| 金融工程:久期模型及其数学分析 |
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| 引用本文： | 耿锁华,王丽琳,孙清,严亮.金融工程:久期模型及其数学分析[J].唐山学院学报,2001(4). |
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| 作者姓名： | 耿锁华 王丽琳 孙清 严亮 |
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| 作者单位： | 南京金融高等专科学校基础部 江苏南京211800
(耿锁华，王丽琳，孙清)，南京金融高等专科学校基础部 江苏南京211800(严亮) |
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| 摘 要： | 久期是金融工程的重要概念 ,它不仅提供有关债券易变性的信息 ,也为期现货债券资产的保值提供新的途径 .介绍了久期模型 ,并对其进行了数学分析 .
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| 关 键 词： | 金融工程 久期 久期模型 数学分析 |
Financial Projects:Duration Models and Mathematical Analysis |
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| GENG Suo,hua,WANG Li,lin,SUN Qing,YAN,Liang.Financial Projects:Duration Models and Mathematical Analysis[J].Journal of Tangshan College,2001(4). |
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| Authors: | GENG Suo hua WANG Li lin SUN Qing YAN Liang |
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| Abstract: | Duration plays a role of significance in financial projects,providing its users with information of everchanging securities in value and itself as a means of keeping its convertible securities from losing value.This paper first introduces the concept of duration model and then analyzes it in terms of mathematics. |
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| Keywords: | financial projects duration duration model mathematical analysis |
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