It has becomes the main reason for making interest-rate management mechanism rigescent, conducting the mechanism weakened and the interest rate structure contorted.
这成为我国利率管理体制僵化、传导机制弱化以及利率结构扭曲的主要原因。
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。
The interest rate level and the rate structure unreasonable mainly display in: The interest rate level is in the historical bottom, saves the loan spread to reduce unceasingly.
利率水平和利率结构不合理主要表现在：利率水平处于历史最低点，存贷款利差不断缩小。
After the liberalization Chinese main interest rate structure is rediscount of central bank, financial market rate and deposit-withdrawl rate of financial unit.
利率市场化后我国的利率结构主要是中央银行的再贴现率、金融市场利率及金融机构存贷款利率。
The term structure reflects the relationship between interest rate and maturity.
利率期限结构反映的是利率和到期期限之间的关系。
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。
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。
The methods which can measure the capital structure of corporations, include comparing fund cost, equity capital interest rate and analyzing lucre of pers hare.
衡量企业资本结构的方法通常有比较资金成本法、权益资本利润率法和每股收益分析法。
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。
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。
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。
Influencing factors of liquidity include asset and debt structure, the center bank policy, degree of money market development, credit risk and fluctuation of interest rate.
而流动性风险的影响因素主要有资产负债结构、中央银行政策、金融市场发育程度、信用风险和利率变动等方面。
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。
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。
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。
Modeling the term structure is always the concernful topic in the modern interest rate theory.
利率期限结构动态建模是现代利率理论的核心内容。
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。
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 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。
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。
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 risk of Chinese Government debt bond market under the interest rate term's structure has been researched in this paper.
本文主要针对在利率限期下的我国国债市场风险做出研究。
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。
So-called the interest rate term structure in the paper, is the different term structural analysis and estimation in government debt bond market.
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。
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.
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．。
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。
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。
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