arbitrage rate
英 [ˈɑːbɪtrɑːʒ reɪt]
美 [ˈɑːrbɪtrɑːʒ reɪt]
套汇汇率
双语例句
- Of course, this will lead to another problem, that is, during the time when a capital enters and leaves China, there can be arbitrage opportunities, like differences in interest rate and changes in currency exchange rate.
当然，这会引起另外一个问题，即资金进来后又出去，在这个过程中可能会找到套戥的机会，英文称arbitrage，比如利率的差别、货币汇率的变动。 - To arbitrage the two markets, these companies accept renminbi as payment from Chinese importers, then swap the cash into dollars at the more attractive offshore exchange rate.
为了在两个市场间进行套利，这些公司从中国进口商那里接受人民币付款，然后以更具吸引力的离岸汇率将其兑换成美元。 - In a broader context, interest rate arbitrage activities may seek to take advantage of the interest rate differential between two currencies.
在广义的层面，利率套戥活动亦可利用两种货币之间的利率差距图利。 - "This is in essence an arbitrage of the rate disparity between a restricted China and the free market," said one Hong Kong-based trade finance banker.
“这在本质上是利用受管制的中国内地与自由市场之间的利差进行套利，”一位在香港从事贸易金融的银行家说道。 - Foreign Exchange Arbitrage is that the bank provides the form of managing finance affairs, avoiding the risk of the Exchange Rate and passing through arbitrage business for maintaining the original of the monetary purchasing power.
外汇宝业务是银行为客户提供的一种方便理财、避免汇率风险、通过套汇保值增值的投资方式。 - Started from the basic principle of the currency swap, the paper studies the pricing and arbitrage of the currency swap, analyses three models of fix-to-fix interest rate currency swap and the market risks under each model.
本文从货币互换的基本原理出发，研究了互换的定价和套利，分析了固定利率对固定利率的货币互换的三种模式，以及不同模式下所面临的市场风险。 - After analyzing equilibrium interest rate models and arbitrage interest rate models comparatively, this article chooses one of arbitrage interest rate models-BDT model as our interest rate pricing derivates model. And based on interest rate special behavior I extend the BDT model by introducing the transition probability parameter.
同时对均衡利率模型和套利利率模型进行了详细的比较研究，最终选择了BDT模型作为我国利率衍生品定价的主要工具，并根据利率的行为特征通过引入转移概率参数对BDT模型进行了扩展研究。 - Second, the BT project repo base price adjustment factors assume different subjects divided into three categories. Third, the use of single-factor arbitrage model BT is more reasonable in rate of return on investment prediction.
二是BT项目回购基价调整因素按承担主体不同分为三类。三是运用单因素套利模型预测BT项目投资回报率更为合理。 - Classic option pricing theory is built on the basis of efficient market hypothesis, that market has no arbitrage, logarithm stock price after a discount of risk-free rate follows a martingale process; this suggests the stock price increments in most cases should be mutually independent.
经典期权定价理论是建立在有效市场假设基础之上，即市场是无套利的、对数股票价格经过无风险利率折现服从一个鞅过程；这暗示在大多数场合股票价格增量应该是相互独立的。 - Firstly, comparing the dynamic statistical arbitrage and traditional statistical arbitrage through yields, transaction times, transaction success rate and so on, we found dynamic method gains more stable profit, more arbitrage opportunities and higher trading success rate.
首先对动态统计套利和传统统计套利进行比较，通过收益率，交易次数，交易成功率等多个指标比较得到动态方法下套利收益更稳定，套利机会更多，交易成功率也更高。