bond pricing
英 [bɒnd ˈpraɪsɪŋ]
美 [bɑːnd ˈpraɪsɪŋ]
公司债券定价；债券计价
双语例句
- The existing catastrophe bond pricing models are all based on the standard finance theory.
现有的巨灾债券定价模型是基于标准金融理论建立的。 - Empirical Study on Earthquake Losses Distribution and CAT Bond Pricing in China
中国地震损失分布与巨灾债券定价研究 - The optimal call policy for convertible bond not only can point out the optimal occasion for firms 'calling, but also is a premise to convertible bond pricing.
企业可转换债券的最优赎回策略不仅能为企业指出行使赎回权的最佳时机，同时它也是企业可转换债券定价的前提。 - The third section introduces the modern analyzing method of the convertible bond pricing methods.
在第三节中，我们将引入可转换债券定价的现代分析方法。 - Compared with the traditional models, this model originated from a new thought, and can solve the convertible bond pricing problem under multi-factors and path-dependence.
与传统模型相比，可以更好地解决多因素扰动条件下的可转债定价问题和可转债条款中的路径依赖问题。 - Study of Convertible Bond Pricing Theory by Monte Carlo Method
基于MonteCarlo方法的可转换债券定价理论研究 - Finally, to develop PDE and constraints of convertible bond pricing model with credit risk on the basis of convertible bond pricing model without credit risk and a risk bond pricing model.
最后在没有考虑信用风险的转债定价模型与风险债券定价模型基础上推导出具有信用风险（非恶意和恶意违约风险）的转债定价模型的PDE及其约束，边界条件。 - In Chapter V, the writer put a model forward concretely for bond pricing under time-lag credit risk.
第五章时滞信用风险下可违约债券的定价中，笔者给出了具体的债券定价模型，其方法属于简化式方法。 - Study on the Corporate Bond Pricing Based on the Term Structure of Credit Spreads
基于信用利差期限结构的企业债券定价研究 - Finally, a Chinese enterprises bond pricing models is raised.
最后，本论文提出了自己的中国企业债券定价模型。 - Recalling the classic bond pricing theory and summing up the current domestic and foreign research situation of this issue, the research idea of this paper is presented.
本论文在回顾经典的债券定价理论和总结当前国内外对此课题研究现状的基础上，提出了自己的研究思路。 - The zero coupon bond and coupon bond pricing equation are then derived;
运用套期保值和套利定价的方法，推导了贴息债券和附息债券的定价方程； - Secondly, to describe the development of convertible bond pricing model, which includes three procedures: one factor pricing model, two factors pricing model and credit risk pricing model;
进而阐述转债定价模型的发展主要经历了三个过程：单因素模型，双因素模型，信用风险模型； - The Empirical Study on Term Structure of Interest Rate and Treasury Bond Pricing
利率期限结构和附息国债定价的实证研究 - Convertible Bond Pricing and Clause Designing
可转换债券定价及条款设计 - The basic thought of the traditional convertible bond pricing theory is to construct a value model of convertible bond to solve the theoretic price.
传统的可转债定价方法的基本思路是通过建立可转债价值的模型来直接求解可转债理论价格。 - For different market environment, the impact of the liquidity factor for the bond pricing is not similar.
对于不同市场环境中，流动性要素对于债券利差的影响程度研究比较有趣。 - Results show that, after controlling for factors of credit and interest rates, these liquidity-related factors have insignificant and instable effects on bond pricing.
研究结论发现，控制了利率风险和信用风险因子后，这些与债券流动性相关的因素对中国企业债券定价的影响都是不显著或不稳定的。 - Meanwhile, scholars around the world also have researched on convertible bond pricing model actively.
同时，全世界各学者对可转换债券的定价方式、定价模型的研究也在积极地进行。 - Corporate bond spreads, also known as credit spreads, has eliminated the influence of interest rates term structure. Therefore, corporate bond spreads is more direct than the corporate bond prices when we research the influence factors of corporate bond pricing.
由于企业债券利差消除了利率期限结构的影响，因此，在研究企业债券定价的影响因素时，企业债券利差比企业债券价格更为直接。 - The results of this research is of great significance for credit bond pricing by helping market stakeholders in understanding the influence of macroeconomic factor on credit spreads from the macroeconomic perspective.
本文的研究成果对信用债定价有着积极的意义，能够帮助市场相关者，从宏观经济的角度认识宏观经济因素对信用利差的影响。 - There are three convertible bond pricing algorithms: Finite difference method, Monte Carlo simulation, binomial tree.
在可转换债券定价的算法上面，大致有三种数值算法：有限差分法，蒙特卡罗模拟，二叉树。 - Finally, the text referred to in convertible bond pricing in the face many problems, combined with our development of convertible bond pricing method, this paper gives some development and improvement of methods of pricing convertible bonds should pay attention to the shortcomings.
最后针对文中提到的可转换债券定价方法中所面临的诸多问题，结合我国可转换债券定价方法发展现状，本文给出了一些发展与完善我国可转换债券定价方法应注意的缺点。 - A deep study on multi-factor convertible bond pricing models and numerical implementation techniques is conceded in this paper.
本文对多因素可转换债券定价模型和数值实现技术进行了深入的研究。 - The third part of this paper analyzes the risk of treasury bond and the factors that impact the treasury bond pricing.
本文在第三部分中详细分析了常见的国债投资风险和国债价格的影响因素。 - Corporate bond pricing is becoming widespread concerned with the rapid development of Chinese corporate bond market.
随着我国企业债券市场的迅速发展，企业债券定价日渐成为人们普遍关注的问题。 - The third chapter introduces the convertible bond pricing theory which is need.
第三章主要介绍了可转换债券定价所需要的理论基础：计算衍生产品定价的数值方法，BS方程，伊藤定理等。 - Convertible bonds as a derivative product, the paper first describes the convertible bond pricing theory.
可转换债券作为一种衍生产品，本文首先阐述了可转换债券定价的理论基础。