Term Structure of Interest Rate 期限结构 ; [金融] 利率期限结构 ; 利率的期限结构
Risk structure of interest rate 利率的风险结构 ; 债券利率风险结构 ; 利率风险结构
structure model of interest rate 利率期限结构模型
Term structure of interest rate, which is also called the yield curve, plots a set of yield to maturity of the zero-coupon bonds with different maturities.
利率期限结构,又称为收益率曲线,是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。
Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
利率期限结构分析是资产定价、金融产品设计、保值和风险管理、套利等的基础。
The different term structure of interest rate estimated by different institutions through various models will be compared by their pricing accuracy respectively.
而不同机构用不同方法估计出的利率期限结构将以其市场代表性及定价功能为评判优劣的标准。
Forward rates I wrote a survey article years ago about the term structure of interest rates and I wanted to find out who was the originator of the term "forward rate."
远期利率,很多年前我写过一篇,研究利率期限结构的文章,我想知道谁是"远期利率"这个词的创始人
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