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   风险贴水 的翻译结果: 查询用时:0.463秒
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风险贴水
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  risk premium
     Via a rational expectation equilibrium model,the paper firstly demonstrates disclosure is positively related to equilibrium price expectation and quantitatively identifies information risk premium induced by information asymmetry between traders so as to demonstrate that disclosure helps to reduce IPO underpricing from macro view.
     通过一个理性预期均衡模型,证明信息披露与均衡价格期望正相关,并量化确定交易者间信息不对称导致的信息风险贴水,从宏观角度论证了信息披露有助于降低IPO折价。
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  相似匹配句对
     Risks exist impersonally.
     风险是客观存在的。
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     If you do nothing,the risk will come
     无为的风险
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     Beauty Effect In ADs
     广告中的漂亮贴水效应
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     The Premium of the Closed-end Fund in China's Stock Market
     中国封闭式基金贴水问题研究
短句来源
     Delivery location options and premiums and discounts setting of commodity futures contracts
     交割地点选择权与商品期货合约升贴水设置
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  risk premium
Numerical examples are given which underline the fact that an additional positive risk premium (with respect to the Black-Scholes values) is found reflecting extra hedging costs due to intermediate deviations from economic equilibrium.
      
Pratt [1964] establishes that a more risk-averse individual in the Arrow-Pratt sense has a higher compensating risk premium for full insurance, but no comparable result has been established for partial insurance.
      
However, the long experience of risk premium analysis in the insurance and reinsurance industry, as well as the existence of historical data on natural disasters, render the valuation of catastrophe bonds less perilous than that of defaultable bonds.
      
Second, similar to Melino and Turnbull (1990), our empirical findings strongly suggest the existence of a non-zero risk premium for stochastic volatility of asset returns.
      
Based on the implied volatility risk premium, the SV models can largely reduce the option pricing errors, suggesting the importance of incorporating the information from the options market in pricing options.
      
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Based on the study on some of shortcomings in the economic analysis of the pre-sent investment projects, a quantitative method of risk contango rate is put forward. TheNPV analysis method of risk investment projects is presented with an example.

在阐述目前投资项目经济分析中存在问题的基础上,探讨了风险贴水率的定值问题,并结合实例给出了风险型投资项目的NPV分析法。

This paper presents the valuation of credit spread option under a random recovery rate of Markov Chain Model.With the use of the assumption of random recovery rate,the Markov-chain model of Jarrow,lando and Tumbul(1997) has been extended and the valuation formula of zero-coupon bonds with default risk and other credit sensitive instruments is(given.) Moreover,this paper generalizes the risk premium adjustment in the model by Kiuima and Komoribayashi(1998) and(derives) the pricing formula of credit spread option....

This paper presents the valuation of credit spread option under a random recovery rate of Markov Chain Model.With the use of the assumption of random recovery rate,the Markov-chain model of Jarrow,lando and Tumbul(1997) has been extended and the valuation formula of zero-coupon bonds with default risk and other credit sensitive instruments is(given.) Moreover,this paper generalizes the risk premium adjustment in the model by Kiuima and Komoribayashi(1998) and(derives) the pricing formula of credit spread option.

通过假设随机挽回率,扩展了Jarrow,L ando和T urnbu l(1997)[2]的马尔可夫链模型,得到有违约风险零息债券与信用衍生品的定价公式,并一般化了K ijim a和K om oribayash i(1998)[3]模型中的风险贴水调整,进一步给出信用差价期权的定价公式。

Via a rational expectation equilibrium model,the paper firstly demonstrates disclosure is positively related to equilibrium price expectation and quantitatively identifies information risk premium induced by information asymmetry between traders so as to demonstrate that disclosure helps to reduce IPO underpricing from macro view.Then it demonstrates disclosure is negatively related to demand expectation of the informed traders but positively related to the uninformed traders' so as to interpret why disclosure...

Via a rational expectation equilibrium model,the paper firstly demonstrates disclosure is positively related to equilibrium price expectation and quantitatively identifies information risk premium induced by information asymmetry between traders so as to demonstrate that disclosure helps to reduce IPO underpricing from macro view.Then it demonstrates disclosure is negatively related to demand expectation of the informed traders but positively related to the uninformed traders' so as to interpret why disclosure helps to reduce the cost of capital by analyzing traders' demand strategy from micro view.

通过一个理性预期均衡模型,证明信息披露与均衡价格期望正相关,并量化确定交易者间信息不对称导致的信息风险贴水,从宏观角度论证了信息披露有助于降低IPO折价。证明信息披露与信息交易者需求期望负相关、与非信息交易者需求期望正相关,从微观角度通过对交易者需求策略的分析解释了信息披露有助于降低资本成本。

 
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