单因素模型

Ingersoll首先把B-S定价公式应用到了可转债的定价中，并且得到了可转债的闭式解，并且以公司价值为基础变量，建立了单因素模型。

First of all the BS pricing formula Ingersoll Queen to the pricing of convertible bonds and convertible bonds have been closed form solution , and the value of the company based variables , the single factor model .

讨论了采用渐进的方法的渐进单因素模型具有对工具的资本要求组合不变性的两个条件，并给出了利用系统风险的分布代替违约损失分布进行在险价值（VaR）的计算方法。

This thesis discusses that the asymptotic one-factor model have the necessary conditions which make it has the character of portfolio-invariant capital charges , and it give a method of VaR calculation that uses the loss distribution of systematic risk instead of the distribution of default loss .

结果发现，在单因素模型中，CKLS模型相对于CIR等其它单因素模型能较好的描述金融市场短期利率的变化。

As a result , the author finds that CKLS model is the optimal one of the various single-factor models , which describes the behavior of interest rate in financial market more effectively than other single-factor models .

多因素模型比单因素模型预测效果精确，应该采用多因素模型预测贮藏时间和贮藏寿命。

It should take the multi-element model to predict the storage time and the storage life .

第四章侧重于单因素模型下可转换债券的最优转换边界及定价分析，运用偏微分方程理论中基本解的思想，对可转换债券的美式自由边界问题进行探讨。

Fourthly , we stick to the pricing and the optimal convert boundary under the one-factor model .

将单因素模型和蒙特卡罗模拟应用于我国商业银行组合信用风险度量的具体实践；

The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk .

多因素模型能够较好的弥补单因素模型的缺陷，但通常很难求解。

Multi-factors models can make up to the shorts of single factor , but it is difficult to be resolved .

在考虑商品的便利收益情况下，探讨了商品互换及其期权的定价.对价格是随机的情形建立了单因素模型；

This paper explores the pricing of commodity swaps and options on commodity swaps in the presence of convenience yields .

单只股票的价格相对于大盘变动富有弹性，股票投资收益将因宏观经济因素的不同而表现出波动性，单因素模型（单指数模型）并不能很好地反映股票价格的变动。

The return presents fluctuation with macro-economy factors and single-index model cannot reflect the change of stock price . 4 .

进而阐述转债定价模型的发展主要经历了三个过程：单因素模型，双因素模型，信用风险模型；

Secondly , to describe the development of convertible bond pricing model , which includes three procedures : one factor pricing model , two factors pricing model and credit risk pricing model ;

在分析当前几个主要的模型的特点和缺陷的基础上，重点研究了新巴塞尔资本协议中基于评级的内部方法的基础，即用单因素模型与信用风险模型相结合。

Based on analysis of several main models , this thesis mainly study the foundation of IRB method in new Basel Accord , i.e. combining one factor model with model of portfolio credit risk .

这两大类模型中的单因素模型容易分析以及使用方便，但其缺陷是很难拟合观测到的收益曲线以及利率波动。

These two types of single-factor model of the model analysis , and easy to use , but its defect is very difficult to fit the observed yield curve , as well as fluctuations in interest rates .

单因素模型认为，股票的收益率可以由系统风险和非系统风险联合解释，但它把系统风险限制在一个因素（如市场指数）当中。

The single-factor model thinks , the rate of return of the stock can be explained with system risk and none system risk together , but it limits the system risk in a factor ( such as market index ) .

根据新巴塞尔协议的规定，商业银行监管资本主要取决于违约率、特定违约损失率、违约风险敞口和期限等因素。新巴塞尔协议提供的内部评级系统模型是单因素模型。

According to the prescription of the new Basel , the regulatory capital of commercial bank mostly lies on the following factors : the probability of default , the loss of given default , exposure on default and effective maturity .

本文首先介绍了资产组合理论的基本概念，如风险、收益、分散化、相关等，然后给出资产组合的三种主要模型：马克维茨模型、单因素模型和多因素模型。

At first we describes some primary concepts such as risk , return , correlation about modern investment theory , Then we focuses on three leading models in portfolio theory : the Markowitz model , the Single-Factor model , and Multifactor models .

本文第四章研究了采用基于ARMA的单因素预测模型与多元线性回归模型相结合的预警模型进行舆情预警。

Here we make a study of applying ARMA-based forecasting model combining with multiple linear regression model in public opinion early warning system in chapter 4 of this paper .

二是BT项目回购基价调整因素按承担主体不同分为三类。三是运用单因素套利模型预测BT项目投资回报率更为合理。

Second , the BT project repo base price adjustment factors assume different subjects divided into three categories . Third , the use of single-factor arbitrage model BT is more reasonable in rate of return on investment prediction .

经单因素Cox模型分析，与预后有关的因子有：淋巴转移、血道转移、直接蔓延、残存病灶、临床分期、血红蛋白值（P<005）；

In univariate analysis of Cox model , the factors related to the prognosis of ovarian carcinoma are metastasis of lymph nodes and vascular stream , local infiltration , residual cancer remaining after surgery , the clinical stage and the value of blood hemoglobin ( P < 0 05 ) .

对我国证券投资基金绩效的实证分析&单因素评价模型

An Empirical Analysis of China 's Security Investment Funds

单因素利率模型的实证比较&基于模拟定价的视角

Empirical Study and Comparison of the Single-factor Models & Based on the Virtual Pricing Perspective

将可转换债券视为写在股票价格上的衍生资产，建立了可转换债券的单因素定价模型。

The first one is the single factor model , in which convertible bond is regarded as the derivative of underlying stock .

然后在对可转换债券的基本理论与特征分析的基础上分别介绍了只考虑股票价格的单因素定价模型、有股票分红情况下的单因素模型。

On the basic of analyzing the characters and theories , the paper gives the single-factor pricing model by stock price without bonus and with bonus .

瑞文标准推理测验结果的解释依赖一个单因素测量模型，只能给被试提供智力的等级，不可能提供针对性的诊断信息，无法准确地解释个体差异。

The result interpretation of Raven standard reasoning test depends on a measurement model of single factor , it is impossible to explain accurately individual differences and provide interviewee with diagnostic information .

在职业接触评价中，单因素随机模型可用于评价工人接触均值超过职业接触限值的概率。

A unbalanced one-way random model is considered for assessing the proportion of workers whose mean exposure exceed the occupational exposure limit ( OEL ) based on exposure measurements to the worker .

研究表明，单因素决定模型适用于个别参评因子超标过大，评价出发点为希望体现单因素否决的情况；

The study indicates : the single factor deciding model is applicable in the situation that individual evaluation factor is overproof and the evaluation aim is to externalize the principle of single factor rejection ;

本研究的主要目的在于，运用认知心理学和心理测量学的研究成果，对瑞文标准推理测验的因素结构进行重构，完善其原来的单因素结构模型。

The main aim is to make use of research accomplishment of cognitive psychology and psychological measurement to rebuild the factors structure of Raven standard reasoning test , to improve the structure of its original single-factor model .

单因素预测模型中包括的主要岩石材料参数有岩石单轴抗压强度、抗拉强度及岩石的总硬度；

The single factor prediction model only utilizes one parameter of the rock material properties , such as rock uniaxial compressive strength , Brazilian tensile strength or the total hardness , to predict the TBM penetration rate .

通过建立侵蚀土壤质量单因素评价模型和综合评价模型，选出了黄土丘陵区适宜的侵蚀土壤质量评价方法，定量评价了该区土地利用方式对土壤质量的影响。

Through establishing single factor and integrated assessment models , suitable assessment method for erosion soil quality on hilly Loess Plateau was selected . Quantitative assessments of soil qualities in different land utilization types was also performed in this paper .

结合CAPM理论下的单因素绩效评价模型，以及择时选股能力评价模型，可以对我国证券投资基金进行实证分析。

One-factor performance evaluation model with CAPM theory and investment timing evaluation model are utilized in this paper to practically analyze securities investment funds around China .

统计方法包括：统计描述，Cox比例风险模型，x~2检验，单因素Logistic回归模型，多因素Logistic回归模型。

Blood samples were collected and tested for HIV , HBsAg , HCV and syphilis infection . ( 2 ) Statistical methods included descriptive statistics , Cox proportional hazard regression model , Chi-square tests , univariate and multivariate Logistic regression model .