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上市国债的交易决策分析
引用本文:陈建彪.上市国债的交易决策分析[J].上海海事大学学报,1999(2).
作者姓名:陈建彪
作者单位:上海海运学院基础部
摘    要:介绍了国债二级市场交易风险。鉴于国债二级市场交易主体投资者与投机者对风险考虑的不同,分别提出了不同的交易决策方法,同时给出了计算内部收益率的新方法并扩充了凸性的概念。

关 键 词:国债,交易决策,内部收益率,凸性

An Analysis of Dealing Decision about Marketable Government Bonds
Chen Jian biao.An Analysis of Dealing Decision about Marketable Government Bonds[J].Journal of Shanghai Maritime University,1999(2).
Authors:Chen Jian biao
Institution:Chen Jian biao
Abstract:In this paper, the dealing risks about the secondary market of government bonds are introduced. Considering the difference in the attention to these risks paid by the investors and speculators in the secondary market of government bonds, the motheds of dealing decision for the investors and speculators are offered respectively, accompanied with the new mothed of solving internal rate of return and the extended concept of convexity.
Keywords:government bonds  dealing decision  internal rate of return  convexity
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