提出利用不完全市场的局部风险最小对冲方法对冲保险者的风险。
We use the theory of local risk minimization for incomplete markets to determine hedging strategies for equity-linked life insurance contracts with stochastic interest rates.
“市场不完全”和“不完全市场”往往成为提高市场配置效率的桎梏。
"The market is not full" and "incomplete market" often become the shackles of market allocative efficiency.
因此,在不完全市场行为下的垃圾处理项目的风险研究显得十分重要。
Therefore, the study of risk analysis on solid waste management project is important under incompletely the market behavior.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
在不完全市场中市场份额的线性模型基础上,重新提出了证券市场总财富的假设条件。
On the basis of linear model of market share in incomplete market, this paper presents hypothesis conditions for security market total wealth once more.
本文推导了一个不完全市场框架下的基于代表性代理模型基础上的巨灾风险债券定价模型。
This paper deduces a model for pricing catastrophe risk bond based on the representative agent in the framework of incomplete market.
本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。
We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty. We also study a related stochastic game problem.
完全市场条件下的欧式期权定价已有受欢迎的B - S定价公式,有交易成本的不完全市场期权定价还没有解决。
There have been European option pricing formulas in complete market. However, option pricing with transaction cost has not been solved.
不完全市场条件给现阶段企业采用公允价值计量留下了盈余管理空间,上市公司可能利用公允价值计量进行操纵利润。
Not entirely to the market conditions at this stage enterprises to adopt the fair value measurement of earnings management has left a space, a listed company may use fair value to profit manipulation.
不完全市场条件给现阶段企业采用公允价值计量留下了盈余管理空间,上市公司可能利用公允价值计量进行操纵利润。
Not entirely to the market conditions at this stage enterprises to adopt the fair value measurement of earnings management has left a space, a listed company may use fair value to profit manipulation.
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