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- The volume of trade in the interest rate derivative market increases rapidly and has accounted for more than 70 percent of the OTC financial derivative trading. 利率衍生品市场交易量迅速增长,在OTC金融衍生品交易中所占比重在70%25以上。
- Interest rate derivatives recorded an average daily turnover of US$2.4 billion in April 1998,compared with US$3.5 billion in April 1995. 一九九八年四月,利率衍生金融合约录得24亿美元的平均每日成交额,而一九九五年四月的数字则为35亿美元。
- Interest rate derivatives recorded an average daily turnover of US$2.4 billion in April 1998, compared with US$3.5 billion in April 1995. 一九九八年四月利率衍生金融合约录得24亿美元的平均每日成交额,而一九九五年四月的数字则为35亿美元。
- Studies on pricing models of interest rate derivative products 关于利率衍生工具定价的研究
- Long-Term Capital was advised by finance quants , or quantitative analysts, who made a number of unsound, esoteric bets, including investments in interest rate derivatives. 长期资本管理公司的顾问都是一些擅长投资利率衍生品等深不可测的投资项目的金融量化分析师。
- Long-Term Capital was advised by finance quants, or quantitative analysts, who made a number of unsound, esoteric bets, including investments in interest rate derivatives. 指导长期资本基金运作的金融数量分析师们做了许多错误的、难以理解的决定,包括投资于利率衍生品。
- The over-the-counter derivatives contracts (including foreign exchange and interest rate derivatives) registered an average daily turnover of US$4.2 billion in April 2001,compared with US$3.8 billion in April 1998. 二零零一年四月,场外交易衍生工具金融合约(包括外汇及利率衍生工具)的平均每日成交额为42亿美元,而一九九八年四月则为38亿美元。
- Keywords Interest Rate Derivative;Hedging;Convexity Bias;Eurodollar Market; 利率衍生品;套期保值;凸度偏移;欧洲美元市场;
- The over-the-counter derivatives contracts (including foreign exchange and interest rate derivatives) registered an average daily turnover of US$4.2 billion in April 2001, compared with US$3.8 billion in April 1998. 二零零一年四月,场外交易衍生工具金融合约(包括外汇及利率衍生工具)的平均每日成交额为42亿美元,而一九九八年四月则为38亿美元。
- interest rate derivatives pricing 利率衍生品定价
- Keywords Interest Rate Derivative Securities;Short Interest Rate;Term Structure;Martingale;Principle of Maximum Entropy; 利率衍生证券;短期利率;期限结构;鞅;最大熵原则;
- That shark lent me money at very high interest rate. 那个贪婪狡猾的人以很高的利率借给我钱。
- Interest rate generally fluctuates in a cyclical manner. 利率常以周期方式浮动。
- Interest rates are running at record levels. 利率达到创记录的水平。
- The government is going to drive interest rates up. 政府准备提高利率。
- Good news for all savers a rise in interest rates! 储蓄者的好消息--利率提高了。
- Interest rates topped out at16 percent. 利息率最高在百分之十六封顶
- How does interest rate affect the price of bonds? 利率如何影响债券的价格?
- Please tell me what the annual interest rate is. 请告诉我年利率是多少。
- The bank has been forced to slash interest rate. 银行已被迫大幅度降低利率。
