无套利原理在众多的财务理论中的广泛应用,使得基于无套利原理的无套利分析方法与均衡分析方法一道成为公司理财学的基本分析方法。
With no arbitrage principle used in more corporate finance theory research, no arbitrage analysis becomes a basic analysis method in corporate finance, just as equilibrium analysis.
晚上,我跟着我们的CTO(首席技术官)研究一个编外项目,分析这些海量的交易数据,找寻其中的套利商机。
At night I worked with the CTO on a side project that analyzed huge amounts of transaction data to identify arbitrage opportunities.
分析增发情况下溢价套利操作。
本文就纯粹套利,风险套利和市场间套利三个方面简要讨论了价格偏差分析在对冲基金中的重要性。
This paper described briefly about the methods in three scenarios: pure arbitrage, nsk arbitrage and inter - markets arbitrages.
本研究主要的目的是分析可转换债券套利行为对发债公司股票流动性和股票有效性的影响。
The main aim of the paper is analyzing the impact of convertible bond arbitrage activity on stock market liquidity and efficiency.
方法在市场无套利条件下建立随机微分方程,运用鞅论、随机分析的方法分析并求解方程。
Methods Build up differential equation under the circumstance of the market no arbitrage. Analyze and work out the solution of equation.
对此套利组合的分析结果表明:只要存在无风险套利机会,无论风险投资者的偏好如何,都能在不增加风险的基础上,获得较高的收益。
The result about the analysis of the portfolio shows that as long as arbitrage chance exists, each investor can get higher income, not increasing risk, no matter he is a risk averter or seeker.
提出一种基于聚类分析的多阶段情景生成方法,并给出了排除套利的线性规划模型。
An approach for multistage scenario generation based on clustering analysis is introduced in this paper.
利率期限结构分析是资产定价、金融产品设计、保值和风险管理、套利等的基础。
Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
然后对国内外利率互换相关研究进行了文献的综述,并以此为切入点,从套利定价的角度分析了人民币利率互换的套利定价组合。
Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.
第四章为实证分析,对比分析了本文建立的模型与未套利的模型,证明了良好的套利效果。
Chapter iv of this paper is empirical analysis, and comparative analysis between the non-arbitrage model and the arbitrage model, proving a good arbitrage effect.
模型的分析结果表明,投资者的过度自信会限制套利者的套利行为。
Results show that the existence of risk for rational arbitragers and the investors' psychology overconfidence could limit the rational arbitrageur's behavior.
本文首先在介绍境外人民币衍生产品的基础上分析了如何利用境外人民币无本金交割远期产品进行套期保值及套利组合;
This thesis analyze how to utilize external RMB Non-deliverable Forwards go on hedge and arbitrage combination on the basis of the introduction of RMB derivatives at first shut.
建立了一套利用反相高效液相色谱和大气压化学电离质谱联用技术分析红豆杉提取物中微量紫杉烷类化合物的方法。
Analytical method was developed for the trace analysis of taxanes in crude extraction and identification of the antitumor agent paclitaxel.
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.
分析了大地测量仪器望远镜调焦运行误差产生的原因,并以经纬仪为例,介绍一套利用JSJ综合检验仪对其调焦误差进行检定的方法。
Meanwhile, the method that tests the focus running error by using JSJ integrating inspection instrument through an example of theodolite is introduced.
分析了大地测量仪器望远镜调焦运行误差产生的原因,并以经纬仪为例,介绍一套利用JSJ综合检验仪对其调焦误差进行检定的方法。
Meanwhile, the method that tests the focus running error by using JSJ integrating inspection instrument through an example of theodolite is introduced.
应用推荐