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assignmentutor-lab™ 为您的留学生涯保驾护航 在代写利率建模Interest Rate Modeling方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写利率建模Interest Rate Modeling代写方面经验极为丰富，各种代写利率建模Interest Rate Modeling相关的作业也就用不着说。

• Statistical Inference 统计推断
• Statistical Computing 统计计算
• (Generalized) Linear Models 广义线性模型
• Statistical Machine Learning 统计机器学习
• Longitudinal Data Analysis 纵向数据分析
• Foundations of Data Science 数据科学基础

A repurchasing agreement (repo) is very similar to an FRA, except that it requires collateral for borrowing, which typically takes the form of U.S. Treasury bonds or municipal bonds. Owing to the use of collateral, a repo is considered free of credit risk, and thus the interest rate implied by the repo price is essentially a riskless interest rate. Note that repos were invented first in U.S. capital market as a means of short-term financing, and they are not necessarily considered to be LIBOR instruments. Playing a role similar to FRAs for short-term borrowing/lending, repos enjoy high liquidity and thus deserve mentioning here.

Eurodollar futures contracts are perhaps the most popular futures contracts in the global capital markets. These contracts are traded on the International Monetary Market (IMM) of the Chicago Mercantile Exchange (CME) and the London International Financial Futures Exchanges (LIFFE). Underlying these futures contracts are the interest payments of threemonth Eurodollar CDs of one million dollars notional. Let $t$ be the current time, $T$ be the maturity of a Eurodollar futures, and $\Delta T=0.25$, then the simple interest for the $\mathrm{CD}$ (to be initiated at time $T$ ) will be
$$\ 1,000,000 \times \Delta T \times f_{\text {fut }}(t ; T, \Delta T),$$
where $f_{\text {fut }}(t ; T, \Delta T)$ is the annualized interest rate for the CD seen at time $t$. At the maturity of the futures contract, $t=T$, the futures rate will settle into the three-month $\operatorname{LIBOR}$ rate: $f_{\text {fut }}(T ; T, \Delta T)=f(T ; T, \Delta T)$.

Like most futures contracts, Eurodollar futures contracts are cash-settled and marked to market on a daily basis. There is no delivery of a cash instrument upon expiration because cash Eurodollar time deposits are not transferable. For an outstanding futures position, the marking-to-market value is
$$\ 1,000,000 \times \Delta T \times\left(f_{\text {fut }}(t+\Delta t ; T, \Delta T)-f_{\text {fut }}(t ; T, \Delta T)\right),$$

## 金融代写|利率建模代写Interest Rate Modeling代考|Swaptions

$$\operatorname{swap}\left(T ; T_m, T_n, K\right)^{+}=\max \left(\operatorname{swap}\left(T ; T_m, T_n, K\right), 0\right) .$$

$$R_{m, n}(t)=\frac{P\left(t, T_m\right)-P\left(t, T_n\right)}{\sum_{j-m}^{n-1} \Delta T_j P\left(t, T_{j+1}\right)},$$

$$P\left(T, T_m\right)=\sum_{j=m}^{n-1} \Delta T_j R_{m, n}(T) P\left(T, T_{j+1}\right)+P\left(T, T_n\right)$$

\begin{aligned} \operatorname{swap}\left(T ; T_m, T_n, K\right) &=P\left(T, T_m\right)-P\left(T, T_n\right)-\sum_{j=m}^{n-1} \Delta T_j K P\left(T, T_{j+1}\right) \ &=\left(\sum_{j=m}^{n-1} \Delta T_j P\left(T, T_{j+1}\right)\right)\left(R_{m, n}(T)-K\right) . \end{aligned}

## 有限元方法代写

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## MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中，其中问题和解决方案以熟悉的数学符号表示。典型用途包括：数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发，包括图形用户界面构建MATLAB 是一个交互式系统，其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题，尤其是那些具有矩阵和向量公式的问题，而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问，这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展，得到了许多用户的投入。在大学环境中，它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域，MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要，工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数（M 文件）的综合集合，可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。

assignmentutor™您的专属作业导师
assignmentutor™您的专属作业导师