| 利率期限结构理论与模型 |
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| 引用本文： | 周丽,李金林.利率期限结构理论与模型[J].北京工商大学学报(自然科学版),2004,22(5):62-66. |
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| 作者姓名： | 周丽 李金林 |
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| 作者单位： | 北京理工大学,管理与经济学院,北京,100081 |
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| 摘 要： | 从传统的期限结构理论和现代期限结构模型两个方面,对利率期限结构研究的进展进行了系统的分析,综述了国内外利率期限结构理论在均衡框架与无套利框架下的各种期限结构模型,及其最新进展,并总结了该研究领域的发展趋势.
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| 关 键 词： | 利率期限结构 均衡 无套利 |
| 文章编号： | 1671-1513(2004)05-0062-05 |
| 修稿时间： | 2004年8月10日 |
THEORIES AND MODELS FOR TERM STRUCTURE OF INTEREST RATE:A SURVEY |
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| ZHOU Li,LI Jin-lin.THEORIES AND MODELS FOR TERM STRUCTURE OF INTEREST RATE:A SURVEY[J].Journal of Beijing Technology and Business University:Natural Science Edition,2004,22(5):62-66. |
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| Authors: | ZHOU Li LI Jin-lin |
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| Abstract: | It discussed progress of term structure of interest rate. The theories and models are surveyed from two aspects namely traditional theories and modern models of term structure, main models in the frame of equilibrium and no arbitrage and their new evolvements are included. Finally, it analyzed relevant researches and tendency of development in the research field. |
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| Keywords: | term structure of interest rate equilibrium no arbitrage |
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