spread-risk model

基本解釋

From this model, the fluctuation of excess yield and long-to-short-term spread can forcast term risk premium.
從模型中可以看出，超額收益率的波動(dòng)性以及收益率差能夠有效預(yù)測期限風(fēng)險(xiǎn)溢價(jià)。
The model looks at the spread between the non-risk-adjusted DDM expected return and AAA-rated corporate bonds.
該模型著眼于沒有經(jīng)過風(fēng)險(xiǎn)調(diào)整的DDM預(yù)期的利潤與各種AAA級(jí)公司債券之間的差幅。
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A cross-commodity spread was constructed between energy market and electricity market, on this basis, a risk-avoid model was designed by incorporating swing options.
在燃料市場和電量市場之間構(gòu)造出交叉商品組合，并在此基礎(chǔ)上引入擺動(dòng)期權(quán)合約設(shè)計(jì)了發(fā)電商的風(fēng)險(xiǎn)回避模型。