This paper summarizes the pricing theory of derivative securities.
本文对衍生证券的定价理论进行了论述。
Option pricing theory is always one of the kernel problems on financial mathematics.
期权定价理论一直都是金融数学研究的核心问题之一。
If core competence is viewed as a put option, we can use option Pricing Theory to assess it.
如果把核心能力视作一个看跌期权，我们可以应用期权定价公式对核心能力进行评估。
Much of the work on modern day pricing theory started in a still obscure field known as psychophysics.
当今估价理论的大部分著作都起源于“精神物理学”，这是一个至今依然令人费解的领域。
The article includes four parts: the first part depicted pricing theory, pricing method and pricing strategy;
本文分为四个部分：第一部分主要讲述产品价格理论、定价方法及策略；
In the third part, I give my suggestion and resolution on how to apply the capital pricing theory to domestic market.
第三部分对资本定价理论在我国应用所涉及的主要问题进行研究，为投资者资本定价提供实务指导和建议。
Analyse of pricing theory of credit default swap build a foundation for its product design and trading in our country.
对信用违约互换定价原理的分析，为其在我国的产品设计及交易构筑了基础。
The part of this text introduction has done the reviewing of generality to the financial derivative and pricing theory.
本文绪论部分对金融衍生工具及其定价理论作了概括性的回顾。
Firstly, the author discusses the loan pricing theory, this means credit rationing, converse selection and inspirit effect, etc.
首先，作者简述了现代商业银行贷款定价的理论依据：信贷配给理论、利率的逆向选择、利率的激励效应和贷款担保理论。
So measuring value of material option by pricing theory option is a break-through method and can be more scientific and reasonable.
将期权定价理论应用于度量实物期权的价值，是对传统财务决策方法的突破，使企业财务决策行为更为科学化、理性化。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。
Options and the pricing theory of options are the frontiers fields in today's financial management and financial engineering research.
期权及其定价理论是目前金融管理、金融工程研究的前沿与热点问题。
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。
Chapter III discusses in detail the option pricing principles, including the options pricing theory and the basis of option pricing formula.
第三章详细论述了期权定价原理，包括期权定价理论基础和期权定价公式。
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。
Financial Risk Calculates Theory, Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance.
金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。
As one of the most successful application of mathematics in economics, modern option pricing theory plays an important role in economic study.
作为数学理论在经济学中最成功的应用之一，现代期权定价理论在经济研究中有着重要应用。
This article brings forward the methods of appraising the value of human resources in universities and puts the option pricing theory into it.
在提出高校人力资源价值估价的方法基础上，将期权定价理论拓展后应用到高校人力资源价值的评价中。
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。
Hence, this thesis begin with pricing theory of convertible bonds, and end with a empirical study of pricing in China's convertible bonds market.
因此，本文从可转换债券定价理论入手，对中国可转换债券市场进行实证研究。
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。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
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。
Option is a kind of important financial derivatives, when it appeared in the financial markets, option pricing theory and method have became hot issues.
期权是一种重要的金融衍生工具，自它在金融市场中出现，其定价理论及定价方法一直备受关注。
The impact of asymmetric information on asset price is a very important problem in financial studies, but this was ignored in modern asset pricing theory.
非对称信息对资产价格的影响是金融领域研究的一个重要内容。但是，在现代资产定价理论中却没有考虑非对称信息的影响。
Simon is a former academic, an ex-professor at INSEAD Stanford, Harvard, and London business schools, who extensively researched and taught pricing theory.
西蒙以前做学术研究，是INSEAD、斯坦福大学、哈佛大学和伦敦商学院的教授，广泛研究和讲授定价理论。
Firstly, this paper introduces the main content of transaction cost theory, including contract theory, indirect pricing theory and asset specificity theory.
本文首先对交易成本理论的相关内容进行了阐述，如契约理论、间接定价理论和资产专用性理论。
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。
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。
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