Therefore, researching the arbitrage model of stock index futures has important practical significance.
因此，研究股指期货的套利交易模型具有重要的现实意义。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
Chapter iv of this paper is empirical analysis, and comparative analysis between the non-arbitrage model and the arbitrage model, proving a good arbitrage effect.
第四章为实证分析，对比分析了本文建立的模型与未套利的模型，证明了良好的套利效果。
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。
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。
The dividend discount model is the essential method used to estimate the stock intrinsic value. No-arbitrage equilibrium theory is the foundation of present financial theory.
股息贴现模型是估计股票内在价值的基本方法，无套利均衡是现代金融理论的基础。
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。
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。
The V-shape option model is proposed in this paper, which was used for describing the latent debtor 's arbitrage risk in Banks' corporation loan business in China.
本文提出一种“V形”期权模型，并以此来刻画中国商业银行公司贷款业务中隐含的借款人套利风险。
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。
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。
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。
The paper concerns on the index replication problem after arbitrage opportunity are owned, and then a mathematical model is established to aim at minimizing tracking error.
文章通过研究在发现套利机会后，以追踪误差最小化为目标建立指数复制的问题及其数学模型。
This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.
在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。
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。
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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