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伊斯兰金融衍生品的定价和评估同样遵循适用于传统衍生品的定价机制。定价机制的一个主要输入数据是贴现率或同等的伊斯兰金融市场的利率。货币市场基准用来表示利率,这些基准受到当地经济及伊斯兰教法的不利影响,进而要求寻求一个更合适的利率。利率在伊斯兰金融衍生品的定价和估值中的重要性已在伊斯兰利率互换价格的敏感度测量中得到证明。结果表明,价格对利率的任何设定误差都非常敏感。
The pricing and valuation of Islamic financial derivatives also follow the same pricing mechanism that applies to traditional derivatives. One of the key inputs to the pricing mechanism is the discount rate or the interest rate of the Islamic financial markets in question. The money market benchmarks are used to indicate interest rates, which are adversely affected by the local economy and sharia, and require a more suitable interest rate. The importance of interest rates in the pricing and valuation of Islamic derivatives has been demonstrated in the sensitivity measurement of Islamic interest rate swaps. The result shows that the price is very sensitive to any set error in the interest rate.