• A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.

    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

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  • The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).

    [color=#0000FF]第二个警报LIBOR相对无风险利率亦被称为OIS隔夜指数掉期利率),两者的差距不断拉大。

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  • What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?

    什么较低一个非,股息,支付的股票四个月呼叫选项价格势必股票的价格是$28,行使$25无风险利率每年8%?

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  • It is used to compensate for extra risk. It is the extra interest charge above the standard or risk-free rate.

    用于补偿额外风险超出标准利率风险利率额外利息费用

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  • Asset pricing is considered as the core of modern finance; it involves puzzles such as the equity premium puzzle and the risk-free rate puzzle, which have attracted an extensive research interest.

    资产定价既是现代金融核心也是许多困惑之所在,其中最著名的就是股权溢价之谜风险利率之谜。

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  • The results show that:the sample funds exceed the interest rate free of risk during the research period.

    通过论文分析表明样本基金考察期间内取得了高于风险利率的收益。

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  • Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.

    套利定价决定市场价格金融证券给予的无风险银行考虑存款贷款一个已知的利息。

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  • Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.

    套利定价决定市场价格金融证券给予的无风险银行考虑存款贷款一个已知的利息。

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