1) cash flows copying method
债券合成
2) Synthetic Collateralized Debt Obligation (SCDO)
合成型债务抵押债券(SCDO)
1.
The most popular model for pricing Synthetic Collateralized Debt Obligation (SCDO) is One Factor Gaussian Copula model.
目前,市场上对合成型债务抵押债券(SCDO)定价的方法中最流行的是单因子高斯模型。
3) bond portfolio
债券组合
1.
The deficiency of the most commonly used measurement of the bond portfolio s duration was analyzed,and its improved measurement was also derived by using the Taylor s series which only need the information about the yield,weight,duration and convexity of each bond in the portfolio.
分析了实践中最常用计算债券组合久期方法的不足,通过有效地应用泰勒展开式得到了计算债券组合久期的改进方法。
2.
Based on the modern financial theory, two duration models of interest-rate risk immunization for bond portfolio were developed and implemented under MS-WINDOWS.
该系统以金融理论为依据，建立了债券组合的利率风险免疫模型，并以ＭＳ－ＷＩＮＤＯＷＳ为平台加以实现。
3.
This paper presents two practical optimization models for bond portfolio,and gives examples to explain them.
文章从实用角度出发讨论和构建了两种商业银行债券组合的优化模型 ,并用实例进行了求解 ,可供商业银行债券投资时借
4) bond capital cost
债券资本成本
1.
The paper focuses on long-term loan of different principal and interest`s payment, differenences of debt capital cost formula and deduction from bond capital cost formula.
文章就债务资本成本计算需考虑的因素、公式的由来及公式的应用,论述了作者的看法,着重说明了不同本息偿还方式的长期借款资本成本计算公式的区别和债券资本成本计算公式的推导。
2.
When the time value of money is not taken into account,there are two problems in the formula calculating bond capital cost:one is not taking into account the interest cost which cannot be used for tax;the other is not taking into consideration the influence of the premium and discount and the amortization of bond cost on the deduction of income tax before taxation.
目前不考虑货币时间价值的债券资本成本的计算公式存在两个问题:未考虑不能抵税的利息费用;未考虑溢折价及债券费用摊销对所得税税前扣除的影响。
3.
The article provides the meaning and characteristics of bond capital cost.
本文阐述了资本成本的内涵及其特点,分析了现行债券资本成本计算方法的局限性。
5) bond issue cost
债券发行成本
6) mixed asset bond
混合资本债券
1.
As a new financial derivative instrument, mixed asset bonds adopt a pricing model different from traditional bonds due to its unique attribute.
作为一种新型金融衍生产品,混合资本债券以其特有的资本属性形成了区别于传统债券的定价模式。
补充资料：零息票债券；零券息债券
零息票债券；零券息债券一种以低于票面价值的价格发行的债务工具。债券不支付任何票息；它在到期日是以面值赎回的。
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