同样,市政债券的久期也从8.1上升到8.3。
Similarly, the duration on municipal bonds has risen to 8.3 from 8.1.
利率久期和利差久期都是贴现利差的递减函数。
Both the index duration and the spread duration are the decreasing functions of the discount margin.
运用久期—凸度方法,研究了资产负债管理的利率免疫策略。
Interest rate immunization strategy in the asset-debt management is discussed using the duration convexity method.
基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量:久期和凸性。
Based on the bond market of China, the interest rate sensitivity measurement for fixed and floating rate bonds are studied in this paper. The approaches used are Duration and Convexity respectively.
根据简并态微扰理论和氢原子波函数的性质,得到久期方程中微扰矩阵元的分布规律。
According to the perturbation theory, a distribution law of matrix element in secular equation is discovered in degenerate state and wave function property of the hydrogen atom.
结合我国商业银行的现状,选择了利率敏感性缺口分析法及久期分析法对我国商业银行进行实证分析。
With the status quo of China's commercial banks, choosing the interest rate sensitive gap analysis and the duration analysis for China's commercial banks to carry out empirical analysis.
本文选用了基点价格值、久期与凸性等指标对上海证券交易所与银行间市场国债价格的波动性进行测度。
This paper uses some indexes such as PVBP, duration and convexity to measure volatilities of government bond prices in Shanghai Stock Exchange and Interbank Market.
论文对套期保值的理论进行分析,对常用的基于久期的套期保值策略进行评述,从而引出凸度偏移的概念。
In the dissertation the hedging theory is analyzed, the common duration-based hedging strategy is commented on and thus the conception of convexity bias is introduced.
按完备基展开一级修正解,利用消除“久期”项的条件,给出孤子参数的演化方程并最终得到计算一级修正的公式。
The evolution equations of the soliton parameters are given from conditions eliminating secular terms, and then the first-order correction is eventually obtained.
举例来说,如果你持有的债券久期为4,那么利率下降1个百分点,该债券价值就会上升大约4%;而如果利率上升1个百分点,债券就会贬值4%。
If, for example, you own a bond with a duration of four, then its value will go up about 4% if interest rates fall by a percentage point; the bond will lose about 4% if rates rise by one point.
金融租赁公司的久期缺口分析是利用久期管理利率风险的主要方法,但久期模型运用中也存在着诸如久期对称成本高、利率风险免疫动态性及凸性等问题。
The financial leasing corporation usually use interest rate exposure to manage the interest rate risk although there are some problems in the exercise of duration model.
Vanguard短期投资级基金(Vanguard Short - Term Investment - Grade Fund)不失为一个明智选择。该基金收益率2.8%,久期1.9。
A sensible choice: Vanguard Short-Term Investment-Grade Fund, which yields 2.8% and has a duration of 1.9.
它说明了虱子的历史非常久,在白垩纪-早第三纪过渡期之前,而且也肯定是寄生在某种生物上的。
It says lice are old, predate the Cretaceous-Paleogene boundary, and must have been living on something.
病理类型属于髓核脱出型及病程久、慢性恢复期者治疗效果较差。
The type of herniation of nucleus pulposus as well as longer course and chronic convalescence had worse curative effect.
利用本工艺生产的甜玉米饮料,玉米固形物含量高、粘度合适、风味突出、口感好、久置无沉淀,保质期可达12个月。
Making use of the craft, the soluble solid content of corn in the sweet corn beverage was increased, viscidity was proper, flavor and taste were good, and precipitate was not found within 12 months.
然而,尽管在摩登时代,维持天长地久的浪漫关系困难重重,但这也是爱情蓬勃繁荣的时代,甚至是爱情的‘文艺复兴期’。
However, despite the difficulties of maintaining long-term romantic relationships in modern times, this is also a flourishing time for love, even a time of its Renaissance.
一个23岁的名叫山本正博的年轻人和他的女朋友为了避开圣诞高峰期,提前来到这里观赏灯景,他说,“当我把带子系在‘爱情树’上时,我许下一个愿望:愿我们的爱情天长地久。”
"When I tied this ribbon, I made a wish that our love would last forever, " said Masahiro Yamamoto, 23, as he and his girlfriend enjoyed the view ahead of the holiday rush.
一个23岁的名叫山本正博的年轻人和他的女朋友为了避开圣诞高峰期,提前来到这里观赏灯景,他说,“当我把带子系在‘爱情树’上时,我许下一个愿望:愿我们的爱情天长地久。”
"When I tied this ribbon, I made a wish that our love would last forever, " said Masahiro Yamamoto, 23, as he and his girlfriend enjoyed the view ahead of the holiday rush.
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