| 利率互换及其应用分析 |
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| 引用本文： | 李民,赵东焕.利率互换及其应用分析[J].株洲工学院学报,2006,20(2):115-118. |
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| 作者姓名： | 李民 赵东焕 |
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| 作者单位： | 中南大学商学院,湖南长沙410083 |
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| 摘 要： | 从利率互换的定义出发，对3种不同情况下利率互换的获利条件进行了分析，导出了利率互换的定价公式，阐述了利率互换的应用意义。
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| 关 键 词： | 利率互换 套利 固定利率 浮动利率 定价 |
| 文章编号： | 1008-2611（2006）02-0115-04 |
| 收稿时间： | 2005-10-09 |
| 修稿时间： | 2005年10月9日 |
Interest Rate Exchange and its Application |
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| LI Min, ZHAO Dong-huan.Interest Rate Exchange and its Application[J].Journal of Zhuzhou Institute of Technology,2006,20(2):115-118. |
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| Authors: | LI Min ZHAO Dong-huan |
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| Affiliation: | Business school Central South University, Changsha 410083, China |
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| Abstract: | Embarking on a definition of interest rote exchange, the profiting conditions for interest rote exchange are analyzed from three aspects, the pricing formula is proposed, and application significance of interest rote exchange is also discussed. |
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| Keywords: | interest rate exchange arbitrage fixed interest rate fluctuation interest rate fixed price |
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