关键词：内嵌期权；实际久期；实际凸度 [gap=475]Key words: Embedded Option；Effective Duration；Effective Convexity
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option money期权费;期权定金;财经 embedded option一些内嵌期权与股市指数或商品的价格相联系;内嵌期权;一种内嵌在债务工具中;隐含期权 Bermudan option百慕大期权介乎美式与欧式之间;百慕大期权;百慕达选择权;百慕大权证 ..
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embedded option risk 内含选择风险 ; 隐含期权风险
Option-Embedded Bonds 含期权债券
an embedded interest rate option 嵌入式的利率期权 ; 嵌入式的利率选项 ; 一个嵌入式利率期权
Embedded d option 内嵌期权
Traditional duration and convexity neglect the option embedded in the assets and liabilities so that they can’t effectively measure the interest rate risk of financial instruments with embedded option.
传统的久期和凸度没有考虑资产或负债中的隐含期权,从而无法有效地测度隐含有期权的金融工具的利率风险。
参考来源 - 中国商业银行利率风险管理研究·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
The embedded option of this product is a Double-No-Touch Option that the Customer bought.
此产品包含的期权是一个客户买入的双不触及期权。
Interest rate risk management for commercial Banks with embedded option is investigated based on the convexity gap model in this paper.
研究基于凸度缺口模型的具有隐含期权的商业银行利率风险管理问题。
During periods of significant dislocation, when other investors are forced to liquidate positions, cash's embedded option becomes particularly valuable.
在意义重大的转让阶段，当其他投资者不得不平仓时，现金的嵌入式期权特点就变得特别有价值了。
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