Besides,the hypothesis can also be generalized to ascertain the floating rate bonds price and no-bonus stock option price.
不仅如此,无投机假设思想还可以拓展到浮动利率债券价格和不支付红利股票的看涨期权或看跌期权的期权费的确定,通过具体实例详细叙述了无投机假设思想在这些领域中的应用。
These are called variable rate bonds or floating rate notes (FRN).
这类债券称为“浮动利率债券”。
The Choice of Benchmark of Floating Rate Notes in China;
我国浮动利率债券基准利率选择研究
Decomposition of Cash Flow:An analysis of the Pricing Method for Floating Rate Bonds;
现金流分解:浮动利率债券定价方法研究
Floating Rate Note(FRN)A bond where the coupon's interest rate is changed periodically in accordance to a specific market rate.
浮动利率债券(FRN)息票利率根据一定市场利率而发生周期性变化的债券。
floating rate Bond: Bond on which the coupon is established periodically and calculated with reference to short-term interest rates.
浮动利率债券:这种债券的息票是定期确定的,并参照短期资金利率来计算。
The Pricing of Floating Coupon Rate Convertible Bonds;
浮动票面利率可转换公司债券的定价
convertible floater
可转换为固定利率的浮息债券
The Research on the Transferring Vehicle of Prior Beneficiary s Right under a Floating Rate Enterprise Bond Trust;
浮动利率企业债券信托优先受益权转让产品研究
However, some bonds have interest rates that fluctuate during the life of the bond, usually at a spread over a reference rate.
不过,也有一些债券的利率在有效期间是浮动的,一般上它们会根据一个参考利率制定。
The first floating rate T bond (010004)has gone on public in Shanghai Stock Exchange Market. So the challenging question of how to price of the floating rate bonds is put forward.
我国证券市场首只浮动利息债券010004的上市,给市场提出了浮息债券应如何定价的问题。
Bond Market,the Volatility of Interest Rate and Risk Analysis;
债券市场、利率波动及风险成因探究
Market interest rates fluctuate and may differ from the contract rate on a bond.
市场利率上下波动,可能不等于债券的约定利率。
floating rate
浮动利率,浮动汇率
a. Bond Prices and Yields
a. 债券价格与殖利率
Bonds sell at a premium when the contract interest rate on the bond exceeds the market rate for similar bonds.
当债券的合同利率高于相似债券的市场利率时,债券溢价发行。
Analysis on the Volatility of Rate in Chinese Inter-Bank Bond Market;
银行间债券市场回购利率的波动性分析
The Research about Chinese Inter-bank Bond Market Short-term Interest Dynamic Behavior
中国银行间债券市场短期利率动态行为研究
There is a relationship between bond prices and interest rates, and the maturity of a bond has an impact on its price sensitivity to interest rates.
债券价格与利率的关系,以及债券期限的长短在利率变动时对价格构成了什么样的影响呢?