信用违约互换 meaning in English
credit default swap
Examples
- Tax - efficient portfolio optimization 10 40 ucits constraints supported . specialized hedge fund risk models and analysis - for hedge funds statistical risk models hedging tools for equities , corporate bonds , convertibles , cdss , futures , etfs , options , etc
统计的风险模型与对冲工具，适用于股票企业债券可转换债券信用违约互换cdss期货交易所交易基金etfs及期权。 - Finally , based on the analysis of the reality in china , the paper proposes that we ’ d better choose credit default swap as the first instrument to put into practice , and discusses the pricing of credit default swap in details . in addition , this paper gives many suggestions for developing credit derivatives
这篇论文旨在将信用衍生产品这一新技术和新产品引入我国,密切结合我国的实际情况,对我国开发信用衍生产品提出了一些建议,着重讨论了信用违约互换在我国的应用及其定价技术。 - Introduced several kinds of commonly used credit derivatives systematically , discussed the related questions about the credit derivatives market , and proposed several advices about how to establish the credit derivatives market in our country . considering that credit risk and market risk is well correlated , gave the pricing model of credit default swap based on the cox process
研究了几种常用信用衍生产品的结构形式以及信用衍生产品市场的相关问题,提出了建立我国信用衍生产品市场的有关建议;基于信用风险和市场风险密切相关,提出了基于cox过程的信用违约互换定价模型。