股息贴现模型是估计股票内在价值的基本方法，无套利均衡是现代金融理论的基础。
The dividend discount model is the essential method used to estimate the stock intrinsic value. No-arbitrage equilibrium theory is the foundation of present financial theory.
第五章主要研究基于美式期权建立抵押贷款模型，并利用无套利原理导出对应的微分方程。
In the fifth chapter, we establish the mortgage loan model according to the American option, and deviate the partial different equation by no arbitrary principle.
在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。
This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.
股息贴现模型是估计股票内在价值的基本方法，无套利均衡是现代金融理论的基础。
The dividend discount model is the essential method used to estimate the stock intrinsic value.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性，利用无套利均衡分析的方法，以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
讨论了有交易费市场模型下未定权益无套利公平定价问题。
A reasonable fair pricing of the contingent claims was discussed for the given market model under transaction costs.
本文主要讨论无套利框架下的寿险模型定价问题。
This article focuses on pricing problem of Life Insurance Model under no-arbitrage framework.
本文进一步计算出股票价格模型的期望与方差，讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
本文进一步计算出股票价格模型的期望与方差，讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
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