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- Interest Rate Swap Pricing on the Basis of Hedging 利用对冲原理进行利率互换定价
- On the Interest Rate Swap Pricing Based on Support Vector Machine 基于支持向量机的利率互换定价研究
- interest rate swap pricing 利率互换定价
- Therefore the price of the inverse floater is the sum of the value of the fixed-rate bond, the interest rate swap and the interest rate cap. 而此拆解的原则是:(一) 在每个付息日,固定利率债券的债息收入要大于或等于浮动利率债券与反浮动利率债券的债息总和;
- Overnight Index Swap An interest rate swap involving the overnight rate being exchanged for some fixed interest rate. 隔夜指数掉期指将隔夜利率交换成为若干固定利率的利率掉期。
- Financial engineers will pass an "interest rate swap" approach to meet the issuer and investors their needs. 金融工程师就会通过一种“利率互换”的方式来满足发行公司和投资者的各自需要。
- An OIS is a fixed floating interest rate swap with the floating leg tied to a published index of an overnight reference rate. 隔夜指数掉期合约是一种定息与浮息掉期交易,其中浮息部分与一个定期公布的隔夜参考利率指数挂。
- The swap price may seem, to the layperson, to be a rather convoluted way for the market to be making comparisons between the interest rates for the two currencies. 一般人可能认为要靠掉期价来比较两种货币之间的息差,是颇为转折的办法。
- Along with the deepening of financial reform and development, interest rate swap also has a new development space and opportunities. 随着金融改革的深化与发展,利率互换在我国也获得了新的发展空间和发展机遇。
- Based in this angle, the paper make instructive research on consummation of risk management system of interest rate swap within CCB dalian branch. 本文旨从这一角度出发,对中国建设银行大连分行就完善利率互换产品风险管理机制问题进行有意义的探索。
- Interest rate swap is of great benefit to avoiding the risk of interest rate,reducing the cost of financing,managing assets and debts,and perf... 但是,利率互换存在法律和政策风险、基础协议的效力风险、履约风险以及利率本身的风险。
- Pricing of Interest Rate Swap under Default Risk 违约风险条件下利率互换合约的定价
- CME Group announced the extension of interest rate swap futures contracts traded in bulk fee waiver deadline, and adjust the name and listed the date of the coupon. CME集团宣布延长利率掉期期货合约大宗交易费用减免截止日期,并调整名义息票和上市日期。
- Since the first interest swap transaction occurred in international financial markets in 1982, interest rate swap in the international financial market has been widely used. 摘要自1982年国际金融市场的第一笔利率互换交易发生以来,利率互换在国际金融市场上被广泛应用。
- Interest Rate Swap / Swap A contract formed between two parties for the purpose of exchanging their re ective obligatio such as interest rate obligatio . 利率互换/互换 出于交换各自义务诸如利率义务而在双方之间建立的一种合同。
- The most common type is an interest rate swap, in which one party agrees to pay a fixed interest rate in return for receiving a adjustable rate from another party. 最普通的交换方式是利率 互换,参与者一方同意支付一个固定的利率以换取对方一种可调整的利率支付方式。
- Interest Rate Swap A deal between banks or companies where borrowers switch floating-rate loans for fixed rate loans in another country. These can be either the same or different currencies. 利率掉期多家银行或公司之间的交易,借贷人将浮息贷款转换为另一个国家的定息贷款,两项贷款可以是同一货币或不同的货币。
- The Existing Obstacles for Pricing of Interest Rate Swap and the Solution to it 利率互换定价存在的障碍及解决办法
- Green Interest Rate Swap Management 利率互换的管理咨询。
- On Interest Rate Swap of RMB and Its Risk-Avoiding 浅谈人民币利率互换及其风险规避问题