term structure 中文意思是什麼
term structure
解釋
期限結構-
Based on these, considering prepayment " influence on mbs " price, the following three pricing methods are researched on deeply. referring to the experiences of foreign countries, the pricing method based on prepayment pattern is given ; considering the influence of interest rate on prepayment, different interest rate simulation pricing methods are set up, which is on the basis of different interest rate term structure model ; in view of interest rate and different incentive threshold of mortgager, a interest rate incentive function simulation model is established to price mbs
在此基礎上，考慮到預付對證券價格的影響，對以下三種定價方式進行了深入研究：借鑒國外經驗，提出了基於提前還款模式的定價方法；考慮利率對預付行為的影響，建立了基於利率期限結構的不同種模擬利率定價模型；考慮到利率以及抵押借款人的不同利率刺激門檻對預付的影響，建立利率刺激函數模擬模型進行定價。 -
The paper gives a particular analysis on the core module of the option - adjusted model, that is the module of making interest scenes and the module of option characteristic behavior. combining the facts of our country the paper analyzes the applicability of the model. the paper simulates the process of calculating the effective duration and convexity with hull and white ’ s interest term structure and trinomial interest rate tree model
文章著重分析了期權調整利差的兩個核心模塊，即利率情景製造和期權特徵行為模塊以及其中涉及的模型在我國的適用性，並用hull和white的利率期限結構和三叉樹的方法模擬演算了一項具有隱含期權的假設資產的有效持續期和有效凸度的求解過程。 -
Research on corporation debt term structure and agency cost theory
企業債權融資與代理理論研究 -
Chapter three analyses the suitable pricing model of our country ' s mbs, and by studying secular trend and fluctuation of risk free interest rate and the term structure of interest rate of national debt, i propose an option model based on floating interest rate mbs which will be issued in our country. next, cash flow current value method is used to carry out the empirical test
第三章分析了適合我國住房抵押支持證券的定價模型，通過研究我國無風險利率長期趨勢值、波動性以及國債利率期限結構，提出我國發行浮動利率抵押支持證券的期權定價模型，並應用現金流現值定價法對我國發行固定利率住房抵押傳遞證券的定價進行實例分析。 -
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。 -
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。 -
The pricing of interest rate swap is mainly influenced by term structure of interest rate in money market
摘要利率互換定價主要是受到金融市場利率期限結構的影響。 -
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。 -
So - called the interest rate term structure in the paper, is the different term structural analysis and estimation in government debt bond market. the influent factor of the interest term include : the capital long period benefit, the short - term interest rate, the expected inflation, macro variable ability of adaption
所謂利率期限下，就是指對不同時點的整個國債市場利率期限結構的分析和估計。期限結構的因素有資本回報率、短期利率的影響、長短期利差、通貨膨脹預期、宏觀調控能力等。 -
Applying structural approach to modeling default risk, the pricing of default risk zero - coupon bond and a credit spread term structure under incomplete information is developed
摘要運用違約風險評估的結構化建模方法，在信息不完全的情形下推導了風險零息票債券的定價公式，並得到了此時信用利差的期限結構。 -
The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature
並通過無風險利率與到期期限之間的函數關系來確定無風險利率的期限結構。 -
Empirical study on the expectations hypothesis of the term structure of interest rate
我國利率期限結構預期假設的實證研究 -
Research of predictive power of interest rate term structure of chinese government bond repo market
國債回購市場利率期限結構的預測能力研究 -
Estimation methods for term structure of interests rates and its application in interest swap pricing
期限結構估測法及其在利率互換定價中的應用 -
Study on the interest rate behavior in government bonds market based on the two - factor term structure models of interest rates
基於雙因素利率期限結構模型的國債市場利率行為研究 -
The thesis started from introducing some relevant concept of term structure, some interest rate determining theories, traditional theories of term structure, and the research actuality of modern theories of term structure, which includes static and dynamic research
本文從介紹與利率期限結構理論相關的利率概念入手，對利率決定理論進行了簡要的回顧，接著對傳統的利率期限結構理論與現代利率期限結構靜態研究與動態研究所進行的各種研究現狀進行了綜述。 -
Another critical issue is that related parties needs to know their values presicely and this is the main point of this paper. research of mbs value includes 3 areas : 1. forast the mbs cash flows according to borrowers ’ different prepayment rate ; 2. establish mbs risk - prmium interest rate term structure to forcast cash flows. 3. create decident model to value mbs
Mbs價值研究涉及三個方面問題:一、根據抵押貸款借款人提前償付水平預測mbs未來現金流;二、構建考慮mbs風險溢酬的利率期限結構為預期現金流貼現;三、建立定價模型計算mbs價值。 -
With the kalman filter approach, the empirical research shows the model reconciles the time - series dynamics of yields with the cross - sectional shapes of the term structure
通過卡爾曼濾波法對模型的實證分析，證實該模型基本上能在時間序列和橫截面兩個維度上與實際數據相符合。 -
This paper did a research review of interest rate term structure from five aspects. these aspects are : hypothesis on formation of term structure ; static estimation of term structure, microanalysis on the shape of term structure, dynamic models of term structure, and the empirical tests of dynamic models. based on these review, this paper discussed some future research for the term structure of interest rate
對目前利率期限結構的研究狀況進行一個評述性的研究，從5個方面介紹和分析了國內外有關利率期限結構的研究.這5個方面包括:利率期限結構形成假設;利率期限結構靜態估計;利率期限結構自身形態的微觀分析;利率期限結構動態模型;利率期限結構動態模型的實證檢驗.在文獻回顧的基礎上，還對利率期限結構未來的研究方向進行了探討 -
Valuing these irdp rationally and precisely has been increasingly important. based on the research of foreign scholars. this paper studies three methods of term structure estimation ( linear interpolation, spline interpolation, cubic interpolation ) proceeding from methods of term structure estimation about yield curve that affect the valuation of irdp
本碩士論文在綜合國外學者研究成果的基礎上，主要從影響利率衍生產品估價的期限結構估測方法出發，具體詳細地研究了三種利率期限結構估測方法（線性插值法、三次樣條插值法、立方插值法）及其在利率衍生產品定價中的應用。
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