利用单期金融市场模型研究了非完全市场衍生资产定价问题。
This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.
建立了加权的不完全金融市场模型，证明了此模型均衡的存在性。
Establish the economical model of weight incomplete real asset markets and prove the existence of the equilibrium.
在连续时间金融市场模型的研究中，随机理论和方法已成为重要的研究手段之一。
In the study of continuous time finance market modeling, the theory and methods of stochastics have been one of important research tools.
在随机微分方程的基础上，我们建立了金融市场模型，并且分析了模型的解与性质。
Using the stochastic theory to analyse the finance market model, we discuss the solution and properties of the model.
在连续时间金融市场模型的研究中，随机控制理论和方法已成为重要的研究手段之一。
In the study of continuous time financial market modeling, the theories and methods of stochastic control have been one of important tools.
在不对称信息的金融市场模型里，价格反映了交易者持有的私有信息，知情交易者为了获取高额收益会操纵市场价格信息。
In asymmetric information models of financial markets, prices reveal private information held by traders. The insiders will manipulate the information of the market prices for private profit.
他们不愿费心把金融市场和银行业纳入他们的模型之中。
They did not bother to put financial markets and the banking sector into their models.
毕竟，他们的模型说，金融市场总是有效的。
After all, their models said that financial markets were always efficient.
我的第二个论点涉及政策与金融市场的互动方式——现代宏观经济模型都没有涵盖这一点。
My second argument concerns how such a policy would interact with the financial markets – which are not accounted for in modern macroeconomic models.
目前看来，金融市场的“黑天鹅”或者说一些极端事件所发生的频率，比通常的概率模型所预测的要大得多。
It turns out that in financial markets "black swans", or extreme events, occur much more often than the usual probability models suggest.
在理性主义者的信念是基于数学模型，他们利用了解金融市场。
The rationalists' conviction is based on the mathematical model they use to understand the financial markets.
央行正忙着对他们的工作母机模型修修补补，加入了粗糙的金融市场分析。金融经济学家也开始研究激励机制对市场效率的扭曲作用。
Central Banks are busy bolting crude analyses of financial markets onto their workhorse models. Financial economists are studying the way that incentives can skew market efficiency.
金融市场的动荡也许会加深痛苦，这是由于当价格急剧下跌时，卷商及对冲基金所使用的模型会导致他们售出资产。
The volatility of financial markets may intensify the pain, since both brokers and hedge funds use models which lead them to sell assets when prices move down sharply.
论述了在我国采用VAR模型计量金融市场风险的必要性和可行性。
It related-the necessity of adopting VAR models to measure the financial market risk in our country.
通过将金融市场、信息不对称和交易成本引入基准模型之中，货币和信贷趋势在决定宏观经济结果方面被赋予了某种角色。
By introducing financial markets, informational asymmetries and transaction costs into the benchmark model, money and credit developments are given a role in determining macroeconomic outcomes.
在考虑一个带有股票和债券的金融市场后，本文提出了一个具随机波动率的股票价格的随机微分方程模型。
Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility.
当前，用于研究金融市场收益率波动最为常用的是GARCH族模型。
At present, the GARCH models are the most common use models in analyzing the return volatility of financial markets.
建立描述中国金融市场国债回购利率行为的随机波动利率期限结构模型。
It builds up a stochastic volatility interest rate term structure model to describe the behavior of financial market repo rate of national debt in China.
随机波动模型作为金融市场波动量化研究的一种重要模型，其参数估计问题是近十余年来该领域的研究热点。
Stochastic volatility model is one of the most important models in describing the volatility of financial market and its parameter estimation is a hot topic in this area.
由于该模型被认为是最集中反映了金融市场数据方差变化的特点而被广泛应用于金融数据时间序列分析中。
Because these models can reflect the feature of the financial market well, they have been widely applied in the time series analysis on financial data.
本文分别讨论了两种类型的模型——讨论物品市场、金融市场和劳动力市场均衡的模型和内生经济增长模型。
In this paper, we discuss two types of models — the model that discuss the equilibrium of product market, financial market, and labor market and the endogenous economic growth model.
在20世纪80年代，金融市场和内生增长模型的完美融合丰富的经济周期理论。
In the 1980s, the perfect fusion of financial markets and endogenous growth model enrich the theory of economic cycles.
我国金融市场由于缺乏足够的信用数据，直接利用股票市场数据来进行信用风险管理的KMV模型有着广泛的应用前景。
Considering the lack of credit date of financial market in China, KMV model, which can directly use data from stock market to measure credit risk, has extensive application.
随着金融市场上各种异象的累积，有效市场假说(emh)和资本资产定价模型(CAPM)的权威地位已开始动摇。
Along with various accumulations of anomalies in financial market, the correctness of Efficient market Hypothesis (EMH) and the Capital Asset Pricing Model (CAPM) has been doubted.
他和另外两名经济学奖共同创立了期权定价模型，在金融市场产生了重大影响。
He and two other economists created the trading process called Black-Scholes that impacted the ways financial markets were informed and influenced.
金融物理中的争当少数者博奕模型，是一个用来模拟金融市场动力学行为的最简单的模型，可以尝试利用它来对实际金融市场中许多现象提供物理的理解。
The minority game model is a very simple model th at can simulate the internal dynamics of a market where agents can only buy ors ell one commodity.
对刻画金融市场波动的相关模型进行描述，主要包括ARCH、GARCH类模型。
To describe financial market volatility, the paper focuses on some mathematical models, including ARCH and GARCH models.
对刻画金融市场波动的相关模型进行描述，主要包括ARCH、GARCH类模型。
To describe financial market volatility, the paper focuses on some mathematical models, including ARCH and GARCH models.
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