【摘要】 久期是金融工程的重要概念 ,它不仅提供有关债券易变性的信息 ,也为期现货债券资产的保值提供新的途径 .介绍了久期模型 ,并对其进行了数学分析 .更多还原

【Abstract】 Duration plays a role of significance in financial projects,providing its users with information of everchanging securities in value and itself as a means of keeping its convertible securities from losing value.This paper first introduces the concept of duration model and then analyzes it in terms of mathematics.更多还原