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。
Behavior finance is based on the suspicion of the hypothesis about rational prospect, risk evasion and maximum utility in the modern classical financial theory.
行为金融学是在质疑经典金融理论关于投资者具有理性预期、风险回避和效用最大化的行为特征的前提假设中产生的。
In chapter 1, we introduce the risk theory as well as the classical risk model and the promotion of it.
第一章对风险理论作了简单的介绍,同时也介绍了经典风险模型及其推广。
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