1) fault-free term structure of interest rates
无违约利率期限结构
1.
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;选取上海证券交易所可转换债券推导出违约利率期限结构,并与无违约利率期限结构对可转换债券的定价效果进行比较;针对目前国内可转换债券定价均假设利率恒定、没有考虑利率变化的现状,将无违约利率期限结构与Black-Scholes期权定价模型相结合,提出了可转债定价的一般模型,并用此模型对歌华转债进行定价实证分析,结果表明,两者均存在一定的偏差,可见利率期限结构模型对中国可转换债券定价相对有效。
2) term structure of riskless interest rate
无风险利率期限结构
3) term structure of interest rates
利率期限结构
1.
Markov Regime Switching Model and Empirical Analysis of the Term Structure of Interest Rates;
利率期限结构的马尔科夫区制转移模型与实证分析
2.
Estimating the Term Structure of Interest Rates with Spline-based Models;
利率期限结构的样条估计模型及其实证研究
3.
A Study of Term Structure of Interest Rates of Shanghai Security Exchange with Fuzzy Regression;
基于模糊回归技术的交易所国债利率期限结构研究
4) term structure of interest rate
利率期限结构
1.
Fitting term structure of interest rates of treasure bill market with splines based on robust estimation;
基于稳健估计的样条函数法对国债利率期限结构的拟合
2.
Theoretical analysis and empirical test on the formation of term structure of interest rates;
利率期限结构形成的理论分析与实证检验
3.
Empirical Comparison of Term Structure of Interest RateBased on Polynomial Spline Functions;
基于多项式样条函数的利率期限结构模型实证比较
5) Interest rate term structure
利率期限结构
1.
The Static Analysis of Interest Rate Term Structure for Our Country Bond Market;
我国债券市场利率期限结构静态分析
2.
An empirical study is made on active bond investment strategy based on interest rate term structure by using the bond dealing data of exchanges.
利用交易所国债的交易数据,对基于利率期限结构预测的积极债券投资策略进行实证研究。
3.
In this paper, according to the data of treasury bond and callable bond in the market of Shanghai Securities Exchanges, the interest rate term structure curve is estimated with a certain specific data through choosing different splint function.
本文通过选取不同的样条函数 ,对某个特定日期国债所隐含的利率期限结构曲线进行回归估计。
6) Term Structure
利率期限结构
1.
Fitting Term Structure of Interest Rate of Domestic Bonds Market by Robust Spline;
抗差样条模型对我国国债利率期限结构的建模与实证
2.
Fitting the Term Structure of Interest Rate of Bond with B Spline;
基于B样条对国债利率期限结构的实证研究
3.
The Static Analysis and Dynamic Variation Features of the Term Structure in China;
我国利率期限结构的静态分析和动态特征
补充资料：债券的利率期限结构
债券的利率期限结构——
债券的利率期限结构是指债券的到期收益率与到期期限之间的关系。该结构可以通过利率期限结构图表示，图中的曲线即为收益率曲线。或者说，收益率曲线表示的就是债券的利率期限结构。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条