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。
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。
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。
Applying structural approach to modeling default risk, the pricing of default risk zero-coupon bond and a credit spread term structure under incomplete information is developed.
运用违约风险评估的结构化建模方法，在信息不完全的情形下推导了风险零息票债券的定价公式，并得到了此时信用利差的期限结构。
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。
It set up a term structure using term subsection to distinguish the current and forward credit risk and to consider offsetting among long and short positions.
采用期限分段方法建立一个期间结构，区分当前和远期信用风险，考虑多头与空头信用风险头寸间的补偿。
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。
We can reduce the debt risk through these measures such as reinforcing foreign loans manage, adjusting internal debt's term-structure and holder-struc...
加强外债管理，调整内债期限结构、持有者结构，完善偿债基金制度，尝试增发地方国债等措施，是化解中央财政债务风险的现实选择。
We can reduce the debt risk through these measures such as reinforcing foreign loans manage, adjusting internal debt's term-structure and...
加强外债管理，调整内债期限结构、持有者结构，完善偿债基金制度，尝试增发地方国债等措施，是化解中央财政债务风险的现实选择。
We can reduce the debt risk through these measures such as reinforcing foreign loans manage, adjusting internal debt's term-structure and...
加强外债管理，调整内债期限结构、持有者结构，完善偿债基金制度，尝试增发地方国债等措施，是化解中央财政债务风险的现实选择。
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