Now, I want to talk about the term structure of interest rates and that's my next plot here.
接下来我要讲利率期限结构,下一张图是
This paper analyzes principal components constructing the term structure of interest rates in China.
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。
The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.
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。
Based on CKLS, we develop a new one-factor term structure of interest rates, which allows for jumps in interest rates.
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。
This dissertation's research on the term structure of interest rate can be separated into two parts: static state and dynamic state.
本文对利率期限结构的实证研究主要分为静态研究和动态研究两个方面。
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。
As the interest rate changes more frequently, modeling the term structure of interest rates and constructing a yield curve become more important.
因此，如何对利率期限结构进行建模，拟合出一条可靠、完整的收益率曲线变得越来越重要。
Considering of the latest researches in the world, this thesis focuses on the term structure of interest rates behavior in the Chinese bond market.
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。
This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates.
本文简要地阐述了利率期限结构理论，并对国内外的有关利率期限结构的模型进行了评述。
And the model estimation of term structure of interest rates is the foundation and key link for the theoretical and empirical research on interest rates.
而利率期限结构的模型估计又是利率理论研究和实证工作的基础和关键环节。
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.
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？
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。
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外，结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
Treasury notes term structure of interest rate, that is the yield of Treasury notes with expire the relation of the term, also be called the yield curve of Treasury notes.
国债利率期限结构，即指国债收益率与到期期限的关系，也称为国债收益率曲线。
Term structure of interest rate reflect the association of interest rates which has different maturities. Yield curve is the static depict of term structure of interest rate.
利率期限结构反映了不同期限的利率之间的关系，收益率曲线是利率期限结构的静态描述。
Meanwhile, in the light of the shape and features of term structure of interest rate of China's national debt, the authors illustrate it with traditional theory of term struc...
同时，根据我国国债利率期限结构的形状和特点，用传统的利率期限结构理论对其进行理论说明，并指出国债产品设计与定价上的问题与改进建议。
The value of interest rate, which is the price of funds, is different with the fund's maturity, and the term structure of interest rate is the combination of those different values.
作为资金价格的利率水平因期限不同而异，这种关系就是我们所要研究的利率期限结构。
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.
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。
The theories and models on term structure of interest rates are one of the most challenging works in finance research and an important fundamental branch in financial engineering field.
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，也是目前金融工程领域的一项十分重要的基础性研究工作。
Considering the influence of the risk-free interest rate's random fluctuations on convertible bonds, the thesis USES the term structure of interest rates, which is derived by the cubic polynomial.
考虑到无风险利率的随机波动对可转债价值的影响，文章采用了利率期限结构，利用三次多项式来推导。
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。
First, the fault-free term structure of interest rates (TSIR) is induced by the spline function model for the samples of treasury bonds from Shanghai Stock Exchange(SSE), and its validity is verified.
选取上海证券交易所国债，基于样条函数模型推导出无违约利率期限结构，进行有效性检验；
First, the fault-free term structure of interest rates (TSIR) is induced by the spline function model for the samples of treasury bonds from Shanghai Stock Exchange(SSE), and its validity is verified.
选取上海证券交易所国债，基于样条函数模型推导出无违约利率期限结构，进行有效性检验；
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