1.
Study on the Corporate Bond Pricing Based on the Term Structure of Credit Spreads;
基于信用利差期限结构的企业债券定价研究
2.
Impact of Liquidity Risk on the Term Structure of Credit Spreads;
流动性风险对可违约债券信用利差期限结构的影响
3.
A Research on the Corporate Bond Pricing Based on the Term Structure of Interest Rates and Credit Risk Model;
基于利率期限结构和信用风险模型的公司债券定价研究
4.
The Application of Kalman Filter in Term Structure of Interest Rate;
卡尔曼滤波在利率期限结构中的应用
5.
Study on Term Structure of Interest Rate Modelling and Application with Regime-Switching
结构转换条件下利率期限结构建模及应用研究
6.
Interest Rate Term-structure and Its Information Value for Predicting T-bonds Returns in the SSE;
上交所国债市场利率期限结构及其信息价值
7.
Fitting Term Structure of Interest Rate of Domestic Bonds Market by Robust Spline;
抗差样条模型对我国国债利率期限结构的建模与实证
8.
The Research on the Optimal Estimation of the Term Structure of Interest Rate and Its Application;
利率期限结构的最优估计及其应用研究
9.
A Three-Factor Affine Term Structure Model of Interest Rates and Its Application;
三因素仿射利率期限结构模型及其应用研究
10.
Experimental Study and Application for the Term Structure of Interest Rates;
国债利率期限结构的实证研究及其应用
11.
Modeling the Term Structure of Interest Rate in Fixed Income Market with Applications;
固定收益市场利率期限结构建模及其应用研究
12.
Estimation Methods for Term Structure of Interests Rates and Its Application in Interest Swap Pricing;
期限结构估测法及其在利率互换定价中的应用
13.
Empirical Study on the Influence of Government Credit to the Debt Maturity Structure;
政府信用对企业债务期限结构影响的实证研究
14.
Study of credit risk term structure with stochastic default intensity;
随机违约强度下的信用风险期限结构研究
15.
Arbitrage-Free Models of Continuous-Time Term Structure Models;
连续时间利率期限结构的无套利模型
16.
Test of the Expectation Theory of the Term Structure of Shibor
基于Shibor的利率期限结构预期理论研究
17.
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
18.
Development of Interest Rate Term Structure Theories and Empirical Research in China Treasury Bond
利率期限结构理论的发展与中国国债利率期限结构的实证研究