Assumption that diffusion function of zero--coupon bond s price is quadratic functionof time is the key for modeling stochastic term structure with risk--neutral approach, and stochastic termstructure model is the basis for bond pricing models.

Study of credit risk term structure with stochastic default intensity;

An Analysis of the Relationship between the Pricing of Interest Rate Instrument and the Term Structure of Interest Rates;

Term Structure of Interest Rate in China with Kalman Filter;

The term structure of interest rate(TSIR) is one of the important topics in bond market.

Based on this situation and the theory of term structure of interest rate,the author has selected three yield curves of different points as research objects and thoroughly analyzed the reasons for fluctuation of the yield curves.

However,the system is still plagued with problems such as improper maturity structures of quoted bonds,the low continuity of two-way quoting,and support policies that have not yet to be improved.

Generally speaking,the maturity structure and risk structure of bond markets are the standards to compare the width and depth of bond markets.

This paper study the correlative theory and literatures of debt maturity structure and investment behavior.

Reliability analysis of stochastic structures based on probability density evolution method;

Method for dealing with the stochastic structure based on full-probability;

Dynamic reliability sensitivity analysis for stochastic structures under random excitations;

Based on the classic reliability analysis method and the equivalent transformation from non-normal random variable to normal random variable, an iterative method is presented for confidence interval analysis of random structure response variable, which is the complicated or implicit function of the basic random variables in general cases.

Based on these results above, the confidence characteristic of one direction singular rough sets of function was given, and the random structure and the random theorem of one direction singular rough sets of function were presented.