网络金利先物 网络释义 1. 金利先物 interest rate... ... interest rate swap futures1. 利率掉期期货interest rate futures options1.金利先物... www.iciba.com|基于 1 个网页
interest rate liberalizationChina's bond marketThis paper derives pricing models of interest rate options and interest rate futures options. The models utilize the arbitrage-free interest rate movements model of Ho and Lee. In their model, they take the initial term structure as given, and for ...
treasury bills futures contract/ Eurodollar futures contract/ federal funds futures contract: 一般来说这些期货的underlying interest rate都是short-term tresury bond futures, treasury notes futures, municipal note index:这些期货的underlying interest rate是long-term 而这些期货合同分别可以用来作对冲(hedge), ...
interest rate futures利率期货 call option on interest rate swap futures利率交换期货买权 指买方可在契约到期前,执行收取固定利息及支付浮动利息的利率交换期货,而卖方有执行收取浮动利息且支付固定利息的利率交换期货的义务。 参见:put option on interest ...
(1)远期利率协议(forward rate agreement),是指合约双方同意在未来某日期按事先确定的利率借贷的合约。 (2)利率期货(interest rate futures),是以固定收益工具或利率为基础资产的期货。是指由交易双方签订的,约定在将来某一时间按双方事先商定的价格,交割一定数量的与利率相关的金融资产的标准化期货合约。 (3)利率...
英[ˈintrist reit ˈfju:tʃəz] 美[ˈɪntrɪst ret ˈfjutʃɚz] 释义 利率期货 实用场景例句 全部 The narrower term interest - rate futures refer to specific contracts for interest - sensitive financial instrument. 利率期货的狭义定义指对于利率敏感的金融工具的期货合约. ...
Options on Short-Term Interest Rate FuturesOptions are contracts that give their owners the right, but not the obligation, to buy or sell a specified item at a set price on or before a specified date. AnSocial Science Electronic Publishing...
Interest Rate Decrease Cap Interest Rate Floor interest rate future Interest rate futures contract Interest Rate Increase Cap Interest Rate Index Interest rate on debt interest rate option Interest rate options interest rate parity Interest rate parity line Interest rate parity theorem interest rate risk...
百度试题 题目18.利率期货( interest rate futures 相关知识点: 试题来源: 解析反馈 收藏
Interest rate futures are a financial derivative contract where the underlying asset is an interest-bearing instrument, typically a government bond. When volatility strikes the bond markets, traders turn to interest rate futures to hedge risks or speculate on where interest rates will head. An inte...