关键词:内嵌期权;实际久期;实际凸度 [gap=475]Key words: Embedded Option;Effective Duration;Effective Convexity
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embedded option risk 内含选择风险 ; 隐含期权风险
Option-Embedded Bonds 含期权债券
an embedded interest rate option 嵌入式的利率期权 ; 嵌入式的利率选项 ; 一个嵌入式利率期权
Traditional duration and convexity neglect the option embedded in the assets and liabilities so that they can’t effectively measure the interest rate risk of financial instruments with embedded option.
传统的久期和凸度没有考虑资产或负债中的隐含期权,从而无法有效地测度隐含有期权的金融工具的利率风险。
参考来源 - 中国商业银行利率风险管理研究·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
Taking the embedded option and compiling the resources you need directly into the assemblies that use them makes distribution more reliable and less error prone.
采用嵌入选项并把你需要的资源直接编译进程序集使用它们,这样使得分发更加可靠并减少错误发生。
The embedded option of this product is a Double-No-Touch Option that the Customer bought.
此产品包含的期权是一个客户买入的双不触及期权。
Interest rate risk management for commercial Banks with embedded option is investigated based on the convexity gap model in this paper.
研究基于凸度缺口模型的具有隐含期权的商业银行利率风险管理问题。
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