统计研究 ›› 2000, Vol. 17 ›› Issue (7): 29-31.

• 论文 • 上一篇    下一篇

国债回购率的定价模型研究

吴国富, 杨春鹏   

  • 出版日期:2000-07-15 发布日期:2012-02-14

The Pricing Model of Treasury Securities Repo Ratio

WU Guo-Fu, YANG Chun-Peng   

  • Online:2000-07-15 Published:2012-02-14

Abstract: In this paper, we studied the pricing of treasury securities repo ratio by using arbitrage theory, and obtained the pricing model of treasury securities repo ratio.