Stochastic Interest Rate Risk 随机利率风险 ; 随机利率风险 interest rate risk evaluation 利率风险评估 .
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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.
针对嵌入期权的影响，探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
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