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—Based on the classical regression model, time-varying coefficient model, unit root, co-integration, Granger causality test, VAR, impulse response and variance decomposition, the dynamic relationship between prices of natural rubber futures in China and Japan has been researched systematically. The following conclusions are gotten through empirical… (More)
—Static and dynamic term structure model of interest rates are studied according to the need for using. As for the static model, exponential splines model is studied and every cash flow of the project is discounted relatively accurately by getting the model of discount rate. As for the dynamic model, a basic model is studied, and the option pricing formula… (More)