matrix Over The Symmetrized Max-Plus Algebra
由: Suroto, Suroto, et al.
出版: (2022)

On the irreducibility of a truncated binomial expansion
由: Filaseta, Michael., et al.
出版: (2011)

Pemodelan Banyaknya Kasus HIV dan AIDS di Kota Surabaya dengan Pendekatan Regresi Binomial Negatif Bivariat.
由: Reissa Anita Sari, 081311833012
出版: (2017)

Non-destructive determination of SSC and pH of banana using a modular Vis/NIR spectroscopy: Comparison of Partial Least Square (PLS) and Principle Component Regression (PCR)
由: Masithoh, R.E., et al.
出版: (2021)

Multistate Hidden Markov Model for Health Insurance Premium Calculation
由: Utami, Rianti Siswi, et al.
出版: (2014)

Sample Size, Error Rates and Optimality Considerations for Phase II Clinical Trials
由: Wang, Y. G., et al.
出版: (2005)

A Class of Nonlinear Stochastic Volatility Models
由: Yu, Jun
出版: (2006)

Financial and Actuarial Mathematics
由: CHAN, Wai-Sum, et al.
出版: (2006)

PEMODELAN PROPERTI PETROFISIKA MENGGUNAKAN PENDEKATAN GEOSTATISTIKA DI LAPANGAN IBU CEKUNGAN SUMATERA SELATAN
由: WAHYUNINGTYAS, SARASWATI
出版: (2016)

Remarks on multivalued quasi-nonexpansive mappings in R-trees
由: Samanmit,K., et al.
出版: (2015)

Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process
由: Effendie, Adhitya Ronnie, et al.
出版: (2022)

Estimation by polynomial splines with variable selection in additive Cox models
由: Zhang, Shangli, et al.
出版: (2013)

ESTIMASI MODEL REGRESI BINOMIAL NEGATIF DENGAN PENDEKATAN REGRESI NONPARAMETRIK BERDASARKAN ESTIMATOR LOKAL LINIER
由: LENSA ROSDIANA SAFITRI, 081411831039
出版: (2018)

Exploring influencing factors on international tourist arrivals in the Philippines using clustering methods and negative binomial regression
由: An, Fengyi
出版: (2022)

Multifunctional properties of bacillus cell autolysate as antimicrobial and coloring agents in foods
由: Bekti Wulan Sari
出版: (2018)

PREFERENTIAL RATE MORTGAGES - A BINOMIAL TREE APPROACH
由: TAN CHIN SHIN
出版: (2021)

ESTIMASI MODEL REGRESI BINOMIAL NEGATIF DENGAN PENDEKATAN REGRESI NONPARAMETRIK BERDASARKAN ESTIMATOR SPLINE TRUNCATED
由: MIFTAHUL JANNAH, 081411831023
出版: (2018)

G. Casella & R.L. Berger: Statistical Inference
由: Chang, Horng-Jinh (translator), et al.
出版: (2004)

Commentaries on “Scale use and abuse: Toward best practices in the deployment of scales”
由: KATSIKEAS, Constantine S., et al.
出版: (2023)