The engineers designed derivatives and securitisations, from simple interest-rate options to ever more intricate credit-default swaps and collateralised debt obligations.
工程师设计出金融衍生物并把资产证券化,从简单的利率期权到错综复杂的信用违约互换和担保债务凭证。
A manufacturing firm has many opportunities or options to eliminate interest rate risk, foreign exchange risk, liquidity risk, and the risks associated with property and casualty perils.
一家产业公司有许多机会或选择来消除利率风险、外汇风险、资金流通风险以及与财产和意外伤害的危险相关的风险。
We price exchange options under the constant interest rate and stochastic interest rate.
对于互换期权,在常数利率和随机利率假设下分别建立了定价模型;
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