...approach),即根据几个基本的即期利率逐步推导出各期的即期利率。详见链接:附息票债券的息票剥离。3.远期利率(forward rate)是指在将来某个时刻开始起息的一定期限的利率,表示投资者对将来利率的预期,与即期利率是相对的概念。
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mt连续复利:如果连续计算复利,则t年的利率为:eSt t 远期利率(Forward Rate)远期利率(forward interest rate)是由当前即期利率隐含的将来某一期限的收益率。是现在确定的在将来两个时间之间的货币的利率。
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即期利率(spot rate of interest)与远期利率(forward rate of interest)是其中的一对重 要概念。 即期利率是指对不同期限的债权债务所标示的利率。
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远期利率协议 forward rate agreement ; FRA ; Forwardrateagreements ; Agreement of Forward Interest Rate
远期利率协定 FRAS
远期利率合约 Forward Rate Agreement ; FRA
远期利率协约 Forward Rate Agreement ; FRA ; Forward d Rate Agreement
远期利率和谈 Forward Rate Agreement ; FRA
远期利率契约 Forward Rate Agreement ; forward rate arrangement ; FRA
普通远期利率协议 Plain Vanilla FRA
远期利率曲线 Forward Rate Curve
远期利率标准化文件 FRABBA
·2,447,543篇论文数据,部分数据来源于NoteExpress
即远期利率等于未来即期利率的期望值。
一个是远期利率,另一个是通胀指数化利率。
One of them is the forward rate and the other one is inflation indexed interest rates.
我给他写了一封信,问他是否提出了“远期利率”?
I wrote him a letter and I said, basically, did you invent forward rates?
I thought I would describe forward rates in terms of the coffee hour at The London School of Economics in the '20s.
我也许应该用20年代伦敦政经,咖啡时间的情形来描述远期利率
I asked my graduate student research assistant to research the whole literature and find out where did the word forward rate come from.
我让我的助研去查找,所有相关文献,试图找到,谁最先提出了远期利率的概念
The difference between those two somehow reflects what interest rates will be between one and two.
两者之间的差异在一定程度上反映了,第一年后开始的一年期远期利率
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