term structure model
常见例句
- The interest rate term structure theory and model is one of the most challenging topics in the financial research.
利率期限结构的理论和模型是金融研究中最具挑战性的课题之一。 - In this paper, based on the model of CKLS, we develop a new one-factor term structure model of interest rates, which allows for jumps in interest rates.
在CKLS模型的基础上,笔者提出了一个加入跳跃过程的单因子利率期限结构模型。 - It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。 返回 term structure model