收益曲線 的英文怎麼說

中文拼音 [shōuyìqūxiàn]
收益曲線 英文
revenue curve
  • 收 : Ⅰ動詞1 （把攤開的或分散的事物聚集、合攏） put away; take in 2 （收取） collect 3 （收割） harvest...
  • 益 : Ⅰ名詞1 （好處） benefit; profit; advantage 2 （姓氏） a surname Ⅱ形容詞（有益的） beneficialⅢ動詞...
  • 曲 : 曲名詞1 （一種韻文形式） qu a type of verse for singing which emerged in the southern song and ji...
  • 線 : 名詞1 （用絲、棉、金屬等製成的細長的東西） thread; string; wire 2 [數學] （一個點任意移動所構成的...
  • 收益 : income; proceeds; profit; earnings; gains; avails; gainings
  • 曲線 : [數學] curve; bight; bought; profile; net曲線板 french curve; irregular curve; curve board; splin...
  1. The break-even chart presents two curves: the input-output curve and a curve showing the income from sales.

    損益平衡圖呈現出兩條曲線：輸入輸出曲線以及顯示銷售收入的曲線。
  2. China ' s national debt yield curve : analysis and countermeasures

    中國國債收益率曲線研究
  3. A nonparallel shift in the yield curve involving the height of the curve

    是指收益曲線隆起或彎曲的變化程度。
  4. Benchmark yield curve

    基準收益率曲線
  5. 2 extending the benchmark exchange fund notes yield curve to beyond 10 years

    將外匯基金債券基準收益率曲線延長至年期以上。
  6. Negative yield curve

    負收益率曲線
  7. Benchmark yield curve extended from 3 - month in 1990 to 10 - year in 1996

    基準收益率曲線由1990年的三個月期延伸至1996年的十年期。
  8. It is the basis of oas to construct zero coupon yield curve and define interest rate term factors model. the key of oas is to select a kind of interest rate scenario simulation and evaluation methodology fitting abs / mbs

    其中，零息票收益曲線的構造和利率期限因素模型的定義是期權調整利差法的基礎；選擇適合資產抵押支持證券的利率情景模擬技術和估價技術是其關鍵。
  9. Yield curve swap

    收益曲線掉期
  10. Then the paper analyses the income of credit and draws the income curve of credit

    然後對信用的收益進行分析，得出信用的收益曲線。
  11. These bonds provide benchmark yield curves for the reference of the market and represent additional investment options

    這些債券有助提供基準收益曲線供市場參考，提供更多投資選擇。
  12. The interest rate risk is classified into embedded risk, reprcing risk, yield curve risk and basis risk

    利率風險主要包括潛在選擇權風險、重新定價風險、收益曲線風險和基本點風險四種形式。
  13. The slope of the yield curve ( equivalently, the term structure ) tells us what financial markets expect to happen to short - term interest rates in the future

    收益曲線的斜率（等於期間結構） ，這表明：金融市場在短期利率方面將會發生怎麼樣的變化。
  14. When there is uncertainty about costs and benefits, any of these mechanisms can be preferable, depending on the shapes of the marginal social cost and marginal benefit curves

    當成本和收益不確定時，任何這些機制都可能是完美的，這取決于邊際社會成本和邊際收益曲線的形式。
  15. A downward - slope yield curve implies that the market expects a decrease in short - term rates ; an upward - sloping yield curve implies that the market expects an increase in short - term rates

    下滑的收益曲線表明市場預期短期利率的下降；上滑的收益曲線意味著市場預期短期利率的上升。
  16. In a word, because the cubic interpolation is superior to the other two methods, we should use the cubic interpolation for construction of zero - yield curve and for evaluation of the irdp as far as possible

    總之，立方插值法優于其他兩種插值方法。因此，在構造零息收益曲線，或為利率衍生產品進行定價時；應盡可能地使用立方插值法。
  17. Through applying the three methods of term structure estimation to the construction of zero - yield curve and to the pricing of zero - bond, zero - bond option, coup bond, interest rate swap, interest rate swap option, interest rate cap, interest rate floor, forward rate agreement. comparing the calculation errors of the three methods of term structure estimation

    通過將這三種期限結構估測方法應用於零息收益曲線構造，應用於零息國債及其期權、附息債券、利率互換、利率互換期權、遠期利率協議、利率上限、利率下限等利率衍生產品價格的估測，並比較所估測結果的誤差，得出的結論是：三種期限結構估測方法會導致在計算不同利率衍生產品價格時產生差異。
  18. This paper reaches a conclusion that the three methods of term structure estimation lead to the difference of the pricing of irdp and that the cubic interpolation is the best method when these methods are applied to construction of zero - yield curve and evaluation of coup bond, zero - bond option and interest rate swap

    立方插值法在零息收益曲線的構造時以及在對附息債券、債券期權、利率互換定價時優於三次樣條插值法和線性插值法，是三種插值方法中最好的方法。
  19. In the first chapter, we narrate the characteristic of convertible bond, give some clues about development and actuality of the market and its pricing theory ; in the second chapter, we introduce modeling idea and some material problems in the model in detail, draw the yield curve which is very important to the model by spline method ; in the third chapter, we first explain the basic idea and convergent speed of monte carlo method, then, give the mathematical description for financial market, prove equivalence of non - arbitrage market, existence of risk neutral probability measure in the market and the price process of underlying asset is a martingale ; in the forth section, we introduce how to simulate stock price path by monte carlo method in detail, based on foregoing result, we prove the path is a martingale, thereby, the model is logical

    本文第一章先對可轉債的特點、市場發展和現狀及其定價理論的發展和現狀作一概述;第二章詳細介紹了建模思想和模型中的一些具體問題，利用spline方法繪出了在模型中具有重要作用的收益曲線;第三章首先敘述了montecarlo方法的基本思想和有關其收斂速度的一些性質，然後從數學的角度給出了對金融市場的描述，證明了市場無套利、市場存在風險中性概率測度及標的資產價格過程為鞅的等價性;在第四節中，對用montecarlo方法模擬的帶跳股價路徑作了詳細介紹，並利用前兩節的結論證明了模擬的帶跳股價路徑為一個鞅過程，從而保證了模型在理論上的合理性。
  20. In this paper, some mathematical methods used to forecast the income of intangible assets are compared, in which we find some mathematical methods ( the forecasting model in time sequence, exponential smoothing estimation method, regressive model ) are not same with the valuing intangible assets, grey model and s - curve model are good to valuing intangible assets. in the base of this, combinatorial model is brought forward in order to make up the limitation of other mathematical me thods

    本文將無形資產收益額的預測方法進行比較，發現常用的預測方法（平均數法、指數平滑法、移動平均法和回歸預測模型）在預測無形資產收益額是存在很大局限性，而灰色預測模型和成長曲線模型能充分放映無形資產的收益曲線，在進行比較的基礎上提出組合預測模型，以彌補各種方法的缺陷。
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