The introduction of the interbank Forward Rate Agreement(FRA)has further diversified the trading tools available to market players while improving the efficiency and stability of the financial system.
银行间市场远期利率协议(FRA)的推出,进一步丰富了市场成员的交易工具类型,有助于提高金融体系的效率和稳定性。
The Study on Interest Rate Liberalization and Development of Interest Rate Futures in China;
我国利率市场化与利率期货推出问题研究
Introduction of interest rate futures results in some extent dynamic shock and information trans- fering in emerging markets.
新兴市场利率期货的引进,对现货市场的动态波动和信息传递一定的冲击效应。
This paper discussed the basic principle of arbitrage pricing and basis of short term interest rate futures,compared the futures prices and FRAs (forward rate agreemeets) and analysed spread positions.
讨论了短期利率期货的套利定价与基差的基本原理,比较分析了期货价格与FRA(远期利率协议)的行为,探讨了价差头寸问
FRA:Pricing and risk-warding measures;
远期利率协议的定价与风险防范措施
(D) exchange rate and interest rate instruments, including products such as swaps, forward rate agreements;
(D)汇率和利率工具,包括换汇和远期利率协议等产品:
The Application and Risk-warding Measures of the FRA in the Rate Risk Management of China's Commercial Bank
远期利率协议在我国商业银行利率风险管理中的运用及其风险控制
forward rate agreements
远期汇率(期货价格)协议
Analysis on Forward Freight Agreement and Spot Freight Volatility in Shipping;
原油远期运费协议对即期运费波动率的影响性分析
interest (rate) swap: An agreement to exchange floating rate payments for fixed-rate payments in the same currency.
利息(率)掉期:在同一货币中,以浮动利率付息交换固定利率付息的协议。
The Impact of Interest Rate Adjustment on the Term Structure of Forward Exchange Rates
利率调整对远期汇率期限结构的影响
Literature Review of the Research on Forward Freight Agreements(FFA)
干散货远期运费协议(FFA)研究文献综述
Hidden Cointegration Analysis of Short-term and Long-term Interest Rates;
短期利率与长期利率间的隐藏协整分析
Usance draft to be negotiated at sight basis, interest is for Buyers account.
远期汇票按即期议付,利息由买方承担。
Pricing of Interest Rate Options on the Defaultable Forward LIBOR;
基于违约远期LIBOR的利率期权的定价
Interest Rate Agreement Working Committee
利率协议工作小组委员会
Study on International Tramp Shipping Forward Freight Agreement Market;
对国际不定期船远期运费协议(FFA)市场的探讨
The Study on the Forward Exchange Rate of CNY Based on Interest Rate Parity Theory;
基于利率平价理论的人民币远期汇率研究
Based on Co-integration, VEC and GARCH-M Approach to Testing the Relationship of RMB/USD Spot and Forward Exchange Rates;
基于协整、VEC、GARCH-M模型的人民币即期汇率与远期汇率关系研究
Factors the influence interest: inflation rate, monetary policy, exchange rate policy, international agreement and international privity.
影响利率的因素:通货膨胀率,货币政策,汇率政策,国际协议,国际默契。
spot rate and forward rate
即期汇率与远期汇率
forward exchange rate
期货汇率,远期汇率
CopyRight © 2020-2024 优校网[www.youxiaow.com]版权所有 All Rights Reserved. ICP备案号:浙ICP备2024058711号