摘要
从不同的角度建立了附息国债的定价模型,并从数学上证明了这一模型的一些性质,进而有助于理解附息国债的价格和到期收益率之间的关系.
Another pricing model has been built about Coupon bearing bond,and a few properties of the model have been proved mathematically. All this helps to understand the relationship between the yield to maturaty and the price of a coupon bearing bond.
出处
《西安工业大学学报》
CAS
1999年第4期332-335,共4页
Journal of Xi’an Technological University
关键词
附息国债
到期收益率
不动点
投资组合
coupon bearing bond
fixed point
yield to maturaty
portfolio