Zero-Coupon bond pricing 方程李对称李代数最优系统Lie group theory is applied to differential equations occurring as mathematical models in financial problems. The Zero-Coupon bond pricing models are studied. Its one-parameter Lie point symmetries and corresponding group of adjoint representations are ...
无息债券 (Zero Coupon Bond) 是指债券无附设任何利息回报，发行机构以债券票面值在到期日偿还债券本金，故无息债券市价必定给予较票面值较大折让。基本定义 无息债券是指采用以复利计算的一次性付息方式付息的债券。无息债券又称“无息票债券”。按面值折扣发行，到期按面值十足还本的债券。主要被那些因此可以免缴...
The Zero-Coupon bond pricing models are studi... Y Zhang,W Gao - 《Basic Sciences Journal of Textile Universities》 被引量: 1发表: 2009年 An inverse problem of zero-coupon bond pricing The problem of zero-coupon bond pricing can be converted into a partial differential equation.However,...
Zero-coupon bond是零息票债券,特点是在整个持有期间不支付任何利息,以低于面值的价格发行,到期时按面值全额偿付本金。 Zero Coupon Bond是什么 Zero Coupon Bond的定义 Zero Coupon Bond,中文译为“零息票债券”,是一种特殊类型的债券,其特点是在整个持有期间不向投资者支付任何...
无息债券;无息债券 (Zero Coupon Bond) 债券无附设任何利息回报，发行机构以债券票面值在到期日偿还债券本金，故无息债券市价必定给予较票面值较大折让。 我国一次还本付息债券可视为无息债券.双语例句 1 The zero coupon bond and coupon bond pricing equation are then derived;运用套期保值和套利...
Research on the application of exponential spline function to the pricing of zero-coupon bond 指数样条函数在零息票债券定价中的应用 www.ilib.cn 5. Polynomial spline function ; Zero-coupon bond's yield curve ; Term structure of interest rates 多项式样条函数;零息票收益率曲线;利率期限结构; www.ai...
1) Zero-Coupon bond pricing equations Zero-Coupon bond pricing方程2) Bond number Bond数 1. In this paper,an analytical solution is presented for the Rayleigh-Taylor instability of a viscous liquid drop at high Bond numbers. 给出了高Bond数下黏性液滴表面Rayleigh-Taylor线性不稳定性的分析解,...
Pricing a Zero-Coupon Bond The price of a zero-coupon bond can be calculated as: Price = M ÷ (1 + r)n where: M = Maturity value or face value of the bond r = required rate of interest n = number of years until maturity
Lie-Algebraic approach for pricing zero-coupon bonds in single-factor interest rate models. Journal of Applied Mathematics, 2013, http://dx.doi.org/10.1155/2013/276238.Lo, C.F.: Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models. J. Appl. Math. 2013...
Pricing Zero-Coupon Bonds To calculate the price of a zero-coupon bond, use the following formula: Where: Face valueis the future value (maturity value) of the bond; ris the required rate of return or interest rate; and nis the number of years until maturity. ...