实证分析表明：通过确立目标项目，调整资产与负债结构，可以较好地实现商业银行的利率风险免疫。
Meanwhile, it is showed by demonstration that interest risk immunization can be achieved by setting target item and adjusting asset and liability structure.
在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。
After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
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。
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.
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