In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
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。
This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.
利用单期金融市场模型研究了非完全市场衍生资产定价问题。
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.
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。
Therefore bidding of power markets belong to a incomplete information game theory of non-cooperation.
因此，电力市场竞价属于一种非合作的不完全信息博弈。
In this paper, we consider the general equilibrium in multiperiod, pure exchange economies with incomplete financial markets.
本文主要研究多期的具有不完全金融市场的纯交换经济一般均衡问题。
Establish the economical model of weight incomplete real asset markets and prove the existence of the equilibrium.
建立了加权的不完全金融市场模型，证明了此模型均衡的存在性。
This paper studies the equivalence between the spot-financial market (FM) equilibrium and proper pseudo-equilibrium with infinite-dimensional commodity pace and incomplete real asset markets.
研究无穷维商品空间不完全实物资产市场两时期交换经济现货—金融市场平衡和合适伪平衡的等价性。
Many of the problems are relevant with the completeness of the markets. So this paper first describe the option pricing theory in the incomplete market.
这些问题中有相当部分与市场的完全性有关，为此本文首先从理论上描述非完全市场条件下的期权定价问题。
Incomplete information model is one of the most advanced credit risk model to calculate default rate. It believes that the information investors can get from markets is incomplete.
不完全信息模型是现代计量信用风险违约概率最前沿的理论，它认为投资者从市场上获得的信息并非完全信息。
All the problems in securities markets stem from the unreasonable structures, imperfect management in the companies and incomplete supervising system.
证券市场一切问题的产生，最终源于上市公司股权结构不合理，公司内部治理结构不健全，以及证券市场监管体系不完善。
All the problems in securities markets stem from the unreasonable structures, imperfect management in the companies and incomplete supervising system.
证券市场一切问题的产生，最终源于上市公司股权结构不合理，公司内部治理结构不健全，以及证券市场监管体系不完善。
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