term structure的例句大全

Pricing of Discount Bond Option in a Two-factor Model of the Term Structure of Interest Rates

两要素利率期限结构模型下债券期权的定价

Estimation for One-Factor Term Structure of Interest Rates With Jumps: Evidence from Government Bond Market

含跳跃过程单因子利率模型的估计&基于中国国债回购利率的实证分析

Theoretically, there is a kind of relationship between equity risk premium and the term structure of interest rates.

理论上来讲，利率期限结构与股权溢价二者之间是相互联系的。

The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.

利率期限结构研究不同期限国债即期利率与到期期限之间的关系。

In this paper we analyse the term structure of interest rates in frictional markets by using the no-arbitrage approach.

本文用无套利方法分析有摩擦金融市场中利率的期限结构。

The term structure of interest rates is a function of the bond yield on maturity at timet.

利率期限结构是债券收益率在t时刻关于到期期限τ的函数。

This article mainly studys in the correlations between the changes in the term structure of interest rates and macroeconomic variables.

本文主要进行的是对利率期限结构的变化和宏观经济变量的相关性研究。

The empirical results suggest that the Chinese term structure of interest rates consistents with the main stream idea of positive term premium.

实证结果表明中国的利率期限结构基本上是和主流观点一致的。

With the financial innovation, the term structure of interest rates by revealing inflation and macroeconomic aspects of future direction has obvious advantages.

随着金融的不断创新，利率期限结构在揭示通货膨胀和宏观经济未来走向等方面所具有的明显优势。

This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates.

本文简要地阐述了利率期限结构理论，并对国内外的有关利率期限结构的模型进行了评述。

The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity.

利率期限结构描述了不同期限零息债券的收益率及其到期期限之间关系。

This shows that inflation change the overall level of the term structure of interest rates as the main influence factors, followed by the capital side factors.

这说明通胀因素是利率期限结构整体水平变化的最主要的影响因素，资金面因素次之。

The Comparison on Some Term Structure Models of Interest Rate and an Empirical Analysis

利率期限结构模型的比较与实证分析

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 Empirical Study on Term Structure of Interest Rate and Treasury Bond Pricing

利率期限结构和附息国债定价的实证研究

Empirical Comparison of Several Interest Rate Term Structure Models

国债利率期限结构模型的实证比较

Factor analysis on the term structure of inter-bank offered rate abroad

国外同业拆借利率期限结构影响因素的实证分析&以美元LIBOR为例

The main purpose of this article is to investigate the relationship between risk premium and the term structure of interest rate by Chinese data, and to analyze if the term structure of interest rate could be a good timing index when people invest in the stock market.

本文研究的目的是用中国数据检验股权溢价与利率期限结构之间的关系，探讨利率期限结构能否成为人们进行股票投资时的选时指标。

Analysis for the Term Structure of Interest Rates in Markets with Transaction Cost

有交易成本的利率期限结构的分析

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