risk neutral pricing theory的意思|示意

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风险中性定价理论


risk neutral pricing theory的网络常见释义

风险中性定价理论 theory)和风险中性定价理论( risk neutral pricing theory) 。其中,随机贴现因

risk neutral pricing theory相关例句

In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.

本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。

Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.

现代金融学的许多经典问题,如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解,随机折现因子模型是资产定价模型的统一框架。