与 «RUDU»相关的马来语书籍
在以下的参考文献中发现
rudu的用法。与
rudu相关的书籍以及同一来源的简短摘要提供其在 马来语文献中的使用情境。
1
An Elementary Introduction to Stochastic Interest Rate ... - Halaman 25
Proposition 2.2. Given F G L2(Q), let exp (— ftT rsds) 771: I UtSt gt) exp (— ftT rudu) lEQ[F|]-'t] — 17.5. G I A , 0 g t g T. t Then the portfolio (nt, §t)t€[O,T] is self-financing, and letting ViIQAiIUiSi, OgtgTfl we have T V} I exp (—/ rudu) IEQIFLEI, ...
2
Statistical Tools for Finance and Insurance - Halaman 208
exp - / rudu \V(t + h, rt+h) - V Jt ) Finally, the expected value of the cash flows to be paid for a mortgage not prepaid on the interval [t, t + h] equals to f } ( f \ ( ft+h \ I E < / exp - / rudu I 0ds + exp - / rudu \V (t + h, rt+h) > • [Jt \ Jt \ Jt ) } Not prepaying ...
Pavel Čižek, Wolfgang Härdle, Rafał Weron, 2005
3
Stochastic Financial Models - Halaman 166
Firstly, when (6.1) holds then, since ∫ s 0 Rudu is known given Fs, Zs;t D e ∫ s0 RuduE [ e ∫ ts Rudu ∣ ∣ ∣ Fs ] D E [ e ∫ t0 Rudu ∣ ∣ ∣ Fs ] (6.2) and so for fixedt, fZs;t ;Fs;06 s 6tgis a martingale. Conversely, when the process fZs;t ;Fs ;0 ...
4
Stochastic Models in Life Insurance - Halaman 128
Lemma 9.4.6 s B, (S) = EQ1 |*-/ rudu) o • t Proof We set s 1 S. Šts = expe/ X d'W – # / X" Adu). t t One can calculate the expectation of this, and it turns out to be E Pl |St.T. = 1 for t = T. Furthermore, we know that EQ1 |*- / rudu) o t = E |*-/ rudu)SO.
5
Séminaire de Probabilités XLI - Jilid 1934 - Halaman 171
for x > 2t, we ' yy ' yy ' ; \x-t\a \x\a ~ ' have ,n ( 1 1 g (x) = -a |x-t|a+l \x\a+l \x\a+1 - \X - t\a+1 |x|a+l|x_i|a + l ' So |q'(x)| < K -. — n : — r~r < K— tt, — , and 1 Wl _ |x||x-t|Q+1 ~ x2+al -R g{x) - / g(s)exp{- \ rudu}rsds rR < g(x) ( 1 - / exp {- / rudu}rs ds R rR ...
Catherine Donati-Martin, Alain Rouault, Christophe Stricker, 2008
6
Theory of Stochastic Differential Equations with Jumps and ...
Proof. Applying Ito's formula (Theorem 187) to the above xt we find that P — a.s. dxt = х0сг(ехр[/0' rsds\) + d/J exp[/s* rudu\-nsasdws\ = rtx0 exp[/0 rsds]dt + Trto-tdwt -f rtdt /Q exp[/s rudu\-nsasdws = r([exp[/0 rsds]x0 + /o exp[/s rudu]nsasdws]dt + ...
7
Market Risk and Financial Markets Modeling: Perm Winter ...
Then so BTt = exp ( − ∫ Tt rudu ) the forward price is ForTt = S tBT t = exp (∫ T t rudu. ) St The futures price in a nonrandom interest rate case is FutTt = EQ [ST |Ft (∫ ] = exp T 0 rudu ) .EQ [ exp ( − ∫ T 0 rudu ) ST|Ft ] = exp (∫ T 0 rudu ) .
Didier Sornette, Sergey Ivliev, Hilary Woodard, 2012
8
Risk Analysis in Finance and Insurance - Halaman 100
Jo / aT \ fT tT ru rudu)=r0 e~^du + a \ e-«u-s> dsdu, / Jo Jo Jo aT' \ fT' rT' fu rudu)=r0 e~0udu + a I e~^u- ) Jo Jo Jo aT \ fT / fT \ 2 rudu}=^ ( e-^u-^du] ds, / J() \Js / aT' \ fT' / fT' \ 2 rudu) =72 / / e-^u-^du) ds , / Jo \Js / ., I rudu\=^ I e-^T'-^f e~ Jo ' Jo Js ...
9
Basic Stochastic Processes - Halaman 285
CT Ce = [7.26] Conversely, given the value of C(T), we can compute the present value or the market value at time t by the following relation: () ()() . t T t rudu CtCTe + −= [7.27] For the particular case of a constant function for r: ()rt δ = , relation ...
Pierre Devolder, Jacques Janssen, Raimondo Manca, 2015
10
Reliability and Risk: A Bayesian Perspective - Halaman 79
The aim of this section is to interpret the quantity Ht in a manner that provides some insight into the relationship Ft =exp−Ht. We start with the remark that since rudu is approximately the conditional probability that an item of age u will fail in the ...
Nozer D. Singpurwalla, 2006
