term structure的例句大全

The Interest Rate Term Structure of Public Debt and Debt Cost Management

公债的利率期限结构与成本管理

Term structure analysis of the bond repurchasing interest rates market of China

我国国债回购市场利率期限结构分析

Term Structure and Interest Rate Risk Management in Chinese Bond Markets

债券市场利率期限结构分析及其风险管理研究

Research on Connection of Monetary Policy and Interest Rate Term Structure

货币政策与利率期限结构的关联研究

Research into Interest Term Structure of Chinese Bond Market Based on Hull-White Model

基于Hull-White模型的债券市场利率期限结构研究

At the beginning, I analyze the structure of interest rate term structure of treasury bond with principal component analysis method ( PCA), which shows that three factors' contribution rate to variance reaches 92.36%.

首先，利用主成分分析方法对我国利率期限结构进行分析，得出前三个因子的方差贡献率达到92.36%。

This paper tries to find a way to study the interest term structure of Chinese bond market with more market information. It focuses on the application of the tree model method and builds a Hull-White model to simulate the dynamic term structure.

本文尝试寻找一种更多的利用市场即时信息的定价方法对利率期限结构进行研究，应用三叉树模拟技术构建Hull-White模型，并对当前中国债券市场上几种常用利率进行比较分析。

Stochastic Term Structure and Bond Pricing Models

随机期限结构与国债定价模型

Credit spreads in order to compensate for corporate debt maturity default risk, and the creditor requires the debts the main additional revenue which is higher than the same term structure of bond yields.

信用利差是指为了补偿企业债务到期违约风险，债权人要求债务主体提供高于相同期限结构国债收益率的额外收益。

The Term Structure of Credit Spread with Incomplete Information

信息非完全时的信用利差期限结构

Study on the Corporate Bond Pricing Based on the Term Structure of Credit Spreads

基于信用利差期限结构的企业债券定价研究

At home and abroad, research on credit spreads mainly includes bond valuation, term structure of credit spreads and factors affecting credit spreads.

目前国内外对信用价差的研究主要包括债券的估值、信用价差的期限结构和信用价差的影响因素等。

They have various problems in such respects as term structure of credit, interest rate leverage, interest rate risk control, business variety and bank personnel quality.

就我国商业银行自身而言，在信贷期限结构、利率杠杆作用、利率风险控制、信贷业务种类、银行人员素质等方面存在各种各样的问题。

In succession, under the framework of reduced-form model, this paper builds an improved corporate bonds pricing model based on term structure of credit spreads.

并在简约模型的框架下构建了一个改进型的基于信用利差期限结构的公司债券定价模型。

Meanwhile, credit spreads prediction effect is not very ideal. So China securities market should be further perfected. And to make the term structure of credit spreads to become more effective macroeconomic forecasting index.

与此同时，信用利差的预测效果还不是十分理想，应进一步完善我国债券市场，以使信用价差期限结构成为更有效的宏观经济预测指标。

This kind of pricing model not only helps to build the term structure of credit spreads which is fit for the financial market status in China, but also helps to price the credit derivatives such as asset-backed securities.

这对构建符合中国金融市场实际情况的信用利差期限结构提供了帮助，同时也对资产支持证券等信用衍生产品的定价提供了借鉴。

The Model parameters can be estimated though the term structure of the credit spreads of the assets and the daily quotes from the market.

模型的参数可以通过标的资产信用价差的期限结构进行估计。

The lack of variation in the term structure of government bond results in the short of bond supply function, while the market mechanism will result in compensation for the lack of novelty features, such as central bank bills and the black market.

国债发行品种期限结构不全，必然要导致国债功能供给缺失，这时市场机制将催生新生事物补偿缺失功能，如央行票据和国债黑市的出现等。

Studies of Chinese Term Structure: A New Empirical Approach

中国利率期限结构研究：一种新的实证方法

The Initial Research of the Term Structure of National Debt

国债期限结构问题初探