Design and implementation of bond monitor module;
债券监控模块设计与实现
Evaluation of Corporate Bonds Financial Position Based on Technique for Order Preference by Similarity to Ideal Solution;
基于理想解法的公司债券财务状况评价
A Radial Basis Function Method for Solving Bond Option Pricing Models;
用径向基函数方法求解债券看跌期权定价模型
Modification of Simple Formula on Bonds Yield to Maturity;
债券到期收益率简便计算公式的改进
Application of Real Option in the Credit Management of Bonds;
实物期权技术在债券信用管理中的应用
This paper analyses the investing value and speculating value of covertible bonds according to the features of their liability contracts and stock call option.
从可转换公司债券的债务合约特征和股票看涨期权特征出发，分析了其投资价值和投机价值，从而构造出可转换公司债券的投资收益曲线；阐述了可转换公司债券投资的最小值原理，对其投资收益的评估进行了讨论；分析了影响可转换公司债券的基本因素及其随这些因素而变化的基本规律。
The Study of Corporate Bond Financing on Chinese Corporate;
我国上市公司公司债券融资研究
This paper studies the relation between mandatory guarantee by the government and investor position in China s corporate bond market.
本文研究我国公司债券市场上的强制担保要求和投资者定位之间的关系,为此构建的理论模型表明:发债企业得到的担保越多,它所选择的投资项目风险越大;取消担保后,投资者的风险识别能力越强,发债企业选择的投资项目风险越小。
This paper,by referring to the practices in American bond market,summarizes the related policies and provisions of American bond market and Chinese bond market to consider the market strategies for corporate bond in China.
本文选择美国债券市场作为我国债券市场的参照,通过对美国债券市场以及国内其他类型债券市场的相关制度和规定的总结、思考,认为我国公司债券市场应该由证监会统一监管,采取核准制发行并逐步向注册制发行过渡,在面向机构投资者的银行间场外交易市场交易;应该充分发挥自律组织对监管的补充作用,鼓励私募发行以发挥其对公开发行的补充作用,完善做市商制度以引导其对场外交易市场的积极作用。
The deficiency of the most commonly used measurement of the bond portfolio s duration was analyzed,and its improved measurement was also derived by using the Taylor s series which only need the information about the yield,weight,duration and convexity of each bond in the portfolio.
分析了实践中最常用计算债券组合久期方法的不足,通过有效地应用泰勒展开式得到了计算债券组合久期的改进方法。
Based on the modern financial theory, two duration models of interest-rate risk immunization for bond portfolio were developed and implemented under MS-WINDOWS.
该系统以金融理论为依据，建立了债券组合的利率风险免疫模型，并以ＭＳ－ＷＩＮＤＯＷＳ为平台加以实现。
This paper presents two practical optimization models for bond portfolio,and gives examples to explain them.
文章从实用角度出发讨论和构建了两种商业银行债券组合的优化模型 ,并用实例进行了求解 ,可供商业银行债券投资时借