We test seven spot rate and forward rate models with one and two factor forward rate model for interest rate warrants for the period from 1990 to 1993 and identify a one factor forward rate model and two spot rate models with two factors that are not significantly outperformed by any of the other four models.
采用了有关市场的数据来检验7个具有单因素与双因素的即期利率与远期利率模型 ,由此得到一个单因子远期利率模型与两个双因子模型 ,即期利率模型与其它 4个模型之间并无明显的区
We test seven spot rate and forward rate models with one and two factor forward rate model for interest rate warrants for the period from 1990 to 1993 and identify a one factor forward rate model and two spot rate models with two factors that are not significantly outperformed by any of the other four models.
采用了有关市场的数据来检验7个具有单因素与双因素的即期利率与远期利率模型 ,由此得到一个单因子远期利率模型与两个双因子模型 ,即期利率模型与其它 4个模型之间并无明显的区
The Study on Interest Rate Liberalization and Development of Interest Rate Futures in China;
我国利率市场化与利率期货推出问题研究
Introduction of interest rate futures results in some extent dynamic shock and information trans- fering in emerging markets.
新兴市场利率期货的引进,对现货市场的动态波动和信息传递一定的冲击效应。
FRA:Pricing and risk-warding measures;
远期利率协议的定价与风险防范措施
(D) exchange rate and interest rate instruments, including products such as swaps, forward rate agreements;
（D）汇率和利率工具，包括换汇和远期利率协议等产品：
Future Interest Rate Applied in Asset-Liability Management of Life Insurance Firms;
远期利率在寿险公司资产负债管理中的应用
The Application and Risk-warding Measures of the FRA in the Rate Risk Management of China's Commercial Bank
远期利率协议在我国商业银行利率风险管理中的运用及其风险控制
The Impact of Interest Rate Adjustment on the Term Structure of Forward Exchange Rates
利率调整对远期汇率期限结构的影响
Pricing of Interest Rate Options on the Defaultable Forward LIBOR;
基于违约远期LIBOR的利率期权的定价
The Study on the Forward Exchange Rate of CNY Based on Interest Rate Parity Theory;
基于利率平价理论的人民币远期汇率研究
spot rate and forward rate
即期汇率与远期汇率
forward exchange rate
期货汇率,远期汇率
Forward Price and Risk Management with the Structure of Floating Rate;
浮动利率结构下的远期定价与风险管理
Study the RMB Forward Exchange Rates between Onshore Market and Offshore Market Base on Interest Rate Parity Theory
基于利率平价视角的境内外人民币远期汇率研究
forward rate agreements
远期汇率(期货价格)协议
A Convertible Bond Pricing Model Under the Condition of Random Interest Rates--Based on the Long-Term Risk-Neutral Probabilities;
随机利率条件下可转换债券定价模型研究——基于远期风险中性概率方法
Party A shall bear the interest on the usance L/C and the down payment of Party B. The annual interest rate is agreed up on at 7.5%.
甲方负担远期信用证及乙方预付款的利息。年利息率双方同意按7.5%计。
Quoting for ward differentials rather than forward rates has its reasons.
报远期差额，不报远期汇率是有其道理的。
Abnormal fluctuation and the volatility term structure of the forward exchange rate
远期汇率的异常波动与波动期限结构
The Empirical Evidence of the Linkage between the Spot and Forward Exchange Rate between RMB and US Dollar
人民币美元即期汇率与远期汇率联动关系研究
Hong Kong dollar interest rates remained in the vicinity of their US dollar counterparts.
港元利率亦贴近同期美元利率的水平。
