English translation for "effective duration"
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- 有效工作时间
有效久期 有效历时 有效期间
Related Translations:
- Example Sentences:
| 1. | Ascertaining the option - adjusted spread is the key of calculating effective duration 有效持续期的计算关键在于期权调整利差的确定。 | | 2. | 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。 | | 3. | Results : the therapeutic effect and effective duration between antibacterial agent and nonantibacterial agent effect were no significant differences 结果:抗菌药物和非抗菌药物的治疗效果及治疗有效时间经统计学分析无显著性差异。 | | 4. | Chapter two firstly presents the general process of financial risk management and interest risk measurement methodology simply . to follow , it deeply analyzes the new methodology calculating effective duration and convexity of abs / mbs , which is option - adjusted spread ( oas ) 第二章对金融风险管理的一般过程与利率风险度量方法作简要介绍后,深入分析了计量资产抵押支持证券利率敏感性指标的新方法? ?期权调整利差法。 | | 5. | 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。 | | 6. | The paper gives a particular analysis on the core module of the option - adjusted model , that is the module of making interest scenes and the module of option characteristic behavior . combining the facts of our country the paper analyzes the applicability of the model . the paper simulates the process of calculating the effective duration and convexity with hull and white ’ s interest term structure and trinomial interest rate tree model 文章着重分析了期权调整利差的两个核心模块,即利率情景制造和期权特征行为模块以及其中涉及的模型在我国的适用性,并用hull和white的利率期限结构和三叉树的方法模拟演算了一项具有隐含期权的假设资产的有效持续期和有效凸度的求解过程。 |
- Similar Words:
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