spread-risk model

基本解释

From this model, the fluctuation of excess yield and long-to-short-term spread can forcast term risk premium.
从模型中可以看出，超额收益率的波动性以及收益率差能够有效预测期限风险溢价。
The model looks at the spread between the non-risk-adjusted DDM expected return and AAA-rated corporate bonds.
该模型着眼于没有经过风险调整的DDM预期的利润与各种AAA级公司债券之间的差幅。
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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.
在燃料市场和电量市场之间构造出交叉商品组合，并在此基础上引入摆动期权合约设计了发电商的风险回避模型。