Term structure of interest rates的意思|示意

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利率的期限结构利率的期限构成


Term structure of interest rates的网络常见释义

利率期限结构 指出利率期限结构(Term Structure of Interest Rates)是指在相同的风险水平下,以期能够对国债投资者与债券发行者提供有益的建议,是公债的一种,在3年期的国债收益率出现明显的拐点。

利率的期限结构 利率的期限结构( Term structure of interest rates ) 是指期限不同的证券的收益率和期限的关系。一般情况 下,长期利率高于短期利率。

期限结构 ...的还本期限 4)汇率风险 3、利率的期限结构 (1)利率的期限结构与到期收益率曲利率的期限结构 (Term Structure of Interest Rates)是指信用风险相同, 但期限不同的证券收益率之间的关系。

利率期限构造 指出利率期限构造(Term Structure of Interest Rates)是指在雷同的危险程度下,不同期限的即期收益率之间的数量关联(略)。

Term structure of interest rates相关例句

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。

As the interest rate changes more frequently, modeling the term structure of interest rates and constructing a yield curve become more important.

因此,如何对利率期限结构进行建模,拟合出一条可靠、完整的收益率曲线变得越来越重要。

We can simplify the analysis of the change of interest rate curve by using the PCA(principal(components) analysis), and get better known to the term structure of the interest rates.

文章认为运用主成分分析方法能极大地简化对利率曲线变化的分析,便于准确了解利率曲线结构变动的模式。

Forward rates I wrote a survey article years ago about the term structure of interest rates and I wanted to find out who was the originator of the term "forward rate."

远期利率,很多年前我写过一篇,研究利率期限结构的文章,我想知道谁是“远期利率”这个词的创始人。

This is January of this year, before the Fed cut interest rates, and this is the term structure.

这是今年一月,联储局降息前的期限结构图

Based on CKLS, we develop a new one-factor term structure of interest rates, which allows for jumps in interest rates.

在CKLS模型的基础上,我们提出了一个加入跳跃过程的单因子利率期限结构模型。