Empirical Research on Yield Curve of China Bond Market

被引：0
|
作者：
Zheng, Yuxian [1 ]
机构：
[1] Zhejiang Water Conservancy & Hydropower Coll, Hangzhou, Zhejiang, Peoples R China
来源：
ADVANCED RESEARCH ON COMPUTER SCIENCE AND INFORMATION ENGINEERING, PT I | 2011年 / 152卷
关键词：
yield curve; discount; sport rate; forward rate; least square method; residual;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The yield curve of bonds is an instrument that gives us the necessary information for valuing deterministic financial cash flows, measuring the economic market expectations and testing the effectiveness of monetary policy decisions. In the present paper, we focus on fair price calculation and residual analytics of sample bond by different models to find most effective method for china bond interest rate modeling.
引用
收藏
页码：42 / 48
页数：7
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