| 附息国债到期收益率的数学讨论 |
| |
| 引用本文： | 董广茂.附息国债到期收益率的数学讨论[J].西安工业学院学报,1999,19(4):332-335. |
| |
| 作者姓名： | 董广茂 |
| |
| 作者单位： | 西安工业学院数理系!陕西西安710032 |
| |
| 摘 要： | 从不同的角度建立了附息国债的定价模型，并从数学上证明了这一模型的一些性质，进而有助于理解附息国债的价格和到期收益率之间的关系．
|
| 关 键 词： | 附息国债 到期收益率 不动点 投资组合 |
| 修稿时间： | 1998-12-31 |
Mathematical discussion of the yield to maturaty of a coupon-bearing bond |
| |
| DONG Guang-mao.Mathematical discussion of the yield to maturaty of a coupon-bearing bond[J].Journal of Xi'an Institute of Technology,1999,19(4):332-335. |
| |
| Authors: | DONG Guang-mao |
| |
| Abstract: | Another pricing model has been built about Coupon bearing bond,and a few properties of the model have been proved mathematically. All this helps to understand the relationship between the yield to maturaty and the price of a coupon bearing bond. |
| |
| Keywords: | coupon bearing bond fixed point yield to maturaty portfolio |
| 本文献已被 CNKI 等数据库收录！ |
