| 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].湖南工业大学学报,2006,20(2). |
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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 |
Interest Rate Exchange and its Application |
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| LI Min,ZHAO Dong-huan.Interest Rate Exchange and its Application[J].Journal of Hnnnan University of Technology,2006,20(2). |
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| Authors: | LI Min ZHAO Dong-huan |
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| Abstract: | Embarking on a definition of interest rate exchange, the profiting conditions for interest rate exchange are analyzed from three aspects,the pricing formula is proposed,and application significance of interest rate 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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