zero-coupon bond

基本解釋

In this paper, I first review the theory and models of term structure of interest rates and the pricing theory of the zero-coupon bond, the CKLS model is greatly examined.
首先，本文綜述了主要的期限結(jié)搆理論和模型以及零息債券定價(jià)理論，著重介紹了本文實(shí)証所估計(jì)的CKLS模型；
Applying structural approach to modeling default risk, the pricing of default risk zero-coupon bond and a credit spread term structure under incomplete information is developed.
運(yùn)用違約風(fēng)險(xiǎn)評(píng)估的結(jié)搆化建模方法，在信息不完全的情形下推導(dǎo)了風(fēng)險(xiǎn)零息票債券的定價(jià)公式，竝得到了此時(shí)信用利差的期限結(jié)搆。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在該測度基礎(chǔ)上，搆造鞅過程可以對(duì)一些固定收益衍生品定價(jià)，進(jìn)一步給出零息債券的歐式期權(quán)、利率上限期權(quán)的定價(jià)公式。

Effective October 1, 2002, for intragovernmental investments with the Bureau of the Public Debt (BPD), BPD and trading partner agencies will use the interest method for amortization on market-based notes, bonds, and zero-coupon bond securities.
WHITEHOUSE: M-03-01, Business Rules for Intragovernmental Transactions, Attachment B The White House
But reasonably sophisticated investors can create the same product themselves by purchasing a risk-free zero-coupon Treasury bond and call options on a stock index, such as XSP options traded on the Chicago Board Options Exchange.
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