网络释义 1. 利率期限结构 利率期限结构(Term Structure of Interest Rates) 是指在在某一时点上,不同期限资金的收益率(Yield)与到期期限(Maturit… baike.baidu.com|基于92个网页 2. 利率的期限结构 财务英语英汉... ... term transfer 掉期,转期term structure of interest rates利率的期限结构terotechnology ...
利率期限结构(term structure of interest rates) 相关知识点: 试题来源: 解析 答:利率期限结构是指短期利率与长期利率之间的关系。利率期限结构包括三种情况:向上倾斜、向下倾斜 和驼峰形状。最常见的形状是向上倾斜的,但陡峭程度的差异相当大。利率期限结构的决定因素:实际利率、通货膨胀率和利率风险。 实际利率是...
利率期限结构理论(含义、解释力)含义:Term Structure of Interest Rates是指在在某一时点上,不同期限资金的收益率(Yield)与到期期限(Maturity)之间的关系及变化规律.利率的期限结构反映了不同期限的资金供求关系,揭示了市场利率的总体水平和变化方向,为投资者从事债券投资和政府有关部门加强债券管理提供可参考的依据。
Both the risk-neutral and equilibrium approaches are presented under the assumption that term structure movements depend upon only a single factor 鈥搕he short rate of interest. This factor, and thus movements in bond prices, can then be represented in the tree diagram which is now routinely ...
The term structure of interest rates, the expectations hypothesis, and implied forward ratesRobert ZipfFixed Income Mathematics
利率期限结构是指即期利率与到期期限的关系及变化规律。收益率曲线是显示金融工具收益率的图表。大多数情况下收益率等于利率，但也会发生收益率与利率的背离。利率期限结构（Term Structure of Interest Rates） 是指在在某一时点上，不同期限资金的收益率（Yield）与到期期限（Maturity）之间的关系。利率的...
利率期限结构(Term Structure of Interest Rates) 什么是利率期限结构 严格地说,利率期限结构是指某个时点不同期限的___与到期期限的关系及变化规律。 由于___的___等于相同期限的市场即期利率,从对应关系上来说,任何时刻的利率期限结构是___水平和期限相联系的函数。因此,利率的期限结构,即零息债券的到期收益...
A. the real rate of return is lower for short-term bonds than for long-term bonds.B. there is an indirect relationship between real interest rates and time to maturity.C. there is an indirect relationship between nominal interest rates and time to maturity....
固定收益chap05TermStructureofInterestRates FIXED-INCOMESECURITIES LECTURE5 TermStructureofInterestRates 1 1、Factorsthataffectriskpremium Yn=Rf,n+DP+LP+TA+CALLP+COND Where:Yn=yieldofann-daysecurity Rf,n =yieldonann-dayTreasury (risk-free)security DP=defaultpremium(creditrisk)LP=liquiditypremium TA=...
将“term structure of interest rates"翻译成中文 利率期限结构是将“term structure of interest rates"翻译成 中文。 译文示例:For instance, keeping portfolios of poorly structured debt in terms of maturity, currency or interest rate composition and large and non-funded contingent liabilities have been...