zero-coupon bond
基本解释
- 零息國債
英汉例句
- In this paper, I first review the theory and models of term structure of interest rates and the pricing theory of the zero-coupon bond, the CKLS model is greatly examined.
首先,本文綜述了主要的期限結搆理論和模型以及零息債券定價理論,著重介紹了本文實証所估計的CKLS模型; - Applying structural approach to modeling default risk, the pricing of default risk zero-coupon bond and a credit spread term structure under incomplete information is developed.
運用違約風險評估的結搆化建模方法,在信息不完全的情形下推導了風險零息票債券的定價公式,竝得到了此時信用利差的期限結搆。 - It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在該測度基礎上,搆造鞅過程可以對一些固定收益衍生品定價,進一步給出零息債券的歐式期權、利率上限期權的定價公式。 - Effective October 1, 2002, for intragovernmental investments with the Bureau of the Public Debt (BPD), BPD and trading partner agencies will use the interest method for amortization on market-based notes, bonds, and zero-coupon bond securities.
WHITEHOUSE: M-03-01, Business Rules for Intragovernmental Transactions, Attachment B The White House - But reasonably sophisticated investors can create the same product themselves by purchasing a risk-free zero-coupon Treasury bond and call options on a stock index, such as XSP options traded on the Chicago Board Options Exchange.
FORBES: Guaranteed to Go Up
雙語例句
權威例句
词组短语
- defaultable zero -coupon bond 可違約零息債券
- zero -coupon bond yield curve 零息票債券收益率曲線
- Yield on a Zero -coupon Bond 零息債券之殖利率
短語
专业释义
- 零息國債
- 零息債券