• Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.

    信用定价是信用风险管理的核心,风险中性定价方法具有传统定价方法不可比拟的优点。

    youdao

  • In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.

    本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。

    youdao

  • 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。

    youdao

  • Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.

    在非风险中性定价意义下,研究了欧式未定权益的定价和套期保值策略。

    youdao

  • This study focused on pricing model of neutral B2B electronic commerce network. The study can provide theory direction and practice reference for network firms' pricing strategies.

    对于中立交易平台型B2B电子商务网络定价模型的研究,能为网络企业的定价提供理论的指导与实践的参考。

    youdao

  • By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.

    将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。

    youdao

  • The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.

    研究了欧式幂期权的定价问题,根据风险中性估价原理,得到了这些期权的定价公式。

    youdao

  • The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.

    研究了欧式幂期权的定价问题,根据风险中性估价原理,得到了这些期权的定价公式。

    youdao

$firstVoiceSent
- 来自原声例句
小调查
请问您想要如何调整此模块?

感谢您的反馈,我们会尽快进行适当修改!
进来说说原因吧 确定
小调查
请问您想要如何调整此模块?

感谢您的反馈,我们会尽快进行适当修改!
进来说说原因吧 确定