收益曲线

第二章详细介绍了建模思想和模型中的一些具体问题，利用spline方法绘出了在模型中具有重要作用的收益曲线；

In the second chapter , we introduce modeling idea and some material problems in the model in detail , draw the yield curve which is very important to the model by spline method ;

是指收益曲线隆起或弯曲的变化程度。

A nonparallel shift in the yield curve involving the height of the curve .

画出垄断者的需求曲线、边际收益曲线和边际成本曲线。

Draw the demand , marginal-revenue , and marginal-cost curves for a monopolist .

可转换公司债券投资收益曲线的构造

Constructing the investment income curve of convertible bonds

该方法将所有产品分为四种具有不同收益曲线与参数的产品类型。

It classifies all products into 4 different categories with different profit curves and parameters .

收益曲线期货标价模式

Yield Curve Option-Pricing Models

利率期限结构理论是描述利率随时间变化而变化的重要理论，在此基础上形成的收益曲线对未来长期利率走势具有较好的预测功能。

The Term Structure Theory is an important theory which describes the movement of interest rate with time .

总的来说，得出来曲线让人瞠目结舌，与最受热捧的对冲基金收益曲线不相伯仲。

In aggregate the results have been stunning , comparable to the returns of the most blistering hedge fund .

商业银行利率风险计量模型及实证分析&非平移收益曲线条件下的随机免疫策略

A Positive Analysis on Interest-Rate Risks Modeling in Commercial Banks & Stochastic immunization strategy under non-parallel yield curve shifts

货币的境外行为同样也可能影响收益曲线的形状或汇率。

Offshore activity in the currency might also affect the shape of the yield curve or the exchange rate .

然后我们研究了境外投资人对国内收益曲线的影响所引申出的问题。

We then consider the issues that arise with regard to offshore investor 's influence on the onshore yield curve .

其中，零息票收益曲线的构造和利率期限因素模型的定义是期权调整利差法的基础；

It is the basis of OAS to construct zero coupon yield curve and define interest rate term factors model .

这体现在收益曲线的形态等传统指标，以及波动性和风险息差等市场指标上。

This is true for staples such as the shape of yield curves and market measures of volatility and risk spreads .

因为一个厂商是在完全竞争条件下经营，边际收益曲线与需求曲线是一样的。

For a firm operating under perfectly competitive conditions , the marginal revenue curve and the demand curve are the same .

本文对博士研究生教育个人投资的成本收益曲线、个人投资成本收益模型、博士生教育成本收益计算方法进行了理论性的分析。

This paper is attempt to analysis the cost-return curve / cost-return model and computation of doctoral students ' private education investment .

第四章介绍了建行面临的四种利率风险：错配风险、基点风险、选择权风险和收益曲线风险。在常用利率敏感性缺口利率风险量度模型的基础上，介绍了久期缺口利率风险量度模型。

The fourth chapter introduces four kinds interest rate risk : Mismatch Risk , Basis Risk , Option Risk , Yield Curve Risk .

但这里面有个重要的因素，那就是收益曲线平坦化及其对所有信贷市场中放贷活动的影响。

What is important , however , is the flatness of the yield curve and its effect on lending across all credit markets .

对于1998年全国大学生数模竞赛A题（CMCM-98竞赛A题）的解答有许多争议，如：风险&收益曲线是否为折线？

CMCM 98 Contest Question A has given rise to much controversy . For example , is risk profit curve a broken line ?

商业银行所面临着四种主要的利率风险：重新定价风险、基本点风险、选择权风险、收益曲线风险。

The commercial banks face four kinds of main interest : Fix the price risk , basic point risk , option risk , yield curve risk .

这十分合理银行正从强劲资金流和陡峭的收益曲线中赚得大把现金，也许还能安渡即将来临的业绩发布期。

Fair enough banks are making oodles of cash from strong flows and a steep yield curve , and will probably muddle though the upcoming results season .

“正常”收益曲线图将有一个上升倾向，出产量提高，当我们沿从短期的时间安排出去到长期仪器。

A " normal " yield curve would have a rising trend , where yields move up as we go out along a timeline from short-term to long-term instruments .

收益曲线的斜率（等于期间结构），这表明：金融市场在短期利率方面将会发生怎么样的变化。

The slope of the yield curve ( equivalently , the term structure ) tells us what financial markets expect to happen to short-term interest rates in the future .

美联储已经成功的塑造和流动资产的收益曲线，阻止了通货紧缩，但它并没有对就业产生多大影响。

The Fed has been successful in shaping the yield curve , and the liquidity has prevented deflation , but it has not had a material effect on employment .

下滑的收益曲线表明市场预期短期利率的下降；上滑的收益曲线意味着市场预期短期利率的上升。

A downward-slope yield curve implies that the market expects a decrease in short-term rates ; an upward-sloping yield curve implies that the market expects an increase in short-term rates .

首先，我们可用信誉收益曲线分析我国当前的社会信用状况，说明我国市场主体缺乏维护信誉的积极性，信誉机制陷入贬值的恶性循环是造成中国目前信用环境恶劣的主要原因之一。

Explain that our market main body lack the enthusiasm for safeguarding creditability ; the vicious circle that creditability mechanism falls into reasons that causes China 's present terrible credit environment .

我国利率市场化的过程中，商业银行将主要面临收益曲线风险、基准风险、重新定价风险、选择权风险、政策性风险。

In the process of the marketization of exchange rate in China commercial banks will be mainly confronted with such risks as yield curve risk basic rate risk re-pricing risk option risk and policy risk .

在第二种情况下，可能发生相反如果经济流动性匮乏：收益曲线与短期利率的移动方式相比，作为长期利率的反转。

In the second instance , the reverse can happen if the economy is starved of liquidity : the yield curve inverts with short-run interest rates moving way up as compared to long-term interest rates .

以中国商业银行的具体情况为现实依据，采用比较分析法对我国商业银行面临的重新定价风险、基差风险、收益曲线风险、期权性风险进行系统分析。

Based on the specific circumstances reality of Chinese commercial banks , applying comparative analysis to analyze the commercial banks that facing reprising risk , basis risk , yield curve risk and optional risk systematically .

文章通过分析专利的期限收益曲线、专利维持模型，首次提出国内企业和国外企业的专利成本的不同，并对此现象进行了解释。

This paper analyses the revenue curve of patent duration and the model of maintaining patent , and then for the first time , explains the difference of patent costs between at home and abroad .

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；

This paper analyses the investing value and speculating value of covertible bonds according to the features of their liability contracts and stock call option . Then the investment income curves of convertible bonds are constructed .