zero-coupon bond

基本解释

In this paper, I first review the theory and models of term structure of interest rates and the pricing theory of the zero-coupon bond, the CKLS model is greatly examined.
首先，本文综述了主要的期限结构理论和模型以及零息债券定价理论，着重介绍了本文实证所估计的CKLS模型；
Applying structural approach to modeling default risk, the pricing of default risk zero-coupon bond and a credit spread term structure under incomplete information is developed.
运用违约风险评估的结构化建模方法，在信息不完全的情形下推导了风险零息票债券的定价公式，并得到了此时信用利差的期限结构。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。

Effective October 1, 2002, for intragovernmental investments with the Bureau of the Public Debt (BPD), BPD and trading partner agencies will use the interest method for amortization on market-based notes, bonds, and zero-coupon bond securities.
WHITEHOUSE: M-03-01, Business Rules for Intragovernmental Transactions, Attachment B The White House
But reasonably sophisticated investors can create the same product themselves by purchasing a risk-free zero-coupon Treasury bond and call options on a stock index, such as XSP options traded on the Chicago Board Options Exchange.
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