并通过无风险利率与到期期限之间的函数关系来确定无风险利率的期限结构。
The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature.
我们先讲贴现债券，然后是附息债券，再讲讲利率的期限结构，以及为什么要有利率？
We're talking about discount bonds, and then coupon-carrying bonds, and then talk about the term structure of interest rates and why we have interest rates.
一年期国债利率的期限结构图，现在没有了，但你们看过了，一年期和两年期的国债利率。
I showed you a one-year Treasury bill rate for right now — that's not right now, but you can see I have a one-year and a two-year Treasury bill rate.
在发达的金融市场上，回购利率的期限结构服从纯预期假设，无论从经济意义上还是从统计意义上来说风险溢酬都不显著。
In the developed financial markets, the term structure of repo rate follows pure expectation hypothesis, and risk premium is not significant both economically and statistically.
这是今年早些时候的图形，当时联邦利率徘徊在4%，但期限结构，在此处急转直下之后又开始掉头向上。
Look how — this is as of earlier this year; the Federal Funds Rate was at around 4% and it has this huge drop in the term structure and then it starts the upward-sloping.
这意味着,在最简单的利率期限结构理论,即利率期限结构的预期理论中
That means, in the simplest-- it's called the expectations theory of the term structure.
利率期限结构理论就是，怎样由不同的期限，产生不同的利率？
The theory of the term structure is the theory of how interest rates differ according to maturity or term.
他提出，我们不应该认为，他在书中写道，对于利率期限结构，最简略的概括，是远期利率等于未来利率的期望值。
He said that we shouldn't think that the — the simplest story of the term structure of interest rates, which he expounded there, is that forward rates equal expected future interest rates.
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。
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."
无论对于经济和金融理论，还是对于固定收益产品的定价，利率期限结构都是一个核心概念。
Interest rate term structure is a core concept, not only in the economics and finance theories, but also in the pricing of fixed-income products.
企业可转换债券既是企业市场价值的或有债权，又是利率及其期限结构的或有债权。
Convertible bond is the contingent claim not only of the firm value, but also of interest rate and its term structure.
本文采用主成分分析的方法对我国的利率期限结构进行了研究。
This paper analyzes principal components constructing the term structure of interest rates in China.
样条法在利率期限结构的拟合精度、曲线光滑性及平稳性方面的综合效果最好。
The result also reveals that B-spline model performs better than other models integralively in precision of fitting prices, curve smoothness and stability.
这句话这样翻译对不“实际利率期限结构通常是上升的。”
The term structure of real interest rates is normally ascending.
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。
The interest rate term structure theory and model is one of the most challenging topics in the financial research.
首先，本文讨论了传统的利率期限结构理论和国内外利率期限结构理论的最新研究进展情况。
Firstly, the author analyzes the traditional term structure models of interest rate and reviews the latest development in this field.
利率期限结构描述了不同期限零息债券的收益率及其与到期期限之间关系。
The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity.
利率期限结构的估计在金融研究中有着重要的地位，它是资产定价、金融产品设计、保值和风险管理的基准。
The estimation of interest rate of term structure has an important estate in financial research, for it is the benchmark for asset pricing, financial products design, hedging and risk management.
在CKLS模型的基础上，我们提出了一个加入跳跃过程的单因子利率期限结构模型。
Based on CKLS, we develop a new one-factor term structure of interest rates, which allows for jumps in interest rates.
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。
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.
利率期限结构是指在某个时点上具有相同的风险和流动性，不同期限的利率所组成的一条利率曲线。
ABSTRACT The interest rate term structure is the curve formed by interest rates of the same risk and liquidity, but the different maturities at any point.
利率期限结构反映的是利率和到期期限之间的关系。
The term structure reflects the relationship between interest rate and maturity.
从严格的数学意义上描述了利率期限结构，讨论了不同结构之间的关系，并给出了不同利率期限结构理论的使用准则．。
The terms structure of interest rate are mathematically described. The relationship between different kinds of structures and some criterion in applications discussed in this paper.
所谓利率期限下，就是指对不同时点的整个国债市场利率期限结构的分析和估计。
So-called the interest rate term structure in the paper, is the different term structural analysis and estimation in government debt bond market.
利率期限结构研究不同期限国债即期利率与到期期限之间的关系。
The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.
鉴于此，本文将密切联系中国债券市场的实际，在借鉴国外研究成果的基础上，对中国国债的利率期限结构进行研究。
Considering of the latest researches in the world, this thesis focuses on the term structure of interest rates behavior in the Chinese bond market.
本文简单地阐述了传统的利率期限结构理论，通过连续复利的方式获得了我国国债的到期收益率。
This paper simply illustrates traditional theory of term structure of interest rate, and obtains the yield to maturity of our country 's national debt through the method of continuous compounding.
本文简单地阐述了传统的利率期限结构理论，通过连续复利的方式获得了我国国债的到期收益率。
This paper simply illustrates traditional theory of term structure of interest rate, and obtains the yield to maturity of our country 's national debt through the method of continuous compounding.
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