Analysis of the weighted networks on the individual friendship circles based on the mobile communication behaviors;
基于移动通信行为的个体友谊圈的含权网络分析
Study of duration in commercial banks interest rate risk management with embedded options;
久期技术与基于隐含期权的商业银行利率风险管理
The Study of Interest Risk Management of Embedded Option of Commercial Bank;
商业银行隐含期权的利率风险管理研究
Measuring and managing interest rate risk in commercial banks with embedded option:convexity-gap model;
具有隐含期权的商业银行利率风险测量与管理:凸度缺口模型
This paper firstly constructs a jump model for the benchmark interest rates and then undertakes the numerical pricing and risk measurement procedures for deposits and loans with embedded options through Monte Carlo simulation method.
在构建存贷款基准利率跳跃模型后,本文采用蒙特卡罗模拟方法对隐含期权存贷款进行数值定价和风险度量,并基于久期一凸性缺口模型研究存贷款业务中的隐含期权对我国商业银行利率风险的影响。
However,traditional interest rate management such as duration gap and convexity gap cannot satisfy the requirements of banks asset/liability sheet with embedded options.
然而传统的银行风险管理方法如资产负债缺口管理,久期管理和凸度管理等已经无法适应隐含期权的资产负债的利率风险管理要求。
The banks must set up the control systems of interest rate risk for that they should accept international regulatory standard of risk after entering WTO, and interest rate is being market\|oriented gradually, but the embedded options in bank s asset/liability sheet enhance the complexity of interest rate risk management.
加入世贸组织 ,接受国际通行的风险监管标准 ,以及利率的逐步市场化都要求银行业必须建立完备的利率风险控制体系 ,而银行资产负债中隐含期权的存在 ,增加了利率风险管理的复杂程度 。
Combining customer profitability anslysis and evaluation of risk premium based on implied options in the asset and liability of banks,the paper suggests a loan pricing methods based on customer profitability analysis and explains the method with a case study.
在与美国比较的基础上,分析我国商业银行贷款资产的特征和银行经营中存在的问题;将客户盈利程度分析法与基于银行资产负债隐含期权的风险溢价测算方法相结合,提出了基于客户盈利程度分析的贷款风险定价方法,并通过实例对该方法进行了说明。
This paper decomposes the implied options in the asset and liability operations of bank, analyzes t.
文章对银行资产负债业务中隐含期权进行了分解,分析其隐含期权的特征以及各个因素对期权执行可能性的影响。
The PCIJ and ICJ hold the idea that international organizations have necessary implied powers during the process of their interpretation of the institutional instruments of international organizations.
常设国际法院和国际法院在对国际组织章程解释的实践中,发展出了国际组织具有隐含权力这样的理论。
A Weighted BA Network and Its Synchronizability
一个含权BA网络及其同步能力研究
Inequalities for Eigenvalues of Biharmonic Operator with Weight
含权双调和算子的特征值不等式(英文)
Rights carry responsibilities with them.
权利本身也含有责任。
Explain the meaning of intellectual property.
解释知识产权的含义。
The right of informedconsent consists of the right to know and the right to agree.
患者知情同意权包含两项权利,即知情权和同意权。
On the Right of the Public Good Ethics View--And On the Connotation of Morality Right;
论公益伦理主张的权利——兼论道德权利的含义
Choose which rights to include in this site group.
选择要包含在此网站用户组中的权限。
An authorization store name cannot contain any of the following characters: %1.
授权存储不能包含任何以下字符: %1。
ADULT CONTENT& COPYRIGHTED MATERIAL IS PROHIBITED.
含有色情及涉及版权的不得上传。
Guaranty(including authorization)
具结书（含授权查证同意书）
The Study on the Embedded Option Risk s Measurement of Loan for Commercial Bank;
商业银行贷款隐含期权风险测量研究
Research on the control path planning of dynamic alliance containing exit option;
含退出期权的动态联盟控制路径规划
Two-time Order Contract with Option Money for Seasonal Products;
含特许权的季节性商品二次定购机制
Corporate Property Rights:A Theoretical Hypothesis and It s Policy Implications;
公司产权:一个理论假说及其政策含义
The Research of Management of Interest Risk Based on Embedded Option in Commercial Bank
商业银行隐含期权利率风险管理研究
Improvement for the Iterative Algorithm of Implied Volatility of Warrant
认股权证隐含波动率迭代算法的改进
Marxist theory of right is scientific and helpful .
马克思主义的权利理论是科学的权利论，蕴含着极为丰富分内容。
New Interpretation to the Meaning and Categories of Substance-the Object of Real Right--Along with the New Suggestions to the Legislation of Real Right;
对物权客体——物的含义与种类的新解读——就物权立法的新建议