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随机利率下提前还贷的数学模型及实证分析

The model of giving back loan forward under stochastic interest and analytic demonstration
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摘要 根据金融学和数学相关理论,建立了离散情形的随机利率条件下提前还贷的损益数学模型,指出在一定条件下提前还贷应交纳补偿金,并具体分析了补偿金额度,最后进行了实证分析. According to the theory of finance and mathematics,the discrete mathematical model was (established),it was about the profit and loss in the condition of giving back loan forward and stochastic (interest.)(The) compensation of giving back loan forward under specifically conditions and amount of the (compensation) (were) discussed and the actual illustration was analyzed at last.
出处 《纺织高校基础科学学报》 CAS 2004年第1期59-62,共4页 Basic Sciences Journal of Textile Universities
关键词 随机利率 数学模型 提前还贷 补偿金 stochastic interest mathematic model giving back loan forward compensation
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