For a fair value hedging of interest rate risk portfolio, the amortization shall be finished prior to the date of end of the relevant re-pricing period.
对于利率风险组合的公允价值套期,应当于相关重新定价期间结束日前摊销完毕。
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。
The estimation of interest rate of term structure has an important estate in financial research, for it is the benchmark for asset pricing, financial products design, hedging and risk management.
利率期限结构的估计在金融研究中有着重要的地位,它是资产定价、金融产品设计、保值和风险管理的基准。
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