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。
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。
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。
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
通过对股票价格变动的二项式模型的分析，以鞅理论为基础，讨论与轨道相关的期权的定价方法。
The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.
运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失，从而能合理地确定贷款利率。
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。
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。
Finally, with the help of the modern behavior finance theory, the pricing model with irrational expectations is introduced.
最后结合现代行为金融理论，介绍了非理性预期下的行为定价模型。
In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述，并对几点不足之处进行了改进及实证检验。
Then from users' welfare, marginal outage cost (MOC) is discussed in energy cost and point out the model of priority pricing depended on the theory of marginal pricing.
从用户的利益出发，在边际电量成本中，考虑了边际缺电成本。应用边际定价理论，给出了分级定价的数学模型。
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.
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。
Based on margin pricing theory, a new mathematic model is proposed for reactive power pricing taking voltage security risk into account.
基于边际价格理论，提出考虑系统电压安全风险的无功定价数学模型。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
对证券市场包括股票市场中的一些经典方法有：均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
The theory is called the consumption-based asset pricing model.
这种理论就是基于消费的资产定价模型。
Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.
利用概率论的理论，推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
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。
The basic thought of the traditional convertible bond pricing theory is to construct a value model of convertible bond to solve the theoretic price.
传统的可转债定价方法的基本思路是通过建立可转债价值的模型来直接求解可转债理论价格。
And option pricing considers the flexibility of investment. So valuation model according to theory of EVA and option can estimate the firm value more accurately and objectively than other models.
在EVA评估模型基础上嵌入实物期权定价理论后，由于考虑了公司的柔性价值，所以能更准确和客观地估计上市公司的价值。
The article attempts to apply Bertrand model to residential real estate sales pricing, and establish price orientation method of residential real estate project based on Bertrand game theory.
本文尝试将伯特兰德优化模型应用于住宅房地产销售定价之中，建立基于伯特兰德博弈理论的住宅房地产项目价格定位方法。
The model set up at the Marcovize asset allocation theory and the Sharp capital asset pricing theory and based on the use of the assets of groups and theoretical analysis.
该模型建立在马尔科·维茨的资产配置理论和夏普的资本资产定价理论基础之上，运用资产组和理论进行分析。
In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比较和归纳了可转换债券期权部分价格确定的经典理论，阐明了本文采用二叉树模型的原因。
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。
This paper analyzes a two-stage duopoly pricing model with network externalities, and gives the solution by game theory.
给出了带有网络外部性的两阶段寡头垄断定价模型，并用博弈论方法求解。
At the end, the model is analyzed in comparison with the uniform pricing model from the perspective of game theory.
最后从博弈论的角度，将本定价激励模型与统一定价模型进行了对比。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。
This paper provided the nonlinear pricing model of rural safe drinking project by applying for the basic theory of economics, management, hydraulic, statistics etc.
本文深入剖析了多水源水价的定价机制，建立和求解了基于需求管理理念的非线性水价模型，并开展了模型的具体应用。
We use the theory of Mellin transformation and Fourier transformation to solve the model, then get a new pricing formula ahout it.
利用梅林变换和傅利叶变换技巧，得到了连续支付红利的Black-Scholes期权定价模型的一新解法。
This paper establishes a user's willing-to-pay model for pricing road based on risk utility function, which is an application of information economics analysis and risk decision theory.
本文根据不确定性条件下的信息经济分析原理，建立了基于风险效用函数的收费道路使用者支付意愿模型。
This paper establishes a user's willing-to-pay model for pricing road based on risk utility function, which is an application of information economics analysis and risk decision theory.
本文根据不确定性条件下的信息经济分析原理，建立了基于风险效用函数的收费道路使用者支付意愿模型。
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