零息债券

利率期限结构描述了不同期限零息债券的收益率及其到期期限之间关系。

The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity .

首先，本文综述了主要的期限结构理论和模型以及零息债券定价理论，着重介绍了本文实证所估计的CKLS模型；

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 .

基于极大似然法的利率模型估计与零息债券定价

The Estimation Based on the Maximum Likelihood Estimation and the Pricing of Zero-Coupon Bond

线性风险容忍度效用下线性跳跃扩散过程的零息债券均衡定价

Equilibrium pricing for zero coupon bond when the representative 's utility shows linear risk tolerance under the linear jump diffusion processes

静态研究的目的是以市场上交易的国债价格横截面数据为基础，构造出反映零息债券的利率与期限之间关系的收益率曲线即利率期限结构。

The aims of the static state are to construct a yield curve on relationship of zero-coupon bonds ' interest rate and maturities .

此外，是次推出的美元零息债券也是首次在香港零售市场发售的。

It is also the first time that a US dollar zero coupon bond product has been offered to the retail public in Hong kong .

零息债券打折出售的到期不支付利息只支付面值的债券。

Zero coupon BondA bond that is issued and sold at a discount , pays no coupons and provides payment of the face value at maturity .

研究了投资者面对违约风险时，在由可违约零息债券、股票、国债及货币市场账户组成的投资组合之间进行最优投资的问题。

This paper investigates the optimal investment portfolio with stock , defaultable zero-coupon bond , treasury bond and money market account when the investor faces default risk .

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 .

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 .

利用国外发行的零息债券和国内发行的零息债券之间通过汇率的价格转换关系给出汇率表达式，通过欧式期权定义给其定价。

The formula of exchange rate is described through the transfer of the prices of the two kind zero-coupon bonds shared by native country and foreign country with respect to the exchange rate .

在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。

Can used to construct the martingale process to valuate the fixed - income derivatives . It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps .

黄金挂钩型理财产品是在固定收益产品（如存款、零息债券）的基础上嵌入某种金融衍生产品（如远期、互换、期权）而形成的、挂钩标的为黄金价格的新型金融产品。

Gold linked structured products are new financial derivatives products , which are fixed-income products ( such as deposits , zero-coupon bonds ) embedded in certain financial derivatives ( such as forwards , swaps , options ), and linked to the price of gold .