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。
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.
embedded option meaning:[Finance] An option that is part of the structure of a bond that gives either the bondholder or the issuer the right to take some action against the other party, as opposed to a bare option, which tra...embedded option перевод:фин. встроенный [вложенный] опцион*(опцион, являющийся частью долгового обязательства и дающий право держателю или эмитенту данного долгового обязательства предпринять определенные де...