关于利率期限结构模型的实证分析  

An Empirical Analysis of Interest Rate Term Structure Model

作　　者：王斐[1] WANG Fei(Anhui University of Finance and Economics Department of Finance, Bengbu 233030)

机构地区：[1]安徽财经大学金融学院,蚌埠233030

出　　处：《吉林农业科技学院学报》2017年第2期26-28,共3页Journal of Jilin Agricultural Science and Technology University

摘　　要：利率期限结构是各类金融产品设计、投资组合定价、预期收益率推测和金融风险管理的基础,而国债市场是利率市场的一个重要组成部分。本文运用四个模型对2016年6月5日多个国债数据进行较系统的实证分析,并根据所得的结果,分析不同利率期限结构模型的优劣。The important part of the interest rate market is based on the interest rate term structure of all kinds of financial product design,portfolio pricing,expected rate of return speculation,financial risk management and bond market.There are foul models to analyze the data of several national debt in June5,2016.According this study we will find out the differents of these rate term structure models.

关 键 词：利率期限结构 国债 模型分析 

分 类 号：F224[经济管理—国民经济]