| 金融衍生证券在利率风险管理中的应用 |
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| 引用本文： | 张佃军. 金融衍生证券在利率风险管理中的应用[J]. 石家庄经济学院学报, 1998, 21(2): 179-187 |
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| 作者姓名： | 张佃军 |
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| 作者单位： | 河北省国际信托投资公司金融部!石家庄，050000 |
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| 摘 要： | 商业银行进行利率风险管理主要是通过采取不同的投资策略来完成的，而各种金融工具则是进行策略设计的基本元件。其中目前流行的衍生证券更能起到元件的作用。因此，本文依次介绍了利率期货、远期利率协议、利率互换、利率期权、利率上下限、利率互换期权以及其他新兴利率衍生证券的实务细节和定价理论，以便更有效地进行利率风险管理。
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| 关 键 词： | 利率 风险管理 金融衍生证券 金融工具 |
Use of Financial Derivatives in the Management interest Rate Risk |
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| Zhang Dianjun. Use of Financial Derivatives in the Management interest Rate Risk[J]. Journal of Shijiazhuang University of Economics, 1998, 21(2): 179-187 |
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| Authors: | Zhang Dianjun |
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| Affiliation: | Hebei International Trust and Investment Corporation 050000 |
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| Abstract: | The commercial Bank engages in the interest risk management mainly throughdifferent investment tracttes, while various financial tools are the basic elements in makingtractics, of which the present popular derivatives can well play the part of the element, inorder to carry out the management effectively, the article separately introduces interestrate futures, forward interest rate agreement, interest rate swaps, interest rate option, interest collar, interest rate swaps option and the details of the new born derivative affairsand the theory of fixed price. |
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| Keywords: | finance derivative interest rate risk management |
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