附息国债到期收益率计算中不动点理论的应用 |
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引用本文: | 邓国华. 附息国债到期收益率计算中不动点理论的应用[J]. 江西师范大学学报(自然科学版), 2003, 27(3): 241-244 |
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作者姓名: | 邓国华 |
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作者单位: | 江西财经大学,统计系,江西,南昌,330013 |
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摘 要: | 运用不动点理论,严格论证了长期以来人们在附息国债到期收益率计算中默认的假设前提“到期收益率等于实际市场收益率”在理论上的合理性,从理论高度确保了如下说法的正确性:不论实际收益率如何变化,总存在一个理论收益率,使得在该收益率水平上,国债与其他方面的投资内含价值等同,而这一收益率正是附息国债的到期收益率。
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关 键 词: | 附息国债 到期收益率 计算方法 不动点理论 实际收益率 试错法 收益率函数 |
文章编号: | 1000-5862(2003)03-0241-04 |
修稿时间: | 2003-12-20 |
Yield Rate of Bonds and the Application of Nonmoving-Point Theory |
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Abstract: | In this paper, the hypothesis - the yield of bonds got at term being equal to that of other actual rate - used in its calculation has been test under strict nonmoving-point theory, and thus ensure that there is always a yield at which the actual values of investment on bonds and that on others are equal. This yield is just the yield of bonds got at term. |
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Keywords: | yield bonds yield of bonds got at term nonmoving-point theory |
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