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- Risk Neutral Pricing Theory 风险中性定价理论
- Chapter three analyzes the Arbitrage Pricing Theory (APT) of risk assets. 第三章分析了风险资产的套利定价理论,对套利定价理论的模型进行了推导。
- The world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk-free return rate. 风险中性的世界是一个假想的世界,在风险中性世界中所有风险资产的预期收益率等于无风险收益率。
- By definition risk neutral measure is a probability measure under which discounted value of the underlying asset of this derivative is a martingale. 根据定义风险中立测度是一个使贴现后标的资产价值成为鞅的概率测度。
- Like the capital asset pricing model, arbitrage pricing theory stresses that expected return depends on the risk stemming from economywide influences and is not affected by unique risk. 如同资本资产定价模型,套利定价理论强调期望回报率取决于经济体影响造成的风险而且不受独有风险的影响。
- If you do not know what martingale is, do not panic, another way of saying this is that under risk neutral measure the underlying asset grows at risk-free rate. 如果你现在还不知道什么使鞅,不用惊慌,换一句话说在风险中立概率测度之下标的资产以无风险利率增长。
- The Comparison between Capital Assets Pricing Model and Risk Neutral Valuation Theory 资本资产定价模型与风险中性定价理论的比较
- In 1976, Stephen A. Ross developed CAPM and initiated the arbitrage pricing theory (APT) which is a breakthrough. 1976年;罗斯(Stephen A.;Ross)突破性地发展了CAPM;首创套利定价理论(APT)。
- The theory of Brownian motion is the foundation of the pricing theory of Black Scholes. 布朗运动理论是布莱克 -舒尔斯期权定价理论的基础 .
- Moreover, based on the characteristicsof VIP, option pricing theory is used to estimate the value of VLP. 在对投资项目价值的判定上,根据风险项目分阶段决策的特点,引入期权定价理论。
- Moreover, the option pricing theory is applied to the analysis of decision making of sequential investment including information cost. 给出了信息成本的分类和计量方法,利用期权理论与方法对有信息成本的序列投资决策进行了分析。
- The multifactor pricing model is a crucial breakthrough in asset pricing theory and a derivation or an extension of the arbitrage pricing theory (APT). 多因子定价模型(Multifactor Pricing Model)是资产定价理论发展到套利定价理论(Arbitrage Pricing Theory,APT)之后的延伸,是对金融资产定价研究的重要理论突破。
- This paper analyses economic problem of sandstorm based on population,game theory and product price theory. 该文从人口、博弈论、产品价格三方面进行了分析。
- Argy-bargy is normal market action, but if price theory is gotten really unusual, put in intended and con suspicion. 讨价还价是正常的市场行为,但假如价格虚得实在离谱,是不是存在故意欺诈的嫌疑。
- Antidumping law is one of the most important trade protection measures in the US, with the support of predatory pricing theory. 摘要反倾销法是美国实施贸易保护主义的重要措施之一,其理论支持之一就是掠夺性定价理论。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上,运用无风险套利原则,推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- Generally speaking, the classical pricing theory and the theory of efficient market is in the core of mainstream finance and the argument of EMH or CAPM has never ceased. 总的来说,经典的资产定价理论和市场有效理论一直占据着主流金融学的中心部分,关于EMH、CAPM的争论也一刻都没有停止过。
- NPV method ignores the value of timing and it has some shortages.Applying option pricing theory to analyze investment decision provides a new train of thought. 应用期权理论进行投资决策分析,给以NPV为基本方法的决策研究提供了一种新的思路。
- This part is the general program of the thesis.The second part introduces Marx"s rental and land price theory and property right theory. 第二部分主要介绍了马克思的地租地价理论和产权理论并且阐述了这些基础理论对确定土地收购价格的启示。
- Fischer Black &Myron Scholes's seminal paper “The Pricing of Option and Corporate Liabilities published in 1973 marks the beginning of financial derivative pricing theory. 1973 年,Black-Scholes开创性论文“期权定价与公司债务”的发表标志着金融衍生证券定价理论的诞生。