到期收益率

  • 网络YTM;the yield to maturity
到期收益率到期收益率
  1. 债券到期收益率简便计算公式的改进

    Modification of Simple Formula on Bond s ' Yield to Maturity

  2. 折扣债券到期收益率将更高,根据事实,你仍然看齐赚取利息,即使你支付低于标准杆。

    The Yield to maturity would be higher for a discount bond , based on the fact that you are still earning interest on par even if you paid under par .

  3. 使用到期收益率(YTM)来衡量长期投资资产的收益能力,同时通过久期(duration)考察其潜在利率风险。

    Using Yield to Maturity ( YTM ) to measure return of long-term investments and using duration to measure the potential interest rate risk .

  4. 附息国债到期收益率计算中不动点理论的应用

    Yield Rate of Bonds and the Application of Nonmoving-Point Theory

  5. 附息国债到期收益率的一些性质及其计算

    Calculation and Some Properties of the Yield to Maturity of Coupon - bearing Bonds

  6. 通货膨胀对固定收益证券到期收益率和信用利差的影响:基于中国的实证研究

    The Influence of Inflation on the Yield to Maturity and Credit Spread of Fixed-income Securities

  7. 这样做,将有一个到期收益率,债券溢价或折价购买时类似的结果。

    Doing this will have a similar result to the yield to maturity when bonds are bought at premiums or discounts .

  8. 考虑基于面值的价格折扣或者价格升溢时,债券的到期收益率。

    The yield of a bond to maturity takes into account the price discount from or premium over the face amount .

  9. 本文选取的是已经在上海证券交易所上市交易的具有相同信用等级的债券的到期收益率,随后对贴现率进行敏感性分析。

    This article has been selected the yield to maturity in the Shanghai Stock Exchange with the same credit rating of bonds .

  10. 对债券市场价格与票息率、到期收益率以及到期期限等参数之间关系的研究通常采用实证方法,这种用个别推出一般的方法不甚严密。

    Usually we studied the relationship of these parameters , such as security price , coupon rate , income and term by experimentation .

  11. 例如,他们可以设定基准利率(如10年期国债到期收益率)与15年期和30年期抵押贷款利率之间的利差上限。

    For example , they might set maximum spreads between interest rate Benchmarks ( such as the 10-year US Treasury maturity ) and 15-year and 30-year mortgages .

  12. 如果债券溢价(高于票面价值)购买的,那么你的整体到期收益率将低于您说的票面利率。

    If the bond was purchased at a premium ( above par ), then your overall yield to maturity will be lower than your stated coupon rate .

  13. 利率是经济中最为重要的变量之一,利率的期限结构是指不存在违约风险时不同期限的零息债券到期收益率之间的关系。

    Interest is a most important variable in economics . The nature of the risk-free interest rate change with the term change is called the term structure of interest .

  14. 利率期限结构,又称为收益率曲线,是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。

    Term structure of interest rate , which is also called the yield curve , plots a set of yield to maturity of the zero - coupon bonds with different maturities .

  15. 中期票据采用平价发行,按照固定收益证券的定价原理,平价发行的债券定价,实质上是票面利率的定价,即确定中期票据发行日的到期收益率。

    According to the principle of fixed income securities pricing , pricing a bond with parity is essentially determining its ' coupon rate which is also yield to maturity on issue day .

  16. 较高的储蓄率、较高的年度财政盈余、较低的利率、共同的货币区等对于降低政府债券到期收益率将起到重要作用。

    The high savings rate , high the annual fiscal surplus , low interest rates , a common currency zone will play an important role in lowering the yield to maturity of government bonds .

  17. 本章首先提出假设,然后以股票持有至到期收益率为被解释变量,社会责任信息披露指数为解释变量,利用了收益模型加入控制变量后进行回归。

    This part first makes hypothesis , then take stock held to maturity yields as explained variable , social responsibility index as explain the variables , and make a regression with Return Model and some control variables .

  18. 本文首先介绍了利率和利率期限结构的相关概念,并着重强调了到期收益率的定义与计算,介绍了国债收益率的期限结构特征。

    This paper firstly introduced the relevant concepts of the rate and the term structure of interest rates , emphasized the definition and calculation of the yield to maturity , and subsequently introduced the characteristic of the term structure of interest rate for government bonds .

  19. 从利率期限结构相同国债品种的比较来看,宽度和复合指标差异对到期收益率差异有正向影响。

    This dissertation compares two bonds with the same term structure and establishes a linearity regressive model . It is found out that the difference of Width and Composite Liquidity Measure has high influence on the difference of yield to maturity , which testifies the liquidity premiums .

  20. 调整后最早到期日收益率

    Yield to Adjusted Minimum Maturity

  21. “到期率,收益率”具有不同借贷利率的欧式未定权益定价模型

    The yield to maturity Pricing Model of European Contingent Claim with Different Interest rate

  22. 随机利率和随机寿命下的欧式未定权益定价“到期率,收益率”

    Pricing European Contingent Claims Under Stochastic Interest Rate and Stochastic Life ; the yield to maturity

  23. 债券价格、到期期限以及到期收益率的数学分析方法

    Analysis on security price , time , income rate

  24. 2013年到期的公债发行收益率为3.219%,也高于上次的2.851%。

    Yields on bonds maturing in 2013 were issued at 3.219 % , up from 2.851 % .

  25. 相比之下,大众发行的2015年和2019年到期的欧元债券收益率都低于2%。

    By comparison , its euro-denominated bonds due in 2015 and 2019 both yield below 2 per cent .