embedding options造句
例句與造句
- Build a derby calendar , part 2 : embedding options
建立一個(gè)derby日歷，第2部分:嵌入選項(xiàng) - Measuring and managing interest rate risk in commercial banks with embedded option : convexity - gap model
養(yǎng)老基金投資組合的常方差彈性 - Then the paper selects effective duration as the measurement of embedded option
其次,以有效持續(xù)期為核心對(duì)隱含期權(quán)利率風(fēng)險(xiǎn)的衡量技術(shù)進(jìn)行了分析。 - The paper discusses how to manage the interest rate risk based on embedded option effectively
本文主要討論如何對(duì)商業(yè)銀行隱含期權(quán)下的利率風(fēng)險(xiǎn)進(jìn)行有效的管理。 - Finally , the paper give some advises on how to build an effective risk control mechanism to control interest rate risk - embedded option
最后,提出了商業(yè)銀行基于隱含期權(quán)利率風(fēng)險(xiǎn)控制機(jī)制的構(gòu)建。 - It's difficult to find embedding options in a sentence. 用embedding options造句挺難的
- On the basis of above discussion , analyses development situation of corporate bonds with embedded options at present in our country , and then introduces corresponding political suggestions
在此基礎(chǔ)上，分析了目前我國(guó)含嵌入期權(quán)公司債券的發(fā)展現(xiàn)狀，并提出了相應(yīng)的政策性建議。 - At the same time , with the embedded options in the innovative financial instruments , the chapter added the embedded options into market value analysis , which will enhance the practicability of market value analysis
同時(shí)，論文針對(duì)銀行金融創(chuàng)新工具中隱含期權(quán)問(wèn)題，將隱含期權(quán)納入市值分析，增強(qiáng)了市值分析的實(shí)用性。 - As provisions which are embedded in corporate bonds and allow issuers or investors to change their future cash flow , the embedded options are valuable and become a part of corporate bond ' s value
嵌入期權(quán)作為鑲嵌在債券結(jié)構(gòu)中允許發(fā)行者或投資者改變債券未來(lái)現(xiàn)金流特征的條款，它是具備價(jià)值的，并構(gòu)成債券價(jià)值的一部分。 - Through the analysis , considering the difficulty of forecasting the expected cash flow , and the real situation of the domestic corporation bonds , the object of the research is finally decided to be normal corporation bonds without embed option
文章在分析時(shí)考慮到預(yù)期未來(lái)現(xiàn)金流的實(shí)際難度和我國(guó)企業(yè)債券的實(shí)際情況,因此確定了研究對(duì)象范圍是不含期權(quán)特征的普通企業(yè)債券。 - First of all , the paper defines the risk - embedded option , figures out the forms of the embedded option in the assets and liabilities of the commercial banks and analyzes the main source of the interest risk - embedded option of our country at the present time
首先對(duì)隱含期權(quán)的概念作出界定,分析了隱含期權(quán)在商業(yè)銀行資產(chǎn)和負(fù)債中的表現(xiàn)形式以及目前我國(guó)商業(yè)銀行資產(chǎn)負(fù)債項(xiàng)目中最主要的隱含期權(quán)利率風(fēng)險(xiǎn)的來(lái)源。 - We select effective duration and convexity rather than the sensitivity gap method and modifying duration gap method as the measuring index , because the latter do not consider the influence on cash flow and market value of the assets and liabilities brought by embedded options
衡量隱含期權(quán)利率風(fēng)險(xiǎn)應(yīng)用有效持續(xù)期和有效凸度作為風(fēng)險(xiǎn)的量度指標(biāo),而不能用敏感性缺口和修正持續(xù)期缺口,因?yàn)楹笳邲](méi)有考慮隱含期權(quán)對(duì)資產(chǎn)和負(fù)債的現(xiàn)金流和市場(chǎng)價(jià)值的影響。 - Taking convertible options and callable options as examples respectively , the paper analyses the influence of embedded options , caused by the change in stock price and interest rate , on corporate bond ' s value . then , proposes methods of valuating approximately the influence
本文分別以可轉(zhuǎn)換期權(quán)和可提前贖回期權(quán)為例，分析了由于股票價(jià)格及利率變化所帶來(lái)的嵌入期權(quán)的變化對(duì)公司債券價(jià)值造成的影響，即公司債券價(jià)值的敏感性，提出了大致估價(jià)這種影響的方法。 - Therefore , the dissertation firstly reviews the status quo of the innovation of the interest rate liberalization and analyzes the impacts of the interest rate liberalization imposed to the commercial banks . then the dissertation thoroughly and systematically studies the management of interest rate risk in the three following steps : firstly , the dissertation analyzes the interest rate risk imposed to the commercial banks and subdivides the interest rate risk into the balance risk between assets and liabilities the basic risk the yield curve risk and the embedded option risk according to the principles for the management of interest risk issued by bis in 1997 . secondly , the dissertation thoroughly and systematically studies the measuring methods of interest rate risk , which are named as rate - sensitive fund gap analysis macaulay ' s duration gap analysis and convexity analysis
為此，本文首先考察了我國(guó)利率市場(chǎng)化的現(xiàn)狀，并分析了利率市場(chǎng)化對(duì)我國(guó)商業(yè)銀行的影響；接著，本文分三步程序?qū)ξ覈?guó)商業(yè)銀行的利率風(fēng)險(xiǎn)管理問(wèn)題進(jìn)行了深入而系統(tǒng)地研究：第一步，對(duì)利率市場(chǎng)化給我國(guó)商業(yè)銀行帶來(lái)的利率風(fēng)險(xiǎn)進(jìn)行分析，并根據(jù)巴塞爾委員會(huì)1997年發(fā)布的《利率風(fēng)險(xiǎn)管理原則》將其細(xì)分為資產(chǎn)負(fù)債差額風(fēng)險(xiǎn)、基差風(fēng)險(xiǎn)、收益曲線(xiàn)風(fēng)險(xiǎn)和潛在選擇權(quán)風(fēng)險(xiǎn)；第二步，對(duì)商業(yè)銀行利率風(fēng)險(xiǎn)測(cè)度的方法進(jìn)行研究，即利率敏感性資金缺口法、持續(xù)期缺口法以及凸性分析法；第三步，對(duì)商業(yè)銀行利率風(fēng)險(xiǎn)控制的方法進(jìn)行研究，即表內(nèi)方法和表外方法。