stochastic interest rate risk 随机利率风险 ; 随机利率风险 interest rate risk evaluation 利率风险评估 .
基于12个网页-相关网页
After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
在此基础上,探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
针对嵌入期权的影响,探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.
在考虑企业债券违约风险的情形下,首先将违约看作具有不确定性的随机强度过程,对违约风险进行了建模。
应用推荐