资产定价理论是金融学的核心。
斯蒂格利茨称,“他是现代资产定价理论之父。”
期权定价理论是金融数学的核心内容。
资产定价理论是现代金融理论的核心。
The theory of capital asset pricing is the core of modern finance theory.
本文对衍生证券的定价理论进行了论述。
This paper summarizes the pricing theory of derivative securities.
第3章,介绍期权理论和期权定价理论。
Chapter 3 introduce the option theory and option pricing theory.
期权定价理论是金融工程的主要理论基石。
Option pricing theory is the main footstone for financial engineering.
以此简单却激进的定价理论结束只是让我们有了更多的渴望。
Ending it with this simple yet radical pricing idea merely leaves us thirsting for more.
布朗运动理论是布莱克-舒尔斯期权定价理论的基础。
The theory of Brownian motion is the foundation of the pricing theory of Black Scholes.
首先,本文对西方证券市场股票定价理论和方法进行梳理。
First of all, this article combs stock pricing theory and method of western security market.
股票定价理论经历了从传统定价理论向现代定价理论的转变。
Stock Price Settling theory has experienced the switch from the traditional to the modern.
本文绪论部分对金融衍生工具及其定价理论作了概括性的回顾。
The part of this text introduction has done the reviewing of generality to the financial derivative and pricing theory.
经典定价理论认为,市场出清价格应确定为市场优化问题的对偶解。
A clearing price is directly obtained from the dual solution of market optimization in standard pricing.
在金融数学与金融工程中,期权定价理论是我们的主要研究领域之一。
In financial Mathematic and financial Engineering, the theory of options pricing is the core of our study fields.
传统的资产定价理论和资产交易理论都有一个基本假设:人是理性的。
There is a fundamental hypothesis in classical asset pricing and asset trading theory: human are "rational".
运用倒向随机微分方程数学方法,建立了动态资产份额定价理论模型。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
当期权定价理论被应用于理财、评估等领域时,我们称为实物期权定价。
When the theory of options pricing is applied to financing and assessment and other fields, we call it real options pricing.
其次介绍了实物期权理论、博弈论和企业价值评估和定价理论的研究现状;
Secondly, the section actual situation of real option, game theory and price theory.
因此,本文从可转换债券定价理论入手,对中国可转换债券市场进行实证研究。
Hence, this thesis begin with pricing theory of convertible bonds, and end with a empirical study of pricing in China's convertible bonds market.
采用调查法、逻辑分析法、数学模型法等,对综合性运动会门票定价理论进行研究。
Through using the investigation, logistical analysis, mathematical model, the author studies the price of entrance ticket of comprehensive games.
金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。
Financial Risk Calculates Theory, Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance.
未定权益分析作为期权定价理论的推广,广泛运用于债务估值,并能给出解析表达式。
As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
本文根据套利定价理论的基本描述,直接得到存在套利机会的情况下求解套利组合的模型。
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitrage Pricing Theory when there are arbitrage opportunities.
建立了基于供应链的东线水资源分层定价理论,将南水北调东线水价研究扩展到运营阶段。
It sets up a fixed price theory based on cooperative game, and extends the research on water price regarding to SNWT into the operational stage.
在对现行别墅定价理论和方法分析的基础上,提出了基于市场比较法的模糊综合定价模型。
The author puts forward the fuzzy comprehensive pricing model based on the market comparative process, enriches the theory and method of villa marketing and pricing.
作为有效市场理论的重要异象,动量效应是基于风险的传统资产定价理论的最严重挑战之一。
As an important anomaly of the effective market theory, the momentum effect is one of the most serious challenges to the classical models of rational price formation.
作为数学理论在经济学中最成功的应用之一,现代期权定价理论在经济研究中有着重要应用。
As one of the most successful application of mathematics in economics, modern option pricing theory plays an important role in economic study.
摘要目的在传统的可转换债券定价理论的基础上分析可转债的价值,给出了其价值确定公式。
Aim the convertible bond value is analyzed on the basis of the traditional theory and its value formula has been given.
第二章在介绍、比较分析了国外现有的定价理论之后,结合国情,提出了暂时可行的定价模型;
The second chapter propose temporarily the feasible fixed price model after introduce comparative analysis on overseas existing fixed price theory, the union national condition.
本文首先对交易成本理论的相关内容进行了阐述,如契约理论、间接定价理论和资产专用性理论。
Firstly, this paper introduces the main content of transaction cost theory, including contract theory, indirect pricing theory and asset specificity theory.
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