Compared with the model 2, the model 3 has a more reasonable explanation level for securities pricing.
相比于模型2,模型3对于证券价格的解释的程度更为合理。
Methods for constructing standard Winner Process can have a very important influence on estimation result of Monte Carlo simulation in the course of pricing financial derivative securities.
在伪蒙特卡罗模拟应用于金融衍生证券定价过程中,标准维纳过程的构造方法对模拟估计的效果具有十分重要的影响。
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。
Centralized competitive pricing for securities trading shall follow the principle of price precedence and time precedence.
证券交易的集中竞价应当实行价格优先、时间优先的原则。
The application of competing risk model in the pricing of housing mortgage-backed securities is discussed based on measuring models of prepayment and default.
在阐述提前偿付与违约风险测量模型的基础上,探讨了竞争风险模型在住房抵押贷款证券定价过程中的应用。
The capital asset pricing model(CAPM)is a method in common use for analyzing securities combination in mathematical form.
资本资产定价模型(CAPM)是常用的一种证券定量组合分析方法。
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
Market maker system and aggregate auction system are two basic pricing mechanism in securities market.
做市商制与集中竞价制是证券市场两种基本的价格形成机制。
This article focus on the operation of ETF pricing mechanism and the arbitrage function, discussed the special nature of this product, what's the positive impact to China's securities market.
本文重点研究ETF的运行定价机制和套利功能,探讨了这种产品的特殊性,以及对我国证券市场的积极影响。
The 4th chapter based on the pricing theory discusses the pricing for Asset-Backed Securities from two dimensions and finally gives the conclusion of the whole discussion.
第四章则是基于证券价格的确定原理,通过两方面论述了不良贷款支持证券的定价问题并最后做出了结论性的总结。
The risk premiums in our securities market have characteristics as such: (1) not notably consistent with the assets-pricing models;
我国证券市场的风险收益具有以下特征:(1)资本资产定价模型所揭示的风险收益关系在我国股市并不显著。
CAPM and APT are two very important securities-pricing models, which simplify the very complex process of portfolio selection as the base of modern finance.
资本资产定价模型和套利定价模型是两个非常重要的有价证券市场定价模型。
CAPM and APT are two very important securities-pricing models, which simplify the very complex process of portfolio selection as the base of modern finance.
资本资产定价模型和套利定价模型是两个非常重要的有价证券市场定价模型。
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