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。
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；
It finds out that Chinese interest rate term structure is in line with traditional expectation theory and liquidity preference theory basically.
同时，经过分析认为我国的利率期限结构基本符合传统的预期理论和流动性偏好理论。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
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。
ABSTRACT The interest rate term structure is the curve formed by interest rates of the same risk and liquidity, but the different maturities at any point.
利率期限结构是指在某个时点上具有相同的风险和流动性，不同期限的利率所组成的一条利率曲线。
Taking the prevailing interest rate term structure as benchmark, an approach was discussed for MBS pricing, based on the interest rate paths generated in the method of Monte Carlo.
以市场现行利率期限结构为基准，用蒙特卡罗方法生成利率路径，为房产抵押贷款证券定价。
Interest rate term structure is a core concept, not only in the economics and finance theories, but also in the pricing of fixed-income products.
无论对于经济和金融理论，还是对于固定收益产品的定价，利率期限结构都是一个核心概念。
The main part of this paper is the empirical research of Chinese bonds' interest-rate term structure.
对我国国债利率期限结构的实证研究是论文的主要部分。
The main part of this paper is the empirical research of Chinese bonds' interest-rate term structure.
对我国国债利率期限结构的实证研究是论文的主要部分。
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