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Chinese translation for "调整利差"

oas
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.It is the basis of oas to construct zero coupon yield curve and define interest rate term factors model . the key of oas is to select a kind of interest rate scenario simulation and evaluation methodology fitting abs / mbs
其中,零息票收益曲线的构造和利率期限因素模型的定义是期权调整利差法的基础;选择适合资产抵押支持证券的利率情景模拟技术和估价技术是其关键。
3.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。
4.On the basis of cash flow analysis , this dissertation offers the key methods of cmo pricing , for example , discounting cash flow method and option - adjusted spread ( oas ) analysis . additionally , ir also contains a deep analysis of cmo duration and
在现金流分析的基础上,本文探讨了cmo证券的定价方法,如现金流折现法、选择权调整利差法( oas分析) ,另外,本章对cmo证券的持续期和凸性也进行了深入分析,给出了它们存在提前还款条件下的求解方法。
5.China doesn ’ t make the practice of mbs , but it ’ s necessary for us to learn the pricing principles of mbs . chapter3 and conclusion point that china should make use of the easy but not accurate pricing methods , such as the pricing model of rate of maturity to evaluate the price of mbs at the beginning of mbs at the beginning of the mbs
结论部分指出了我国在mbs推行之初应以基于到期收益率的mbs定价法进行定价,待经验数据积累充分,抵押贷款申请人个人信息的标准化资料收集完善,我们就可以采用精确程度较高的期权调整利差模型进行定价。
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:
"调整栏" Chinese translation, "调整栏位" Chinese translation, "调整犁头于待用位置" Chinese translation, "调整离合器" Chinese translation, "调整历法" Chinese translation, "调整利率" Chinese translation, "调整例行程序" Chinese translation, "调整联杆" Chinese translation, "调整联合孤闻活动方向工作队" Chinese translation, "调整联机" Chinese translation