riskfree interest rate

用法例句

Under the circumstance of listing dynamics model on the housing price, the pricing on incentive option of housing is analysed when the risk-free interest rate is a constant.

把住房资源激励机制转化成住房价格指数期权问题,给出了住房激励期权价值的一般性计算方法,并在给出住房价格动力学模型的前提下,分析了无风险利率为常数时的住房激励期权价值。

In the existing real option pricing model,risk-free interest rate as the discount rate is regarded as constant and does not change.

在现有的实物期权定价模型中,作为折现率的无风险利率被视为常数不发生变化,但实际上由于实物期权的到期时间较长而且不一定固定不变,作为折现率的无风险利率也并不总是固定的,而有可能发生变化。

The boundary condition of risk-free interest rate is obtained.

本文在充分研究住房抵押贷款价格函数对于提前支付行为的二阶性质的基础上 ,确定了有关提前支付的无风险利率临界条件 ,得到了提前支付概率的精确公式和住房抵押贷款定价的期望值模型。

According to the theory of synthetic put,the value of risk-free rate has impact on OBPI with dynamic replication.

理论上,无风险利率的不同取值会影响采用 OBPI 策略进行组合保险的效果,考虑到采用组合保险策略的投资主体是机构投资者,本文使用机构投资者所能获得的三种主要利率,包括银行活期存款利率、银行同业间拆借利率以及银行间债券回购利率来分别计算采用 OBPI 策略的组合保险价值并进行比对,实证研究发现:(1)对于采用 OBPI 策略的组合保险,在任何无风险利率下,其在下跌市场中的保险效果均好于上涨市场中的保险效果。

The relationships between the minimal ruin probability and the risk-free rate and investment were studied,and the effects of the risk-free rate on the optimal investment strategy were investigated by numerical calculation.

最后通过数值计算,得到最小破产概率与无风险利率,投资和相关系数之间的关系,以及无风险利率和相关系数对最优投资策略的影响。

The management on the interest rate risks of the commercial bank under the interest rate marketization in our country;

我国利率市场化条件下商业银行利率风险管理

With the background of market-oriented interest rate, housing mortgage loans have to face enormous interest rate risks in forms of repricing, optionality, basic risk, and yield curve.

在利率即将实现完全市场化的背景下,住房抵押贷款所面对的利率风险主要表现在重新定价风险、内含期权风险、基准风险、收益率曲线风险等方面。

With the rapid progress of China marketization of interest rate, the interest rate risks emerge gradually, and the promotion of interest rate futures is going with the tide.

随着中国利率市场化的推进,利率风险日益显现,推出利率期货是大势所趋。

The interest-rate risk refers to the risk of loss or profit occurring on or off the balance sheet of commercial banks due to the fluctuation of the interest-rate.

商业银行利率风险是指因利率变动而使商业银行的表内和表外业务发生损失或收益的风险,是商业银行市场风险的重要组成部分。

With the gradual promotion of interest rate liberalization in China,interest-rate risk has become one of the major risks of commercial banks.

随着我国利率市场化的稳步推进,利率风险将逐渐成为商业银行的主要风险之一。

SummaryIn these years, Interest-Rate Risk has become the crucial risk Chinese bond investors confront.

近些年来，利率风险成为中国债券投资者面对的最主要的风险，对这一课题的研究无疑具有重要的理论意义和现实意义。

The Study of Interest Risk Management of Embedded Option of Commercial Bank;

商业银行隐含期权的利率风险管理研究

Study on the Immunization of Interest Risk of the Investment in Government Bonds;

国债投资的利率风险免疫研究

Study on the Relationship of Credit Risk and Interest Risk;

信用风险与利率风险相关性分析

The Optimal Method of Portfolio Investment on the Non-risk Interest Rate Fluctuating

无风险利率变化下的证券组合投资最优化方法

On Real Option Pricing Method under Changing Risk-Free Rate;

无风险利率变化时的实物期权定价方法研究

Real option pricing method for R&D investment under changing risk-free rate and discount rate;

无风险利率和折现率变化时的R&D投资实物期权方法(英文)

Theory of pricing no-default adjusted-rate-mortgage;

无违约风险的可调支付利率抵押贷款定价原理

interest rate risk: Risk due to difference in interest rates.

利率风险: 由于利率的差别而产生的风险。

Consummating Management System for Replying Risky Interest Rate;

完善风险管理机制 应对银行利率风险

The Measurement and Controlling Methods on Interest-rate Risk of Bonds;

债券利率风险度量方法及其风险防范

Problems in Computing Certainty Equivalent Coefficient by Risk Rate Returns and Minimum Rate of None-risk Returns;

“利用有风险报酬率和无风险最低报酬率函数关系计算肯定当量系数”质疑

Interest Rate Risk Management of Annuity under Stochastic Interest Rate Model;

随机利率下的年金产品利率风险管理

The Interest Rate Liberalization and Interest Rate Risk Management of Commercial Bank;

利率自由化与商业银行利率风险管理

Tool for Evading Interest Risk:Annuities with Variable Interest Rate;

利率风险的化解——利率变动型年金产品

Research on Interest Rate Risk Faced by the Commercial Bank in Interest Rate Change;

利率市场化下商业银行利率风险研究

Interest Rate Marketization and Interest Rate Risks Management of Commercial Banks;

利率市场化与商业银行利率风险管理

Interest Rate Market and Management of Commercial Bank Interest Rate;

利率市场化和商业银行利率风险管理

Study on the Interest Rate Risk and the Management of the Chinese Life Insurance Industry;

中国寿险业利率风险及其管理的研究

Reserves and analysis of the risk in life insurance with interest randomness;

随机利率下的准备金与寿险风险分析

An Analysis on the Profit Risk of Life Insurance and Counter -Measures in China;

我国寿险业的利率风险分析及其防范

Risk Model with General Distribution Interest;

具有任意概率结构随机利率风险模型