久期分析 （Duration Analysis）也称为持续期分析或期限弹性分析，是衡量利率变动对银行经济价值影响的一种方法。
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.
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.
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.
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