The traditional duration models contain Macaulay duration, Modified duration and Fisher-Weil duration. And the stochastic duration models contain two kinds of single-factor stochastic duration and a kind of two-factor stochastic duration.

• 包括各种传统的久期模型和随机久期模型,其中传统的久期模型本文分析了Macaulay久期、修正久期和Fisher-Weil久期,随机久期模型本文分析了两种单因子随机久期和一种双因子久期。