The highlight of this article is that based on several famous interest rate models, a new general model is proposed whose drift can be linear and nonlinear.
本文的突出特色表现为：在多个著名利率模型的基础上，提出了一个新的一般模型，其漂移项涵盖了线性和非线性两种形式。
This article demonstrates that hyperbolic model is the most suitable single-factor interest rate model to describe the dynamics of Chinese money market interest rates.
本文论证了双曲模型是描述中国货币市场利率动态变化的最佳单因子利率模型。
The model suggests that even with lower interest rates, America's growth rate could slow by more than a percentage point next year.
这个模型表明即使利率下降了，明年美国的经济增长率下降也会超过一个百分点。
The Fed's basic model suggests that about 14% of the impact of any interest-rate change on the economy is transmitted via housing markets.
美联储的基础模型表明的利率政策变动对经济的冲击大约有14%通过房地产市场来传递.
This is the “loanable funds” model of the interest rate, which is in every textbook, mine included. It looks like this
这就是出现在几乎每一本教科书里的利率的“可贷资金”模型，我写的书也不例外。
Based on the model, we can calculate the maximum insurance interest accurately and treat it as the basis of calculating rate.
基于该模型，我们能够准确计算最大保险利益并以此作为费率测算的依据。
After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。
The impact of interest rate on the balance of a foundation in its model of income and expenditure will depend on the influence of interest rate on the foundation's income and its expenditure.
利率对某种基金收支模式的基金平衡的影响取决于利率对基金收入的影响和利率对基金支出的影响的和的影响。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
The financial leasing corporation usually use interest rate exposure to manage the interest rate risk although there are some problems in the exercise of duration model.
金融租赁公司的久期缺口分析是利用久期管理利率风险的主要方法，但久期模型运用中也存在着诸如久期对称成本高、利率风险免疫动态性及凸性等问题。
Meanwhile a user's knowledge model which is found on one's interest in special domain is constructed to provide personal services and improve the accuracy rate of web searching.
同时本文还研究、构建了基于专业兴趣度的用户知识模型，为用户提供个性化服务，提高系统的智能性。
As to the ability for explanatory power of short-term interest rate and that for capturing conditional volatility, there are remarkably differences among each model.
就模型对短期利率变化的解释能力和捕捉利率波动的能力而言，各模型也存在着显著的差异。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
This paper concentrates on life insurance model with stochastic rate of interest, we discuss the properties of average claim amount in a portfolio of policies.
本文针对随机利率寿险模型，考虑一保单组的平均给付额的性质。
Calculation case shows that in the given initial value and restraints, convexity gap model can lessen the exposure position of interest rate risk and increase yields.
计算实例表明，凸度缺口模型对于给定的初始值和约束条件，可以较好地减少利率风险的暴露头寸和提高收益；
Interest rate risk management for commercial Banks with embedded option is investigated based on the convexity gap model in this paper.
研究基于凸度缺口模型的具有隐含期权的商业银行利率风险管理问题。
The interest rate term structure theory and model is one of the most challenging topics in the financial research.
利率期限结构的理论和模型是金融研究中最具挑战性的课题之一。
For better understanding of the dynamics short-term interest rates, the paper establishes a basic model of term structure for China's interbank offered rate.
为了更好的描述我国短期利率的动态特性，本文以我国同业拆借利率作为研究对象，构造了我国同业拆借利率期限结构的基础模型。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
Chapter Three investigates the ruin probability of a discrete time risk model under constant interest rate with heavy tails.
第三章讨论常利率下一类大额索赔离散风险模型的破产概率估计。
Secondly, debt maturity structure model is constructed under constant interest rate based on expanded model, financial repression theory and debt maturity theory.
其次，扩展模型的基础上结合金融抑制理论与债务期限结构理论，构建了固定利率下的债务期限模型。
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
This model is used by borrowers who arelooking for a loan with a lower interest rate than the one they can get from abank.
采用这种模式的是寻求低于银行利息贷款的借款者。
We extend the traditional constant interest rate reserve model in life insurance with premium paid each year until death.
针对按年缴费的终身寿险模型，改进传统的常值利率的准备金模型。
In order to calculate the life insurance rate in condition of multiple interest rates, a linear programming model was established according to the principle of equivalence.
在实际社会中存在着多种多样的利率，为了能够在多种利率条件下测算寿险费率，本文根据收支相等原则建立了一个线性规划模型。
In order to calculate the life insurance rate in condition of multiple interest rates, a linear programming model was established according to the principle of equivalence.
在实际社会中存在着多种多样的利率，为了能够在多种利率条件下测算寿险费率，本文根据收支相等原则建立了一个线性规划模型。
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