It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
The interest rate term structure theory and model is one of the most challenging topics in the financial research.
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。
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；
By using exponential Splines model, we estimate the bond's term structure of Shanghai stock exchange, then we have a static analysis to it and obtain the statistical feature of term structure.
文章利用指数样条法估计出我国上交所国债的利率期限结构，对其进行静态的分析，得到上交所国债利率期限结构统计特征。
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。
"The term" utility model "refers to any new technical solution relating to a product's shape, structure, or a combination thereof, which is fit for practical use."
实用新型，是指对产品的形状、构造或者其结合所提出的适于实用的新的技术方案。
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。
In order to promote the market-based process of interest rate, this paper has constructed the basic model of term structure of Shibor regarding Shibor as the research object.
为了推动利率市场化进程，本文以Shibor作为研究对象，构造了Shibor期限结构的基础模型。
Secondly, the theory of interest rate term structure is explicated and the model of profit rate curve is established;
其次，阐述国债利率期限结构理论和收益率曲线模型；
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。
Secondly, this article deeply analyzes the environments, industry situation and market competition structure in term of the analysis method of PEST and Porter's industry competition structure model.
其次，在理论分析的基础上，运用PEST分析法和波特的产业竞争结构模型对该行业所处宏观环境、行业现状及竞争结构进行了剖析；
Secondly, this article deeply analyzes the environments, industry situation and market competition structure in term of the analysis method of PEST and Porter's industry competition structure model.
其次，在理论分析的基础上，运用PEST分析法和波特的产业竞争结构模型对该行业所处宏观环境、行业现状及竞争结构进行了剖析；
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