An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
运用广义网络流模型和线性规划对偶理论，提出了一种金融产品的套利定价方法。
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitrage Pricing Theory when there are arbitrage opportunities.
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。
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。
In the case of spatial arbitrage, an arbs looks for pricing discrepancies across geographically separate markets.
在空间套利的情况下，套利交易会在不同地方的市场中寻找价格差异。
For the investors, the right pricing would bring the opportunity of arbitrage.
对于投资者来说，正确的定价可以为其带来套利机会。
Whether we can not use capital pricing model, then avoid joint hypothesis in the empirical process, arbitrage the kernel of finance theory becomes the breach of the problem.
实证过程中是否可以不使用资产定价模型，进而回避联合检验，金融中的核心理论——套利成为解决该问题的突破口。
From the perspective of behavioral finance, this paper combines the limit arbitrage and irrational trader and makes analysis on pricing efficiency of asset.
从行为金融的角度，结合有限套利与非理性个体对股票市场的套利者收益、资产价格特征进行考察。
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
综述了新兴的量子金融理论在期权定价上的应用，包括量子力学路径积分方法和虚拟套利动态测量理论，以及二项式期权定价的量子模型。
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.
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。
Because traditional pricing methods are based on the assumption of no arbitrage, well balanced and complete market, there are many restrictions in the pricing process.
传统的期权定价方法都是在无套利、均衡、完备市场的假设下推导得出的，这使得它们在适用的时候受到很多的限制。
We prove that insurance actuary pricing is arbitrage under the exponential O-U process model.
证明了在指数O U过程模型下保险精算定价是一有套利定价。
It is the benchmark for asset pricing, financial product design, hedging, risk management, arbitrage and speculation.
它是资产定价、金融产品设计、保值和风险管理、套利及投机的基准。
Currently, the research in stock index futures mainly focused on pricing, price discovery, arbitrage, hedging and so on.
目前，国内外有关股指期货的研究主要集中在定价、价格发现、投机套利、套期保值等方面。
This article focus on the operation of ETF pricing mechanism and the arbitrage function, discussed the special nature of this product, what's the positive impact to China's securities market.
本文重点研究ETF的运行定价机制和套利功能，探讨了这种产品的特殊性，以及对我国证券市场的积极影响。
On the basis of the relationship between the mispricing of index futures and arbitrage opportunities, the behavior of the mis-pricing features are described.
在对指数期货的错误定价与套利机会的关系进行阐释的基础上，对错误定价的行为特征进行了描述。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
The variety of dividend tax rate is one of the reasons that cause the variety of stock pricing; it also induces the arbitrage opportunities and additional trading around ex-date.
红利税率的多元化是引致投资者对股票估价差异性的原因之一，并且催生了现金股利除息前后的套利机会和增量交易。
We firstly use the non-arbitrage methods on CDO pricing.
本文首先探讨了无套利定价方法；
Asset pricing Theory is the core in modern finance. The two fundamental approaches of asset pricing are the no-arbitrage and the equilibrium.
资产定价理论是现代金融学的核心内容，资产定价的两个基本方法是现代的无套利方法和传统的均衡方法。
This article focuses on pricing problem of Life Insurance Model under no-arbitrage framework.
本文主要讨论无套利框架下的寿险模型定价问题。
This article focuses on pricing problem of Life Insurance Model under no-arbitrage framework.
本文主要讨论无套利框架下的寿险模型定价问题。
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