Then, the curves of T-bond, central bank papers and swaps are used as risk-free yield curves, so as to calculate the prices of CDS with various credit rates, ranging from AAA to A-.
该文立足人民币市场,以信用类债券作为参考债务设计单一名字债券信用违约互换,并以Jarrow-Turnbull模型为基础,结合中国信用类债券市场现实情况提出具体假设,采用国债、央票、掉期等多种曲线分别作为无风险收益率曲线,测算AAA至A-各信用评级债券的CDS价格,在测算分析基础上提出基础债务、监管、法律、信用等关键问题的思考。
Research on venture capital firm s risk premium of due diligence;
风险投资公司尽职调查的风险收益研究
The meaning of investment risk and the relationship between risk and premium is discussed,provides a risk evaluation method of investment project which integrates the risk premium with risk loss is provided.
讨论了投资风险的含义及风险与收益的关系 ,针对现行投资风险评价方法的某些不足 ,提出了一种将投资项目的风险收益与风险损失结合起来的风险评价方法 ,通过算例证明该方法可解决现行风险评价方法易出现的几项评价指标结论不一致的缺
View on How to Choose No-Risk Return Rate in EVA Application;
EVA计算中无风险收益率指标选取方法的探讨
Forecast Stock Market Returns of Shenzhen Based on Risk Anticipation;
基于风险预期的深市收益率预报研究
Application of internal rate of return to corporation risk investment decision;
内部收益率在企业风险投资中的应用
The Portfolio Decision Model Based on Minimizing Risk to Return Ratio
单位收益率风险最小的组合证券投资决策模型
In this paper the return and risk of portfolio are analyzed.
文章首先分析了组合证券投资的收益率和风险。
The Research of the Distribution of Chinese Stock Market Returns Ratio and the Risk of Stock Market;
中国股票市场收益率分布与风险测度研究
Statistics and risk analysis on stock markets in Shanghai and Shenzhen;
沪、深股市收益率的统计分析和风险分析
Industry Earnings Risk,Capital Structure Optimization and Capital Collocation Efficiency;
行业收益风险、资本结构优化与资本配置效率
Study on Value at Risk Calculation of Shanghai Stock Index Returns Based on g-h Distribution
基于g-h分布的股票收益率风险价值研究
Tolerance Smallest Income Changing the Insurance Premium Rate Renewal Risk Model
容忍最小收益下变保费率的更新风险模型
The Study on Real Estate Investment Risk Evaluation Methods Involving Risky Return Rate;
考虑风险收益率的房地产投资风险评价方法研究
Application of risk adjusted return of capital in credit risk management;
风险调整后的资本收益率在信用风险管理中的应用
Study on the Return and Risk of Long-Term Holding Risk Assets Based on the Monte Carlo Analysis
长期持有风险资产的收益率和风险的蒙特卡洛分析
Research on the Risk of Unit-linked Insurance Investment Guarantees under Random Rate Model;
随机收益率模型下投连险最低保证给付的风险研究
Empirical Research on the Relationship between Price-Earning Ratio and Earning Ratio Risk;
我国股票市场市盈率与收益率风险关系的实证研究
Futures hedging strategy based on the improved ratio between profit and risk;
基于收益率与风险比率的期货套期保值策略研究
On one 's account and risk
由某人收益并负风险
The gap between he profit of idle money and its expected profits form investment is not just the reward of the risk.
闲钱的收益率和投资实业的预期收益率之间 ,相差的不只是风险报酬。