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  • 匿名
关注:1 2013-05-23 12:21

求翻译:In the case of a debt security, duration, D, must be considered in order to derive a price volatility, E, from the volatility of the underlying variable (usually an interest rate), r. As a first-order approximation, we then have E  r  D.是什么意思?

待解决 悬赏分:1 - 离问题结束还有
In the case of a debt security, duration, D, must be considered in order to derive a price volatility, E, from the volatility of the underlying variable (usually an interest rate), r. As a first-order approximation, we then have E  r  D.
问题补充:

  • 匿名
2013-05-23 12:21:38
在债务证券,期限,D的情况下,必须以得出一个价格波动, ? E,从基础变量(通常是利率) , ? r的波动加以考虑。
  • 匿名
2013-05-23 12:23:18
正在翻译,请等待...
  • 匿名
2013-05-23 12:24:58
在债券情况下,必须考虑期间, D,为了从部下的可变物的挥发性通常获得价格浮动,  E (,利率),  r。 作为优先处理的略计,我们然后有 E   r  D。
  • 匿名
2013-05-23 12:26:38
在债务安全、 持续时间,D,必须考虑以波动性的基础变量 (通常利率),从派生价格波动,E,r。作为一个一阶近似,然后,我们 E r D.
  • 匿名
2013-05-23 12:28:18
In the case of a debt security, duration, D, must be considered in order to derive a price volatility, E, from the volatility of the underlying variable (usually an interest rate), r.As a first-order approximation, we then have E  r  D.
 
 
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