In this section we analyze the characteristics, applying range and the correlation of different models and the duration models under various term structure models such as Vasicek, CIR, HJM and Moreno model, etc.

• 然后我们对利率风险的持续期度量方法进行了详细分析，分别介绍了Vasicek模型、CIR模型、HJM模型、Moreno随机波动两因素模型下的持续期模型。