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   风险中性世界 在 金融 分类中 的翻译结果: 查询用时:0.06秒
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风险中性世界
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  risk-neutral world
    A dopting the thought of equivalent martingale measure,it transforms the underling asset from risk world to the risk-neutral world and prices the convertible bonds with reset clauses with martingale pricing method in the risk-neutral world.
    文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价.
短句来源
  risk-neutral world
    A dopting the thought of equivalent martingale measure,it transforms the underling asset from risk world to the risk-neutral world and prices the convertible bonds with reset clauses with martingale pricing method in the risk-neutral world.
    文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价.
短句来源
  “风险中性世界”译为未确定词的双语例句
    By using distribution of maximum and minimum asset price, the pricing formulas of this more complicated reset options
    第五章,本章假定标的资产的价格服从一种简单情形下的possion跳,从而建立了期权定价模型,在等价鞅测度和风险中性世界推导出重置看涨期权的定价公式。
短句来源
    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。
短句来源
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  risk-neutral world
The risk-neutral world where evolve the firm assets, modeled by a class of geometric Lévy processes, is constructed based on the Esscher measure, yielding useful and new analytical relations between historical and risk-neutral probabilities.
      
It assumed a risk-neutral world, that is, it recognized that investor risk preferences did not interfere in the pricing of derivatives.
      
  risk-neutral world
The risk-neutral world where evolve the firm assets, modeled by a class of geometric Lévy processes, is constructed based on the Esscher measure, yielding useful and new analytical relations between historical and risk-neutral probabilities.
      
It assumed a risk-neutral world, that is, it recognized that investor risk preferences did not interfere in the pricing of derivatives.
      


A convertible bond is exposed to both equity and interest rate risk. With the hypothe-sis that corporate bonds and interest rate vary according to concern stochastic differential equation re-spectively. We derived the pricing model. To fit the facts better, we drew in a risk factor and pre-sented a simple model under the risk neutral condition.

可转换债券是一种融资品种,影响可转换债券的因素是股价和利率,针对二者的随机性和相关性,给出可转换债券的定价模型,同时模型中加入了风险因子,使模型更加符合实际,并且给出了风险中性世界的定价模型.

As the development of the behavioral financial theory,many irrational reasons have been considered in financial model.In this paper,based on the psychology researches,we import the decision weight function to set up the European style option pricing model in risk neutral world.

以投资者过度自信心态与心理学研究为基础,突破传统理论的桎梏,引入决策权重函数π(p),建立基于风险中性世界的欧式期权定价模型.与传统的欧式期权定价模型相比,行为金融学模型更接近于市场实际情况.

The convertible bond is one of the dey issues of security market in China.This paper aims to make a study of how to price convertible bonds with reset clauses.A dopting the thought of equivalent martingale measure,it transforms the underling asset from risk world to the risk-neutral world and prices the convertible bonds with reset clauses with martingale pricing method in the risk-neutral world.

可转换债券是中国证券市场的热点之一.本文主要研究如何给带有重置条款的可转换债券进行定价.文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价.

 
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