指出利率期限结构(Term Structure of Interest Rates)是指在相同的风险水平下,以期能够对国债投资者与债券发行者提供有益的建议,是公债的一种,在3年期的国债收益率出现明显的拐点。
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利率的期限结构( Term structure of interest rates ) 是指期限不同的证券的收益率和期限的关系。一般情况 下,长期利率高于短期利率。
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...的还本期限 4)汇率风险 3、利率的期限结构 (1)利率的期限结构与到期收益率曲利率的期限结构 (Term Structure of Interest Rates)是指信用风险相同, 但期限不同的证券收益率之间的关系。
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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。
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。
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
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
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
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