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风险中性假设
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  risk-neutral hypothesis
     In this paper,a systematic analysis is done on risk-neutral hypothesis and risk-neutral probability which are scatteredly in various literature,and then three general steps of pricing on derivative securities by employing risk-neutral hypothesis and risk-neutral probability are obtained and some examples are given for illustrating three general steps,which can provide references for researchers of researching price of derivative securities.
     本文对散见于各文献中的风险中性假设和风险中性概率进行了系统化的分析,归纳出用风险中性假设和风险中性概率对衍生证券进行定价的三个一般步骤,并举例对此进行了应用,这些分析对研究衍生证券定价的研究者具有一定的参考价值。
短句来源
  “风险中性假设”译为未确定词的双语例句
     At the same time, no arbitrage principle strongly correlated with neutral risk supposition.
     无套利原理与风险中性假设也是紧密联系在一起的。
短句来源
     Secondly, briefly introduced the current three kind of Real Option pricing method——Partial Differential Equation, Dynamic Programming Approach, and Simulations, and carried on the adjustment and the revision of the Option Pricing Model from the view of duplication error and the risk neutrality supposition.
     然后简要介绍了当前实物期权的三种定价方法——偏微分法、动态规划法和模拟法,并从复制误差和风险中性假设两个角度对定价模型进行了调整和修正。
短句来源
     By working out a new kind of linear equilibrium bidding strategy and comparing with the non-linear equilibrium bidding strategy that discussed by current literatures,a conclusion was proved that the non-linear bidding strategy is dominated by linear bidding strategy when bidders are risk neutral.
     通过求解出一类新的线性均衡报价策略,并与现有文献所研究的非线性均衡报价策略进行比较,文章证明了在投标人风险中性假设下,线性均衡策略要严格优于非线性均衡策略;
短句来源
     Risk-averse executive is different from the risk-neutrality assumption of the basis of Black-Scholes option price theory. So the company cost is different from the executive value, and the executive incentive from stock options should be the derivative of the executive value with respect to the stock price.
     经理人的风险规避特性不同于 BS 期权定价模型的风险中性假设,因此,经理股票期权的公司成本和经理人价值不同,股票期权的激励测度应是经理人价值对于股票价格的微分。
  相似匹配句对
     Nonparametric Estimation of the Risk-Neutral Process
     风险中性过程的非参数估计
短句来源
     Risk-Neutral Pricing Method for Credit Risk and Empirical Evidences from China
     信用风险中性定价方法及实证研究
     Risks exist impersonally.
     风险是客观存在的。
短句来源
     If you do nothing,the risk will come
     无为的风险
短句来源
     Neutral doctrism
     中性主义
短句来源
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Under the assumption that insurance companies are risk neutral,and using the theory of backward stochastic differential equation,the insurance pricing problem is studied in the framework of investment theory.At first,the linear forward-backward stochastic differential equation for insurance pricing is established.Then the insurance pricing formula based on the investment theory is obtained on the basis of the explicit solution of a special class of...

Under the assumption that insurance companies are risk neutral,and using the theory of backward stochastic differential equation,the insurance pricing problem is studied in the framework of investment theory.At first,the linear forward-backward stochastic differential equation for insurance pricing is established.Then the insurance pricing formula based on the investment theory is obtained on the basis of the explicit solution of a special class of linear backward stochastic differential equation.Finally,an example is provided.

在保险公司是风险中性的假设下 ,运用倒向随机微分方程的理论 ,研究了保险公司在风险投资框架下的保险定价问题。首先 ,建立了保险定价问题的线性正倒向随机微分方程数学模型 ;然后 ,根据一类特殊线性倒向随机微分方程的显式解 ,推出了由风险投资确定的保险定价公式 ;最后 ,进行了算例分析。

Assuming jump process is a kind of special renewal process, it is established that the option pricing model in which the stock pricing process is jumpdiffusion process. The European option pricing equation is deduced under the riskneutral hypothesis.

研究了股票价格的行为模型问题.假定股票价格的跳过程为一类特殊的更新过程,建立了股票价格服从跳 扩散过程的行为模型.在风险中性的假设下,推导出了基于股票的欧式期权定价公式.

Pirate should be analyzed from multi-perspective. Gives an analysis to the game among government,producer and the customer of pirate with Game theory.With the hypothesis of rational human beings,we build a model and deduce the mixed strategies Nash Equilibrium.Then we give the practical meaning of each parameter and the way to deal with pirate.

盗版现象的形成需要从多方面进行研究 ,本文以博弈论作为分析工具 ,对政府、盗版生产商和消费者之间的博弈进行分析 ,在理性经济人和风险中性假设下建立三方博弈模型 ,通过求解 ,得出混合战略纳什均衡 ,然后给出各个参数变量的政策意义 ,进而给出有关盗版问题的治理对策。

 
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