The pricing study of caps with changeable exercising interest rates;
具有可变执行利率的利率上限定价研究
A parabolic variational inequality arising from the valuation of American interest rate options;
美式利率期权定价的抛物型变分不等式
By applying the variational inequality technique,the behavior of the exercise boundary of the american-style interest rate option is analyzed under the assumption that the interest rates obey a mean-reverting random walk as given by the Vasicek model.
在Vasicek利率模型的假设下,应用变分不等式方法分析了美式利率期权自由边界的性质。
The object of this article is to investigate the question of which interest rate options valuation models are better suited to support the management of interest rate risk.
对支持利率风险管理的利率期权评价模型进行比较分析 。
The pricing study of caps with changeable exercising interest rates;
具有可变执行利率的利率上限定价研究
interest rate cap [IBRD]: A limit on the amount of interest that can be levied on a variable rate loan.
利率上限[国际复兴开发银行]:对可变利率贷款能够征收的利息额的限度。
Klein s Rule of "Two Separable Decision" and the Re-study of canceling the Ceiling on Deposit Rates;
Klein的“两分离”定理和解除存款利率上限的再考察
Placed a cap on mortgage rates.
给抵押利率定一个上限
cap: A floating rate note with an upper limit on the interest rate to be paid.
上限:一种对利率规定上限的浮动利率本票。
Interest Rate Collar An option hedging strategy involving the purchase of a cap and the sale of a floor to confine interest rate movements to a range.
利率上下限涉及购买上限和出售下限来限制利率在一定范围浮动的选择权保护策略。
cap and collar mortgage
设定利率上下限的抵押贷款
Calculation of the Value at Risk of the Term Structure of Bond Interest Rates in Shanghai Securities Exchange;
上交所国债利率期限结构的风险值计算
Estimating Shanghai Stock Exchange Term Structure of Interest Rates with B-Splines;
基于B样条函数的上交所利率期限结构估计
Risk Premium of the Term Structure of Repo Rates in the Shanghai Stock Exchange;
上海证券交易所回购利率期限结构的风险溢酬
The Limiting Distribution of Present Value Function and Its Upper and Lower Bounds Under Stochastic Rate of Interest;
随机利率下现值函数的极限分布及其上、下界
Modeling Yield Curves in the SSE with Two-Factor Affine and Gaussian Essential Affine Models;
仿射模型、广义仿射模型与上交所利率期限结构
Interest Rate Term-structure and Its Information Value for Predicting T-bonds Returns in the SSE;
上交所国债市场利率期限结构及其信息价值
Using Rectangular Pulse to Determine the Amplifier s Upper and Lower Frequency;
利用矩形脉冲测定放大器的上、下限频率
Article38 A commercial bank should decide the interest rates of loans in accordance with the upper and lower limits of loan interest set by the People's Bank of China.
第三十八条商业银行应当按照中国人民银行规定的贷款利率的上下限，确定贷款利率。
Hair sensors do not suffer from the same upper limit.
而利用绒毛的传感器就不会遇到同样的功率上限。
Theoretically speaking, time limit and interest rate of state debts and closely related.
从理论上来说,国债期限与国债利率是密切相关的。
The returns will generally be a fixed interest rate during the term of the investment plus the principal invested.
一般来说，在投资期限里，回报是固定利率加上投入的本金。