Build a derby calendar , part 2 : embedding options 建立一个derby日历,第2部分:嵌入选项
Measuring and managing interest rate risk in commercial banks with embedded option : convexity - gap model 养老基金投资组合的常方差弹性
Then the paper selects effective duration as the measurement of embedded option 其次,以有效持续期为核心对隐含期权利率风险的衡量技术进行了分析。
The paper discusses how to manage the interest rate risk based on embedded option effectively 本文主要讨论如何对商业银行隐含期权下的利率风险进行有效的管理。
Finally , the paper give some advises on how to build an effective risk control mechanism to control interest rate risk - embedded option 最后,提出了商业银行基于隐含期权利率风险控制机制的构建。
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 在此基础上,分析了目前我国含嵌入期权公司债券的发展现状,并提出了相应的政策性建议。
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 同时,论文针对银行金融创新工具中隐含期权问题,将隐含期权纳入市值分析,增强了市值分析的实用性。
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 嵌入期权作为镶嵌在债券结构中允许发行者或投资者改变债券未来现金流特征的条款,它是具备价值的,并构成债券价值的一部分。
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 文章在分析时考虑到预期未来现金流的实际难度和我国企业债券的实际情况,因此确定了研究对象范围是不含期权特征的普通企业债券。
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 首先对隐含期权的概念作出界定,分析了隐含期权在商业银行资产和负债中的表现形式以及目前我国商业银行资产负债项目中最主要的隐含期权利率风险的来源。
An Embedded option is a component of a financial bond or other security, and usually provides the bondholder or the issuer the right to take some action against the other party.Embedded Option, financial-dictionary.