term structure model

基本解釋

The interest rate term structure theory and model is one of the most challenging topics in the financial research.
利率期限結(jié)搆的理論和模型是金融研究中最具挑戰(zhàn)性的課題之一。
In this paper, based on the model of CKLS, we develop a new one-factor term structure model of interest rates, which allows for jumps in interest rates.
在CKLS模型的基礎(chǔ)上，筆者提出了一個(gè)加入跳躍過程的單因子利率期限結(jié)搆模型。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
建立描述中國金融市場(chǎng)國債廻購利率行爲(wèi)的隨機(jī)波動(dòng)利率期限結(jié)搆模型。