用FORWARD ZERO COUPON CURVE计算LIBOR 用DISCOUNT/SPOT ZERO COUPON CURVE的PRICE计算即期汇率和远期汇率之间关系 利率平价理论INTEREST RATE PARITY 解释为什么可以这样计算远期和近期汇率之间关系
exchange, interestrate swap,cross-currencyswap, option and futures to hedge its risks associated [...] cathayholdings.com.tw cathayholdings.com.tw 本公司從事遠期外匯合約、利率交換、換匯換利、選擇權、期貨之衍生性 金融商品交易,主要係用以規避利率與匯率變動風險。
货币利率交叉互换(Cross Currency Interest Rate Swap) 货币利率交叉互换是指交易双方将两种货币的 资产 或者 债务 按不同形 式的 利率 进行交换。
英文-中文字典 交叉货币利率互换 UN term 显示算法生成的翻译 将“cross-currency interest rate swap"自动翻译成 中文 Glosbe Translate Google Translate 添加示例 变形干 匹配词 找不到示例,请考虑添加一个示例。 您可以尝试更宽松的搜索以获得一些结果。
Cross-Currency-&-Interest-Rate-Swap网络交叉货币利率掉期;交叉货币利率交换;货币利率交叉互换 网络释义 1. 交叉货币利率掉期 金融英语 - 金融学 考研论坛 ... Creditwatch 债信观察 Cross currency interest rate swap 交叉货币利率掉期 Cross trade 交叉盘 ... bbs.kaoyan.com|基于241个网页 2. 交叉货币利率交...
Cross currency interest rate swap (CIRS) is a useful tool for interest rate – and currency – risk hedging of bond/loans portfolios. It can be also used for foreign exchange speculation. The paper presents the structure of CIRS, pricing rules as well as risk factors associated with the ...
Cross-Currency Interest Rate Swaps A currency swap is an exchange of payment flows comprising interest payments and capital payments in different currencies at an agreed exchange rate. You can use currency swaps to hedge possible currency risks. They also allow you cheaper access to the respective ...
Pricing cross-currency interest rate swaps under the Levy market modelInterest rate swapLevy marketCross-currencyArbitrage-free pricing modelThis paper derives a pricing model for interest rate swaps when the underlying markets and settlement currency can be set arbitrarily. Using the risk-neutral ...
而不是利率互换中的一种形式。交叉货币利率互换（cross-currency interest rate swaps）是利率互换和货币互换的结合，它是以一种货币的固定利率交换另一种货币的浮动利率。交叉货币互换：指境内交易与境外在双方达成交易同时包含的名义本金、利息、手续费、固定利率、浮动利率的相互之间的互换。