基于二差值因子模型的国债动态利率期限结构研究-政治经济学专业论文.docxVIP

AbstractThe Abstract The Study on Dynamic Term Structure of Treasury Bond Based on a Two Differential Factor Model Political Economics Graduate：Ruichun Gan Tutor：Siqing Que Abstract：Interest rate term str|uctLlre owns abundant economic meaning，it Can be used to predict the economic trends in the future，the level of inflation。It also plays an important role in asset pricing and risk management．And it can provide important reference for the implementation of monetary policy for central bank，So the term s仃uctLlre of interest rates has attracted more and more attention． In this paper,the economic