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Chinese translation for "term structure of interest rates"

利率的期限结构

Related Translations:
interested:  adj.1.对…感兴趣的,有趣味的 (in)。2.有关系的,有份儿的,有利害关系的。3.为私利打算的,偏私的。短语和例子be interested in music 爱好音乐。 interested spectators 感兴趣的观众。 with an interested look 带着感兴趣的样子。 the interested parties 有关的当事人。 the
interests:  多种利益利益
interesting:  adj.引起兴趣的,有趣的。 in an interesting condition [situation] 〔英国〕有孕,有喜。 interesting conversation 有兴趣的谈话。adv.-ly
interest:  n.1.利害关系,利害;〔常pl.〕 利益。2.趣味;感兴趣的事。3.兴趣,关注;爱好。4.重要性;势力;影响。5.利息;利率。6.权利;股份,所有权;事业;财产。7.行业。短语和例子the public interests 公众利益。 It is to your interest to give up smoking. 戒烟对你有好处。 Know one's own in
Example Sentences:
1.Estimating a benchmark term structure of interest rates for mainland china
中国基准利率曲线的估计
2.Empirical study on the expectations hypothesis of the term structure of interest rate
我国利率期限结构预期假设的实证研究
3.Estimation methods for term structure of interests rates and its application in interest swap pricing
期限结构估测法及其在利率互换定价中的应用
4.The pricing of interest rate swap is mainly influenced by term structure of interest rate in money market
摘要利率互换定价主要是受到金融市场利率期限结构的影响。
5.Introducing the credit risk and term structure of interest rate into the existing binomial - tree pricing model , a binomial - tree pricing model is set up in terms of stock price and interest rate as two target variables or factors
摘要将信用风险、利率期限结构引入到二叉树定价模型中,建立以股价和利率为标的变量的二叉树定价模型。
6.Finally , in consideration of volatility of both firm market value and term structure of interest rate ad the correalation between them , the thesis deduced black - scholes double - factors option pricing model . at the same time , the thesis also compared and analyzed the consistency and difference between convertible bond theoretical pricing and practical pricing , it afforded theories analysis and substantial evidence method for publisher design issue - caluses and investor make choice of investment strategy
最后推导可转换债券的双因素期权定价模型,采用matlab6 . 5工程软件对模型进行模拟计算并进行了实证分析,为发行人发行可转换债券的条款设计和投资者选择如何投资可转换债券提供了理论分析和实证方法。
7.The research of term structure of interest rates can give the pricing foundation of the capital market , and promote bond market ’ s development , enrich central bank ’ s control instruments , boost interest rate ’ s floating , advance finance institutions ’ abilities of risk control , and at last make the financial system more steady
对利率期限结构的研究可以为市场提供定价基础、促进债券市场的发展和完善、丰富央行调控工具和加强央行调控能力、促进利率市场化、提升金融机构的投资管理与风险控制水平,最终提升金融系统的稳定性。
8.This paper did a research review of interest rate term structure from five aspects . these aspects are : hypothesis on formation of term structure ; static estimation of term structure , microanalysis on the shape of term structure , dynamic models of term structure , and the empirical tests of dynamic models . based on these review , this paper discussed some future research for the term structure of interest rate
对目前利率期限结构的研究状况进行一个评述性的研究,从5个方面介绍和分析了国内外有关利率期限结构的研究.这5个方面包括:利率期限结构形成假设;利率期限结构静态估计;利率期限结构自身形态的微观分析;利率期限结构动态模型;利率期限结构动态模型的实证检验.在文献回顾的基础上,还对利率期限结构未来的研究方向进行了探讨
9.In the light of the data of american treasury bill earning rate and interest rate swap , in combination of our country ' s data of treasury bill earning rate , the term structure of interest rate is simulated by using nonparametric support vector machine forecasting model , and on the basis of this , a systemic method of interest rate swap pricing is formulated by using support vector machine method to estimate fixed interest rate of swap
依据美国国库券收益率和互换利率数据,结合我国国库券收益率数据,采用非参数的支持向量机预测模型模拟出利率期限结构;在已知利率期限结构的基础之上,采用支持向量机的方法模拟估计出利率互换的固定利率,从而构造出一种系统的利率互换定价方法。
10.Chapter three analyses the suitable pricing model of our country ' s mbs , and by studying secular trend and fluctuation of risk free interest rate and the term structure of interest rate of national debt , i propose an option model based on floating interest rate mbs which will be issued in our country . next , cash flow current value method is used to carry out the empirical test
第三章分析了适合我国住房抵押支持证券的定价模型,通过研究我国无风险利率长期趋势值、波动性以及国债利率期限结构,提出我国发行浮动利率抵押支持证券的期权定价模型,并应用现金流现值定价法对我国发行固定利率住房抵押传递证券的定价进行实例分析。
Similar Words:
"term share" Chinese translation, "term shares" Chinese translation, "term sheet" Chinese translation, "term splitting" Chinese translation, "term structure" Chinese translation, "term stucture of interest rate" Chinese translation, "term swa irs" Chinese translation, "term swairs" Chinese translation, "term symbol" Chinese translation, "term syntax" Chinese translation