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dc.contributor.advisor郑振龙
dc.contributor.author凌慧
dc.date.accessioned2016-02-14T03:35:32Z
dc.date.available2016-02-14T03:35:32Z
dc.date.issued2004-11-28 12:00:30.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/39496
dc.description.abstract我国的利率市场化已步入实质性阶段。利率市场化进程的加速极大地推动着中国债券市场的进一步发展,同时也扩大了金融资产价格波动的幅度。目前,我国已基本实行了债券发行利率、债券交易利率的市场化,债券投资中的利率风险日益凸显,选择有效防范利率风险的办法和途径是当前需要解决的一个现实问题,但目前国内不论在理论界,还是在实务界,有关债券利率风险管理的系统性研究和运用并不多见,本文算是一个尝试。投资无违约风险的不含选择权的债券所面临的风险主要是利率风险。利率风险的度量和规避是债券投资中利率风险管理的两个重要环节。本文分两大部分,第一部分对债券投资中的利率风险效应和度量进行了阐述。市场利率的变动决定债券投资总报...
dc.description.abstractAbstract The market-oriented of process of interest rate our country has already stepped into substantive stage. With the liberalization advancing, deepen; bond market has development greatly in China. But it expands the range that the price of the financial assets fluctuation at the same time. At present, our country has already implemented liberalization on issuing and trading of bond’s in...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=7491&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=9097
dc.subject利率风险
dc.subject久期
dc.subject免疫
dc.subjectInterest Rate Risk
dc.subjectDuration
dc.subjectImmunization
dc.title债券投资中的利率风险及免疫技术分析
dc.title.alternativeAnnlysis on interest Rate Risk and Immunization Techniques in bonds Inverstment
dc.typethesis
dc.date.replied2004-11-28
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院财政金融系_金融学(含保险学)
dc.description.note学号:X200128012X


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