embedded option造句
例句与造句
- 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。 - It's difficult to find embedded option in a sentence. 用embedded option造句挺难的
- 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。 - 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
衡量隐含期权利率风险应用有效持续期和有效凸度作为风险的量度指标,而不能用敏感性缺口和修正持续期缺口,因为后者没有考虑隐含期权对资产和负债的现金流和市场价值的影响。 - 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
本文分别以可转换期权和可提前赎回期权为例，分析了由于股票价格及利率变化所带来的嵌入期权的变化对公司债券价值造成的影响，即公司债券价值的敏感性，提出了大致估价这种影响的方法。 - 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
为此，本文首先考察了我国利率市场化的现状，并分析了利率市场化对我国商业银行的影响；接着，本文分三步程序对我国商业银行的利率风险管理问题进行了深入而系统地研究：第一步，对利率市场化给我国商业银行带来的利率风险进行分析，并根据巴塞尔委员会1997年发布的《利率风险管理原则》将其细分为资产负债差额风险、基差风险、收益曲线风险和潜在选择权风险；第二步，对商业银行利率风险测度的方法进行研究，即利率敏感性资金缺口法、持续期缺口法以及凸性分析法；第三步，对商业银行利率风险控制的方法进行研究，即表内方法和表外方法。