Constant Maturity Treasury Derivative

用法例句

Considering the difficulty in valuating the fixed - income derivatives with the risk - neutral probability measure, this paper presents a new change -of- measure technique--forward - neutral probability measure.

在该测度基础上,构造鞅过程可以对一些固定收益衍生品定价,进一步给出零息债券的欧式期权、利率上限期权的定价公式。

The expansion of debt derivatives is a direct transmission of systematical risk,and the lack of supervision leads to crisis overspreading,and the results must bring about U.

本文以美国次贷危机为大背景,深入探讨其产生的原因及其后果,认为美元为主导的浮动汇率制是导致资产泡沫产生的土壤,以债权衍生品为主导的扩张是系统性风险的直接传递者,而相应监管的缺失导致危机蔓延,其结果必然导致美元危机。

Production of erucic acid and development of its derivative products;

芥酸的生产及其衍生产品开发

International derivative product markets have developed rapidly since 2000: the annual growth rate of trading amount is around 25.

2000年以来,国际衍生产品市场发展较为迅猛,从2000年至2005年,全球期货总成交额年均增长率为25。

An Analysis of the Running Course of Treasury STRIPS;

国债衍生品设计新思路——国债本息拆离运作机制构建

The Study of Interest-rate Risk Management on China s Bonds Financial Derivatives;

我国国债金融衍生产品利率风险管理研究

Study on the Pricing of Bonds-Relevant Interest-Rate Derivatives Developed by State-Run Banks;

国有银行债券型利率衍生品的定价研究

Intrinsic Characteristics of Financial Derivatives and Supervision System:A perspective from American Subprime Mortgage Loan

金融衍生品的本质特征及其监管制度——以美国次债为分析视角

Analysis on How to Use the Financial Derived Products to Evade the Risk of the Foreign Debt;

浅析如何利用金融衍生产品规避外债风险

Retrospect and Inspiration on Financial Derivatives Development and Evolution--Based on Research Perspective of Subprime Mortgage Crisis

金融衍生产品发展与演变的再回顾及启示——基于美国次债危机的研究视角

Studies on the Pricing of Corporation Bonds and Credit Derivatives with Counterparty Risk;

含交易对手风险的公司债券和信用衍生品的定价问题研究

Pricing Research of Corporate Bonds and Credit Derivatives under the Structual Model;

结构化模型下公司债券及信用衍生产品的定价研究

Research on Surpervision Problems of the Financial Derivative Market in Our Country;

我国金融衍生产品市场监管问题研究

Research on Financial Derivatives about Commercial Banks;

我国商业银行发展金融衍生产品研究

The Development of Credit Derivatives Market in Foreign Countries and Its Introduction to China;

国外信用衍生产品市场的发展与引进

China s financial derivatives market innovation and experimentation;

中国金融衍生产品市场的创新与实验

The Policy Frame for the Supervision on China s Financial Derivatives in Foreign Markets;

境外中国金融衍生品监管的政策框架

Analysis About Legal Harassment Of Financial Derivative Development;

我国金融衍生品发展的法律困境解析

International Comparison of Taxation on Derivative Trading;

衍生品的税收问题:国际比较和借鉴

Financial Derivative Market Supervision: International Experience and Enlightenment;

金融衍生品市场监管:国际经验及启示

Analysis on Prospect of Derived Products of Finance;

浅论金融衍生产品在我国的发展前景

Research on China's Legal Regulation on Financial Derivatives Transaction

论我国金融衍生产品交易的法律规制