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信用利差

网络credit spread; spreads

信用利差

信用利差

信用利差

credit spread

信用利差（credit spread）是指用以补偿投资者因购买债券而承担的额外风险，是高于同期无风险利率的那一部分，即债券即期 …

spreads

徐建华表示，就市场面高收益债券3月底信用利差(spreads)较前月收敛78点，至605个基本点，单月报酬率成长3.04%，连续第1…

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Then this thesis uses yield spread and pricing model to validate the effectiveness of the internal rating .

然后通过信用利差及定价模型验证了内部评级的有效性。

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Credit spreads widened by 50 basis points , returning to levels that were set during the Bear Stearns collapse in March .

信用利差扩大 50 个基点，回到三月份贝尔斯登破产时的水平。

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In the first case , we get the local default rate and the limit of credit spreads of zero-coupon bonds at time zero .

在第一种情形下，我们得到了局部违约率以及相应的零息债券在零时刻的信用利差的极限。

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The Term Structure of Credit Spread with Incomplete Information

信息非完全时的信用利差期限结构

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Impact of Liquidity Risk on the Term Structure of Credit Spreads

流动性风险对可违约债券信用利差期限结构的影响

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Study on the Corporate Bond Pricing Based on the Term Structure of Credit Spreads

基于信用利差期限结构的企业债券定价研究

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