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零息
相关语句
  zero-coupon
     The aims of the static state are to construct a yield curve on relationship of zero-coupon bonds’interest rate and maturities.
     静态研究的目的是以市场上交易的国债价格横截面数据为基础,构造出反映零息债券的利率与期限之间关系的收益率曲线即利率期限结构。
短句来源
     In this paper, I first review the theory and models of term structure of interest rates and the pricing theory of the zero-coupon bond, the CKLS model is greatly examined.
     首先,本文综述了主要的期限结构理论和模型以及零息债券定价理论,着重介绍了本文实证所估计的CKLS模型;
短句来源
     The Estimation Based on the Maximum Likelihood Estimation and the Pricing of Zero-Coupon Bond
     基于极大似然法的利率模型估计与零息债券定价
短句来源
     Term structure of interest rate, which is also called the yield curve, plots a set of yield to maturity of the zero-coupon bonds with different maturities.
     利率期限结构,又称为收益率曲线,是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。
短句来源
     This paper investigates the optimal investment portfolio with stock,defaultable zero-coupon bond,treasury bond and money market account when the investor faces default risk.
     研究了投资者面对违约风险时,在由可违约零息债券、股票、国债及货币市场账户组成的投资组合之间进行最优投资的问题。
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  “零息”译为未确定词的双语例句
     Zero Interest Bonds and Options Prices Distribution Function Based on VASICEK Model
     基于VASICEK模型的零息债券及期权的价格分布函数
短句来源
     Through applying the three methods of term structure estimation to the construction of zero-yield curve and to the pricing of zero-bond, zero-bond option, coup bond, interest rate swap, interest rate swap option, interest rate cap, interest rate floor, forward rate agreement. Comparing the calculation errors of the three methods of term structure estimation.
     通过将这三种期限结构估测方法应用于零息收益曲线构造,应用于零息国债及其期权、附息债券、利率互换、利率互换期权、远期利率协议、利率上限、利率下限等利率衍生产品价格的估测,并比较所估测结果的误差,得出的结论是:三种期限结构估测方法会导致在计算不同利率衍生产品价格时产生差异。
短句来源
     This paper reaches a conclusion that the three methods of term structure estimation lead to the difference of the pricing of IRDP and that the cubic interpolation is the best method when these methods are applied to construction of zero-yield curve and evaluation of coup bond, zero-bond option and interest rate swap.
     立方插值法在零息收益曲线的构造时以及在对附息债券、债券期权、利率互换定价时优于三次样条插值法和线性插值法,是三种插值方法中最好的方法。
短句来源
     Zero coupon repurchase convertible bond can resolve the question.
     而零息回购转债的发行便可以有效地解决这一问题。
短句来源
     Being a innovation of convertible bond, the appearance of zero coupon repurchase convertible bond not only helps the lessening of state-owned share holding, slows the impacts on securities market, but also promotes the development of capital market, diversifies financial tools.
     作为可转换债券的一种创新,零息回购转债的适时出现,不仅可以协助国有股减持,缓解对市场的冲击,还可以促进资本市场健康发展,扩大市场投资品种。
短句来源
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  相似匹配句对
     PCA on the Term Structure of Zero-coupon Yield Rates
     收益率曲线期限结构变化的主成分分析
短句来源
     On Zero Sum
     说“和”
短句来源
     Zero Interest Bonds and Options Prices Distribution Function Based on VASICEK Model
     基于VASICEK模型的债券及期权的价格分布函数
短句来源
     Digital Filtering with Zero Phase Error
     相位数字滤波器
短句来源
     Several Problems about Coupon Treasury Bond
     附国债的几个问题
短句来源
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  zero-coupon
This paper focuses on pricing and hedging options on a zero-coupon bond in a Heath-Jarrow-Morton (1992) framework when the value and/or functional form of forward interest rates volatility is unknown, but is assumed to lie between two fixed values.
      
LIBOR and swap derivatives satisfy this condition, implying they can be priced and hedged with a finite number of zero-coupon bonds, even when there is no instantaneous saving bond.
      
Our main result is that, to hedge a defaultable claim one has to invest the value of this contingent claim in the defaultable zero-coupon.
      
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds.
      
For a class of diffusion processes we are able to provide explicit expressions for the firm's default intensity process and its zero-coupon bond prices.
      
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With the enhancement of market competition and increasing degree of uncertainty, default risk is becoming one of the major factors that influence the price of a commercial bank's loan. Generally, default risk occurs when a borrower is not able to repay a debt(principal or interest). Assuming that a firm 's credit rating is an indictor of the likelihood of default and the stochastic process and the default process are independent, this paper focuses on how to price the default loan, namely one dollar is repaid...

With the enhancement of market competition and increasing degree of uncertainty, default risk is becoming one of the major factors that influence the price of a commercial bank's loan. Generally, default risk occurs when a borrower is not able to repay a debt(principal or interest). Assuming that a firm 's credit rating is an indictor of the likelihood of default and the stochastic process and the default process are independent, this paper focuses on how to price the default loan, namely one dollar is repaid at the maturity. The analysis shows that the price of the risk loan is the value of zero coupon bond of free default multiplied by the expected payoff of the risk loan at maturity.

在考虑违约风险的情形下 ,分析了到期一次还款付息的信贷资产定价问题 ,基本的假设是借款公司违约概率由公司信用等级的转移概率密度矩阵和风险升水外生决定 ,分析表明违约风险的信贷资产价格等于零息票债券的价格乘以信贷资产的期望支付。

This paper discusses the superiority of Zero-CouponRepurchasing Convertible Bond (ZCRCB) to other repurchase plansaiming to cut down the weights of the state-owned shares in thelisted companies. In a simple setting, we show that ZCRCB canrestrict over-investment and avoid under-investment at the same time.And it makes no difference in controlling managerial opportunisticbehavior whether the state-owned shares holder dominates afterrepurchase and whether the firms call policy is under theshareholders discretion....

This paper discusses the superiority of Zero-CouponRepurchasing Convertible Bond (ZCRCB) to other repurchase plansaiming to cut down the weights of the state-owned shares in thelisted companies. In a simple setting, we show that ZCRCB canrestrict over-investment and avoid under-investment at the same time.And it makes no difference in controlling managerial opportunisticbehavior whether the state-owned shares holder dominates afterrepurchase and whether the firms call policy is under theshareholders discretion.

本文认为,零息回购转债在制约经理人投资不足或投资过度方面的性能优于“增发后回购”、股转债等其它国有股回购方案。并且,无论国有股减持后是否仍占控股比例,股东是否决定赎回权的行使对零息回购转债制约经理机会主义的作用没有影响。不同于股转债,零息回购转债另一个优点是避免了巨额现金流出,不致令上市公司在回购后承担过重的利息负担和过大的财务风险。

In adopting zero-coup method to an interest swap pricing case,this paper uses three estimation meth-ods for term structure to calculate the fixed interest rate.By analyzing and comparing the calculation results,the conclusion is drawn that the interest rate got by cubic interpolation method is the most reasonable pricing.

本文在利用零息票利率法对具体案例进行定价分析过程中,将三种利率期限结构估测法用于计算互换定价的固定利率,通过对计算结果的分析与比较,得出了应用立方插值法所求出的利率是最合理的定价的结论。

 
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