【摘要】 利率模型一直是金融领域的热点。一种新的利率模型——市场模型,其建模原则是由模型得到的标准金融衍生品的定价必须和Black计算的价格相符。笔者认为,市场模型有操作简单方便的优点,这是传统利率模型不具备的,它虽然也有一定缺陷,但仍不失为一种方便使用者的较理想方法。更多还原

【Abstract】 The construction principle of market interest model is that the price of financial derivative must be equal to the result calculated by Black calculation. The new model is easy for calculation, which cannot be also featured by the traditional models.更多还原