| 随机利率下提前还贷的数学模型及实证分析 |
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| 引用本文： | 唐亚光,王维利.随机利率下提前还贷的数学模型及实证分析[J].纺织高校基础科学学报,2004,17(1):59-62. |
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| 作者姓名： | 唐亚光 王维利 |
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| 作者单位： | 西安交通大学,理学院,陕西,西安,710049 |
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| 摘 要： | 根据金融学和数学相关理论，建立了离散情形的随机利率条件下提前还贷的损益数学模型，指出在一定条件下提前还贷应交纳补偿金，并具体分析了补偿金额度，最后进行了实证分析。
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| 关 键 词： | 随机利率 数学模型 提前还贷 补偿金 |
| 文章编号： | 1006-8341(2004)01-0059-04 |
| 修稿时间： | 2003年12月16 |
The model of giving back loan forward under stochastic interest and analytic demonstration |
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| TANG Ya-guang,WANG Wei-li.The model of giving back loan forward under stochastic interest and analytic demonstration[J].Basic Sciences Journal of Textile Universities,2004,17(1):59-62. |
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| Authors: | TANG Ya-guang WANG Wei-li |
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| Abstract: | According to the theory of finance and mathematics,the discrete mathematical model was (established),it was about the profit and loss in the condition of giving back loan forward and stochastic (interest.)(The) compensation of giving back loan forward under specifically conditions and amount of the (compensation) (were) discussed and the actual illustration was analyzed at last. |
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| Keywords: | stochastic interest mathematic model giving back loan forward compensation |
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