interest rate term structure的意思|示意
利率期限结构
interest rate term structure的网络常见释义
利率期限结构 【中文】:利率期限结构(Interest Rate Term Structure)是指在相同的风险,利率与到期期限之间的数量关系。
interest rate term structure相关短语
1、 HJM interest rate term structure HJM利率期限结构
2、 interest rate of term structure 利率期限结构
interest rate term structure相关例句
The value of interest rate, which is the price of funds, is different with the fund's maturity, and the term structure of interest rate is the combination of those different values.
作为资金价格的利率水平因期限不同而异,这种关系就是我们所要研究的利率期限结构。
Modeling the term structure is always the concernful topic in the modern interest rate theory.
利率期限结构动态建模是现代利率理论的核心内容。
Forward rates I wrote a survey article years ago about the term structure of interest rates and I wanted to find out who was the originator of the term "forward rate."
远期利率,很多年前我写过一篇,研究利率期限结构的文章,我想知道谁是“远期利率”这个词的创始人。
As the interest rate changes more frequently, modeling the term structure of interest rates and constructing a yield curve become more important.
因此,如何对利率期限结构进行建模,拟合出一条可靠、完整的收益率曲线变得越来越重要。
The term structure reflects the relationship between interest rate and maturity.
利率期限结构反映的是利率和到期期限之间的关系。
Taking the prevailing interest rate term structure as benchmark, an approach was discussed for MBS pricing, based on the interest rate paths generated in the method of Monte Carlo.
以市场现行利率期限结构为基准,用蒙特卡罗方法生成利率路径,为房产抵押贷款证券定价。