Now, I want to talk about the term structure of interest rates and that's my next plot here.
接下来我要讲利率期限结构,下一张图是
This paper analyzes principal components constructing the term structure of interest rates in China.
本文采用主成分分析的方法对我国的利率期限结构进行了研究。
The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.
利率期限结构研究不同期限国债即期利率与到期期限之间的关系。
Based on CKLS, we develop a new one-factor term structure of interest rates, which allows for jumps in interest rates.
在CKLS模型的基础上，我们提出了一个加入跳跃过程的单因子利率期限结构模型。
The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity.
利率期限结构描述了不同期限零息债券的收益率及其与到期期限之间关系。
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。
Considering of the latest researches in the world, this thesis focuses on the term structure of interest rates behavior in the Chinese bond market.
鉴于此，本文将密切联系中国债券市场的实际，在借鉴国外研究成果的基础上，对中国国债的利率期限结构进行研究。
This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates.
本文简要地阐述了利率期限结构理论，并对国内外的有关利率期限结构的模型进行了评述。
And the model estimation of term structure of interest rates is the foundation and key link for the theoretical and empirical research on interest rates.
而利率期限结构的模型估计又是利率理论研究和实证工作的基础和关键环节。
We're talking about discount bonds, and then coupon-carrying bonds, and then talk about the term structure of interest rates and why we have interest rates.
我们先讲贴现债券，然后是附息债券，再讲讲利率的期限结构，以及为什么要有利率？
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外，结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
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。
The theories and models on term structure of interest rates are one of the most challenging works in finance research and an important fundamental branch in financial engineering field.
利率期限结构的理论和模型是金融研究中最具挑战性的课题之一，也是目前金融工程领域的一项十分重要的基础性研究工作。
He said that we shouldn't think that the — the simplest story of the term structure of interest rates, which he expounded there, is that forward rates equal expected future interest rates.
他提出，我们不应该认为，他在书中写道，对于利率期限结构，最简略的概括，是远期利率等于未来利率的期望值。
Considering the influence of the risk-free interest rate's random fluctuations on convertible bonds, the thesis USES the term structure of interest rates, which is derived by the cubic polynomial.
考虑到无风险利率的随机波动对可转债价值的影响，文章采用了利率期限结构，利用三次多项式来推导。
First, the fault-free term structure of interest rates (TSIR) is induced by the spline function model for the samples of treasury bonds from Shanghai Stock Exchange(SSE), and its validity is verified.
选取上海证券交易所国债，基于样条函数模型推导出无违约利率期限结构，进行有效性检验；
The theory of the term structure is the theory of how interest rates differ according to maturity or term.
利率期限结构理论就是，怎样由不同的期限，产生不同的利率？
This is January of this year, before the Fed cut interest rates, and this is the term structure.
这是今年一月,联储局降息前的期限结构图
We can simplify the analysis of the change of interest rate curve by using the PCA(principal(components) analysis), and get better known to the term structure of the interest rates.
文章认为运用主成分分析方法能极大地简化对利率曲线变化的分析，便于准确了解利率曲线结构变动的模式。
ABSTRACT The interest rate term structure is the curve formed by interest rates of the same risk and liquidity, but the different maturities at any point.
利率期限结构是指在某个时点上具有相同的风险和流动性，不同期限的利率所组成的一条利率曲线。
The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature.
并通过无风险利率与到期期限之间的函数关系来确定无风险利率的期限结构。
What he says is those forward rates are what people think interest rates will be in the future and that's called the expectations theory of the term structure.
这里所指的远期利率就是人们预期的，未来利率，我们将这种理论称作，利率期限结构的预期理论。
For better understanding of the dynamics short-term interest rates, the paper establishes a basic model of term structure for China's interbank offered rate.
为了更好的描述我国短期利率的动态特性，本文以我国同业拆借利率作为研究对象，构造了我国同业拆借利率期限结构的基础模型。
The term structure of real interest rates is normally ascending.
这句话这样翻译对不“实际利率期限结构通常是上升的。”
Term structure of interest rate reflect the association of interest rates which has different maturities. Yield curve is the static depict of term structure of interest rate.
利率期限结构反映了不同期限的利率之间的关系，收益率曲线是利率期限结构的静态描述。
Term structure of interest rate reflect the association of interest rates which has different maturities. Yield curve is the static depict of term structure of interest rate.
利率期限结构反映了不同期限的利率之间的关系，收益率曲线是利率期限结构的静态描述。
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