结果表明,所提出的风险免疫策略能有效地防范和控制无违约债券的利率风险。
The results show that the strategy of risk immunization proposed in this paper is very effective at the interest risk management of the default-free bond.
针对嵌入期权的影响,探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
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