作者查詢 / woods
作者 woods 在 PTT 全部看板的留言(推文), 共536則
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4F推:不過還是比不過 江P 和 Life07/13 22:28
4F推:哈哈哈07/05 23:06
5F推:小心喔06/28 05:57
7F推:新A嫂06/28 05:53
1F推:CIR is an affine yield model06/07 06:11
2F→:simulate 10-year ZC bond based on r(10) distribution06/07 06:12
3F→:is much easier.06/07 06:12
5F推:CIR model satisfies HJM no-arbitrage condition06/07 12:28
6F→:so you don't have to worry about that issue06/07 12:29
7F→:but somehow your simulation algorithm seems wrong to me.06/07 12:31
8F→:Probably you want to say a bit more about it.06/07 12:31
11F推:I think he wants to construct the whole term structure06/07 13:21
2F推:最近一大半的文章都是約打球 :)04/14 02:17
8F推:暑假會回去 呵呵04/15 10:22
3F推:小王加入Nats 可惜你早了一年來了 哈哈02/20 03:36
3F推:這週美國東岸 尤其是在Baltimore這邊02/11 05:55
4F→:創下了當地最大的雪量02/11 05:56
5F→:本來我要到加州跟家人團聚過個除夕02/11 05:56
6F→:看來飛機不飛的機會還蠻大的02/11 05:57
9F推:沒有放假啦 就過去一個週末02/11 08:30
10F推:恭喜 恭喜02/03 01:18
1F推:哄睡王是誰阿01/28 22:49