问题如下图:
选项:
A.
B.
C.
D.
解释:
请问题中所提的black-karasinski是什么模型?讲义中好像未提过老师好,请问题干提到的B-K mol, 指的就是Mol 4 LognormMol吗?
The mol proces interest rate tree this recombining when the variable is manipulate The mol is time-varying anmean-reverting with a slow speeof austment. The mol is time-varying anmean-reverting with a fast speeof austment. A feature of the time-varying, mean-reverting lognormmol is thit will not recombine naturally. Rather, the time intervals between interest rate changes are recalibrateto forthe nos to recombine. The generic mol makes no prection on the speeof the mereversion austment. B里这个 mainpulate什么意思啊?
为什么选B呢?
这题题目选什么呀?还是没看懂
请问这题是什么意思?没看懂。。