摘要: |
对债券市场价格与票息率、到期收益率以及到期期限等参数之间关系的研究通常采用实证方法.这种用个别推出一般的方法不甚严密。本文中采用数学分析的方法,利用计算机进行数据处理,对以上各参数之间的关系进行了严格的论证。通过对量化结果的讨论,提出了分析各参数对债券价格影响的有效方法,得出了一些有意义的结果。 |
关键词: 债券价格 到期期限 到期收益率 数学分析方法 票息率 实证方法 |
DOI:10.11841/j.issn.1007-4333.2003.04.114 |
修订日期:2002-03-28 |
基金项目: |
|
Analysis on security price, time, income rate |
|
|
Abstract: |
Usually we studied the relationship of these parameters, such as security price, coupon rate, income and term by experimentation. Strictly speaking it dose not work by several special examples to account for the general conclusion. By the analysis of quantity and mathematics the relationship of these parameters was developed in detail and some valuable results about the relationship of these parameters were obtained. |
Key words: security price,coupon rate,income rate, |