商业银行所面临着四种主要的利率风险：重新定价风险、基本点风险、选择权风险、收益曲线风险。
The commercial Banks face four kinds of main interest: Fix the price risk, basic point risk, option risk, yield curve risk.
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 presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
推行利率市场化，必然会给商业银行带来选择权、再定价、信用、市场竞争、经营道德等风险。
The marketing of interest rate will inevitably bring the commercial Banks the risk of option, fixing the price again, credit, market competition and the morality of operation.
应用推荐