This paper analyzes equilibrium credit rationing with the method of options pricing, explains why credit rationing exists and its characteristics in a new way, and tries to get some revelation.
本文基于期权定价的视角分析信贷配给,以一条全新的思路阐释均衡信贷配给的成因及特征,并试图得出些许启示。
This paper studies problems of the existence and the stability of the equilibrium price for the general dynamical market pricing system, and obtains the condition of the equilibrium price stability.
研究了一般动态市场价格系统的均衡价格的存在性和稳定性问题,得到了均衡价格稳定的条件。
It analyzes the game equilibrium in pricing mechanism with informational asymmetries between investors and financial intermediaries through a signalling game model.
通过信号传递博弈模型,分析不完全信息下金融中介和投资者定价博弈的均衡。
This paper puts forward a Tariffbased Interconnection Pricing rule (TIPR) different from the rule in DT's model, and analyzes the competitive equilibrium within LRT framework.
本文提出了不同于dt模型的基于资费的结算规则,并利用LRT模型框架分析了该结算规则。
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。
Compared with the average cost pricing in the condition of equilibrium, the two-part tariff results in a Pareto improvement and an increase of welfare when meeting some certain conditions.
与以收支平衡为条件的平均成本价相比,二部定价实现了帕累托改进,提高了社会福利。但是二部定价对社会福利的增加也应该满足一定的条件。
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 chapter three researches second price discrimination when two competition manufacturers make nth-pricing with the complete static games model, gives Nash equilibrium under this condition.
第三章运用完全信息静态博弈模型研究了竞争厂商需求区间实行n段划分的二度价格歧视情形,并且给出了此情形下的纳什均衡结果。
While there were multiple equilibrium results in the analytical results of the monopoly limit pricing game model, which inconvenienced the analysis and application.
而在垄断限价博弈模型的分析结果中存在多重的均衡结果,给分析与应用带来了很大不便。
While there were multiple equilibrium results in the analytical results of the monopoly limit pricing game model, which inconvenienced the analysis and application.
而在垄断限价博弈模型的分析结果中存在多重的均衡结果,给分析与应用带来了很大不便。
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