利用单期金融市场模型研究了非完全市场衍生资产定价问题。
This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.
提出利用不完全市场的局部风险最小对冲方法对冲保险者的风险。
We use the theory of local risk minimization for incomplete markets to determine hedging strategies for equity-linked life insurance contracts with stochastic interest rates.
“市场不完全”和“不完全市场”往往成为提高市场配置效率的桎梏。
"The market is not full" and "incomplete market" often become the shackles of market allocative efficiency.
因此，在不完全市场行为下的垃圾处理项目的风险研究显得十分重要。
Therefore, the study of risk analysis on solid waste management project is important under incompletely the market behavior.
经典MM定理3表明：在无磨擦的完全市场下，财务政策和资本结构是不相关的。
MM theorem 3 indicates that financial policy is not related to capital structure in a market without friction.
本文以向下敲出欧式买入期权作为研究对象，得出其在非完全市场下的近似表达式。
The study subject of the text is down-out calls whose approximate pricing formula in the incomplete market are worked out in the text.
在不完全市场中市场份额的线性模型基础上，重新提出了证券市场总财富的假设条件。
On the basis of linear model of market share in incomplete market, this paper presents hypothesis conditions for security market total wealth once more.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
本文推导了一个不完全市场框架下的基于代表性代理模型基础上的巨灾风险债券定价模型。
This paper deduces a model for pricing catastrophe risk bond based on the representative agent in the framework of incomplete market.
本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。
We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty. We also study a related stochastic game problem.
她也提到用完全市场模式来影响食品补贴或食品凭证，而现行补贴则通常是对市场模式的扭曲。
She also speaks of targeting subsidies or vouchers "in ways that complement markets rather than distort them", as current subsidies often do.
尽管宏观经济基准模型并非垃圾，但受制于某些明显的缺陷，如完全市场假设或无缺陷金融等。
The benchmark macroeconomic model, though not junk, suffers from some obvious flaws, such as the assumption of complete markets or frictionless finance.
不足研究的前提是以完全市场下的不确定性条件为主，同时对重要的非完全市场因素进行修正。
The premise of the research is the uncertainty as the principal conditions at the complete market, and simultaneously carrying on amendment to the important non-complete market factor.
他反而试着去证明他在研究生院里学习得如此出色的完全市场模型是如何开始跨掉的，而这几乎是纯理论性的。
He was trying instead to show how, with the injection of the tiniest bit of reality, the perfect-market models he'd learned so well in grad school began to break down.
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。
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.
完全市场条件下的欧式期权定价已有受欢迎的B - S定价公式，有交易成本的不完全市场期权定价还没有解决。
There have been European option pricing formulas in complete market. However, option pricing with transaction cost has not been solved.
建筑施工企业走到现在，已经进入多厂商完全市场竞争的阶段，企业要想继续维持或提高赢利能力，必须快速转型。
The current construction enterprises have entered a multi manufacturer competition stage. In order to maintain or improve profit-making ability, enterprises must accelerate their transformation.
不完全市场条件给现阶段企业采用公允价值计量留下了盈余管理空间，上市公司可能利用公允价值计量进行操纵利润。
Not entirely to the market conditions at this stage enterprises to adopt the fair value measurement of earnings management has left a space, a listed company may use fair value to profit manipulation.
不完全市场条件给现阶段企业采用公允价值计量留下了盈余管理空间，上市公司可能利用公允价值计量进行操纵利润。
Not entirely to the market conditions at this stage enterprises to adopt the fair value measurement of earnings management has left a space, a listed company may use fair value to profit manipulation.
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