1) market value recovery
面值回收
1.
Under the condition of stochastic default intensity relating to default free interest rate,and market value recovery(or face value recovery),the pricing model of default bond is constructed by using arbitrage free principle,and the closed form solution of price of default bonds is given by means of PDE method.
在随机违约强度与随机利率相关及其在无风险债券市值回收(或面值回收)的条件下,利用Δ对冲和无套利原理构造了可违约公司债券的定价模型;运用偏微分方程方法给出了公司债券的价格表达式,并讨论了回收方式对可违约公司债券的影响。
2) residual recovery
残值回收
3) average value of profits
回收均值
1.
This paper focuses on the advantages and disadvantages of an analysis applied to the investment to the standard of average value of profits and utility value, simulates the utility curve in the use of the game theory of equilibrium, exerts the objective of the directed tree to make a graphic simulation,vvhich makes the explanation terse,direct and practical.
分析了以效益回收均值和效用值作为准则进行投资分析的优劣。
5) face value recovery
市值回收
1.
Under the condition of stochastic default intensity relating to default free interest rate,and market value recovery(or face value recovery),the pricing model of default bond is constructed by using arbitrage free principle,and the closed form solution of price of default bonds is given by means of PDE method.
在随机违约强度与随机利率相关及其在无风险债券市值回收(或面值回收)的条件下,利用Δ对冲和无套利原理构造了可违约公司债券的定价模型;运用偏微分方程方法给出了公司债券的价格表达式,并讨论了回收方式对可违约公司债券的影响。
6) plane recovery
面式回收
补充资料:面值
面值 Face Value
定义:
1. 列明于债券工具上的本金额。
2.印明在纸币或硬币上的价值。又称par value & face amount。指股票,债券,票据,或其他支付工具上所载的名义价值(nominal value),表示于到期日可以收回的金额,作为利息计算的基础,与市场价值(market value)的概念不同。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。