Term Structure Model的意思|示意
期限结构模型
Term Structure Model的网络常见释义
期限结构模型 具 体而言，在估计利率的动态过程上我们使用的是期限结构模型（Term Structure Model），包括利率的期限结构模型和利率波动率（Volatility）的期 限结构模型。
Term Structure Model相关短语
1、 Affine Term Structure Model 仿射期限结构模型
2、 HJM term structure model HJM期限结构模型
3、 Affine defaultable term structure model 仿射违约期限结构模型
Term Structure Model相关例句
By using exponential Splines model, we estimate the bond's term structure of Shanghai stock exchange, then we have a static analysis to it and obtain the statistical feature of term structure.
文章利用指数样条法估计出我国上交所国债的利率期限结构，对其进行静态的分析，得到上交所国债利率期限结构统计特征。
Secondly, this article deeply analyzes the environments, industry situation and market competition structure in term of the analysis method of PEST and Porter's industry competition structure model.
其次，在理论分析的基础上，运用PEST分析法和波特的产业竞争结构模型对该行业所处宏观环境、行业现状及竞争结构进行了剖析；
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外，结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
First, the fault-free term structure of interest rates (TSIR) is induced by the spline function model for the samples of treasury bonds from Shanghai Stock Exchange(SSE), and its validity is verified.
选取上海证券交易所国债，基于样条函数模型推导出无违约利率期限结构，进行有效性检验；
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；
In order to promote the market-based process of interest rate, this paper has constructed the basic model of term structure of Shibor regarding Shibor as the research object.
为了推动利率市场化进程，本文以Shibor作为研究对象，构造了Shibor期限结构的基础模型。