遠期利率 的英文怎麼說
中文拼音 [yuǎnqīlìlǜ]
遠期利率
英文
forward interest rate-
Forward rate agreement fra
遠期利率協定B includes currency swaps and options, interest rate swaps and forward rate agreements only
只包括貨幣掉期和期權利率掉期和遠期利率協議。Forward rate agreements
遠期利率協議Forward rate agreement
遠期利率協議The thesis analyzed the present transferring status between pudong airport and shanghai " s incity. through forecasting the long - dated flux of pudong airport and the area near it and combining the planning scheme of shanghai urban rapid mass transit, the thesis learned the helpful experience of the traffic organization in typical airport abroad and used the scientific analyzing model of public traffic flux forecasting to put forward some reasonable suggestion of the bottleneck question between pudong airport and incity : the one is to use the present no. 2 subway as the future airtrain to take on the most part of the flux and meantime present the concept of feeder efficiency to quantitative analyze the choice of feeder station ; the other is to set up cat ( city air terminal ) to convenient the passenger to come airport rapidly and economically in order to lessen the pressure of the traffic and improve the whole service quantity of civil aviation transportation
本文分析了浦東機場與市內目前的換乘現狀，從預測浦東機場及緊鄰空港區域中遠期的客流量入手，結合上海市政府快速軌道交通的規劃方案，並且學習境外典型機場交通組織的有益經驗，利用規劃中的公交客流預測等科學分析模型，對浦東機場與市中心的軌道交通銜接提出了合理的建議：一是利用目前的地鐵二號線作為航空軌道共享線來承擔大部分進出空港的客流，並且給出了以接運效率最大化為目標函數的接運公交軌道站點比選模型；二是在市中心設立城市航站樓以方便旅客快速、經濟地到達機場，從而減少道路交通壓力，提高航空運輸的整體服務質量。In mid - april, the spreads between us dollar and hong kong dollar interest rates had narrowed at the longer end and had returned to negative at the shorter end
月中，港元遠期利率與同期美元利率的息差收窄，但短期利率方面的息差則回落至負數水平。Forward rate agreement / fra a forward contract specifying an interest rate that will be paid on a future date. similar to futures, but more flexible in terms of dates
遠期利率協議/ fra詳細說明在未來某一日期將會支付一定利率的一份期貨合同。與期貨相似，但在日期上更靈活。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。But when these methods are applied to evaluation of interest rate swap option, interest rate cap, interest rate floor, forward rate agreement, both the cubic interpolation and the spline interpolation are superior to the linear interpolation, but the cubic interpolation and the spline interpolation are almost same
當三種期限結構估測方法應用於利率互換期權、利率上限期權、利率下限期權、遠期利率定價時，立方插值法和三次樣條插值法盡管都優于線性插值法，但是它們之間卻沒有優劣之分。There are a lot of work been done to the yield curve up to date, but the research can not keep up with the development of bond market. under such circumstances, this dissertation wants to do some researches focusing on the yield curve. first, the study observes the figures of yield curves of china bond during different periods and qualitatively analyzes how they have developed to such figures
研究思路:本研究首先定性考察了不同時期我國國債收益率曲線的形狀和成因，接著通過綜合以前的研究並結合收益率曲線的散點圖對不同時期收益率曲線分別建模，利用模型定量研判市場利率走勢，並對遠期利率作出預測，最後根據實證研究結果對國債投資和管理提供了一些結論和建議。Mainly include the financial instruments such as forward rate agreements, interest rate futures contracts, interest rate swaps, options, and etc. the study and practice of management of interest rate risk in china is still very weak, to introduce the advanced management techniques is very necessary
發達國家關于利率風險管理的研究和實務較有成效，金融工程學為我們提供了管理利率風險的多種金融工具，主要包括遠期利率協議、利率期貨合約、利率互換以及期權等等金融衍生產品。我國管理利率風險的研究比較薄弱，引入國外先進的管理技術很有必要。Indeed, the behaviour of our currency, notwithstanding the background of the global economic slowdown, bears this out. the one - year forward exchange rate of the hong kong dollar against the us dollar is now at a discount of about 40 points. this means that one could buy us dollar one - year forward at an exchange rate of below or stronger than 7. 80, and that interest rates for the hong kong dollar for up to one year are lower than those for the us dollar
事實上，盡管全球經濟正在放緩，但港元的表現已清楚說明這一點：目前1年期港元兌美元的遠期匯率低水約40點子，表示可以低於7 . 80的匯率即較7 . 80強的匯率買入1年期遠期美元，同時1年期或較短期限的港元利率也較相應的美元利率低。And long - term rates this year will go a long way towards deciding who walks into the oval office next january
而今年美國長期利率的走勢，將對決定誰能在明年1月入主白宮起到長遠的影響。Party a shall bear the interest on the usance l / c and the down payment of party b. the annual interest rate is agreed upon at 7. 5 %
甲方負擔遠期信用證及乙方預付款的利息。年利息率雙方同意按7 . 5 %計。In the third part ( chapter 5, 6 ) is the analysis of the equilibrium of interest rate, exchange rate, foreign exchange option and forward exchange option
第三部分（第五章、第六章）分析了利率、匯率與貨幣期權、遠期匯率的均衡關系。In this thesis, we have made some academic creations : we have used some new ways to evaluate the instant value of forward loans and made the credit transferring matrix, so we can evaluate the credit risks precisely ; we have pointed out the concepts of liquidity gaps and interest gaps, so we can evaluate this two kinds of risks ; we have found some ways to evaluate the risks of foreign exchange forward contract and interest rate swaps ; we have used var to make a model to evaluate the risks existing in the bonds investments, so we make it possible to control the risks of investment risks
本文在國內已有的相關課題的基礎上做出了一系列創新：通過對遠期貸款的當期估值以及對信用風險轉移矩陣的構建，實現了信用風險var值的測算；通過對流動性風險缺口與利率風險缺口的構建實現了對兩種風險的定量評估以及風險評級；通過對遠期外匯協議以及利率互換風險的評測，使表外業務的風險評估成為可能；用var方法測量了債券投資的風險，使商業銀行投資業務的風險程度得到了控制。Meanwhile it can serve as reference for government to issue bonds, supervise bonds, implement monetary policy and adjust interest rate. the important issue of the research of yield curve is to discover the quantitative relation between yield to maturity and years to maturity by the analysis of the past trading data so as to calculate the theoretical yield to maturity and predict the forward interest rate of any years to maturity in the future
研究國債的利率期限結構（國債收益率曲線）重點要解決的問題是通過對國債交易的歷史數據的分析，找出國債收益率與到期期限之間的數量關系，從而能夠準確地推算擬合曲線上任意點的理論收益率，並預測出將來任意給定期限的國債所對應的遠期利率。The important issue of the research of yield curve is to discover the quantitative relation between yield to maturity and years to maturity by the analysis of the past trading data so as to calculate the theoretical yield to maturity and predict the forward interest rate of any years to maturity in the future
研究國債收益率曲線重點要解決的問題是通過對國債交易的歷史數據的分析，找出國債收益率與到期期限之間的數量關系，從而能夠準確地推算擬合曲線上任意點的理論收益率，並預測出將來任意給定期限的國債所對應遠期利率。The first section is the base of the whole thesis, including the conception of irr management, its procedure, and history. what " s more, it classifies irr and sum principles of its management ; the three kind techniques of irr management are the thread of the second section. it expounds different kinds of techniques, such as gap model, duration model, fras, future and option ; with the gap model and duration model, the third section use the balance sheet of our commercial banks to reveal the irr conditions of them ; on the basis of experiences of leading banks in the world, the paper puts forward several suggestions in the last section
第1部分介紹了商業銀行利率風險管理的概念、過程，及其演進歷史，同時對利率風險進行了分類，總結了商業銀行利率風險管理的原則；文章的第2部分將現有的利率風險管理技術進行了歸類，以利率風險表內管理技術，表外管理技術和綜合管理技術為主線，分別介紹了早期的差額管理，搭配記賬管理，以及現在十分流行的缺口管理和持久期管理，同時對遠期利率，利率期貨等表外技術，及證券化等綜合管理技術作了簡單的介紹。Secondly, the study develops different mathematical models according to different periods by synthesizing previous research and observing the track of scatter plots of yield curves. thirdly, it quantitatively predicts the trend of interest rate and forward interest rate by these models. last but not the least, this study come to some conclusions and present some suggestions according to the empirical research
本研究首先定性考察了不同時期我國國債收益率曲線的形狀和成因，接著通過綜合以前的研究並結合收益率曲線的散點圖對不同時期收益率曲線分別建模，利用模型定量研判市場利率走勢，並對遠期利率作出預測，最後根據實證研究結果對國債投資和國債管理提供了一些結論和建議。分享友人