{"title":"基于随机利率模型的资产组合利率风险评估及其在非到期存款中的应用","authors":"Yukio Muromachi","doi":"10.15807/torsj.64.46","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"EVALUATION OF INTEREST RATE RISK OF A PORTFOLIO BY A STOCHASTIC INTEREST RATE MODEL WITH A RESIME SWITCHING PROPERTY AND ITS APPLICATION TO NON-MATURITY DEPOSITS\",\"authors\":\"Yukio Muromachi\",\"doi\":\"10.15807/torsj.64.46\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":309425,\"journal\":{\"name\":\"Transactions of the Operations Research Society of Japan\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Transactions of the Operations Research Society of Japan\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15807/torsj.64.46\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Transactions of the Operations Research Society of Japan","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15807/torsj.64.46","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
EVALUATION OF INTEREST RATE RISK OF A PORTFOLIO BY A STOCHASTIC INTEREST RATE MODEL WITH A RESIME SWITCHING PROPERTY AND ITS APPLICATION TO NON-MATURITY DEPOSITS