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。
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。
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.
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。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
We can simplify the analysis of the change of interest rate curve by using the PCA(principal(components) analysis), and get better known to the term structure of the interest rates.
文章认为运用主成分分析方法能极大地简化对利率曲线变化的分析，便于准确了解利率曲线结构变动的模式。
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。
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.
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。
They have various problems in such respects as term structure of credit, interest rate leverage, interest rate risk control, business variety and bank personnel quality.
就我国商业银行自身而言，在信贷期限结构、利率杠杆作用、利率风险控制、信贷业务种类、银行人员素质等方面存在各种各样的问题。
Convertible bond is the contingent claim not only of the firm value, but also of interest rate and its term structure.
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。
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。
The interest rate term structure theory and model is one of the most challenging topics in the financial research.
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。
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.
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。
Taking the prevailing interest rate term structure as benchmark, an approach was discussed for MBS pricing, based on the interest rate paths generated in the method of Monte Carlo.
以市场现行利率期限结构为基准，用蒙特卡罗方法生成利率路径，为房产抵押贷款证券定价。
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。
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。
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。
Firstly, the author analyzes the traditional term structure models of interest rate and reviews the latest development in this field.
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。
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。
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。
The short-term riskless rate is one of the most fundamental and important prices determined in financial markets. It is driving the changes in the entire term structure.
短期无风险利率是金融市场上最基本也是最重要的价格决定因素，它驱使着整个期限结构的变动。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
In order to promote the market-based process of interest rate, this paper has constructed the basic model of term structure of Shibor regarding Shibor as the research object.
为了推动利率市场化进程，本文以Shibor作为研究对象，构造了Shibor期限结构的基础模型。
For better understanding of the dynamics short-term interest rates, the paper establishes a basic model of term structure for China's interbank offered rate.
为了更好的描述我国短期利率的动态特性，本文以我国同业拆借利率作为研究对象，构造了我国同业拆借利率期限结构的基础模型。
The key to optimize the cost of bond issue lies on the lowering of the high return rate of the second market of government bond and the optimization of its term structure.
优化国债发行成本的关键在于降低国债二级市场偏高的收益率，优化国债期限结构。
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。
A key benefit for investors of fixed-rate amortizing term loans is the clear and understandable structure of the scheduled payments.
分期偿还固定利率贷款对投资者的一大好处是可以明确地了解还款计划。
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。
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。
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。
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