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Empirical Analysis of Interest Rate Term Structure

Author: WuZhiYong
Tutor: ZhengBaoYin
School: University of Foreign Trade and Economic
Course: Finance
Keywords: National debt Bond yields Term Structure of Interest Rates
CLC: F224
Type: Master's thesis
Year: 2005
Downloads: 365
Quote: 0
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Abstract


The term structure of interest rates is a popular long - term study of the foreign financial community . With the development of China 's bond market as well as market-oriented interest rate reform , the formation the market representative benchmark interest rate is the key . Government bonds interest rate term structure of the study , to provide a universal reference value of the interest rate for the capital market , so as to pricing and risk management on interest rate products in the market , is an important research topic in the current . Domestic research in this area is not a lot . This paper the use of mathematical models and the recent exchange bond trading data , measurement methods to fit the current Interest Rate Term institutions , and thus its research and analysis , and to propose appropriate policy recommendations .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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