本文讨论了跨期套利交易的价差风险极小化模型、方法和算法。
In this paper the models, methods and algorithm of minimum risk of price difference in the derivative security market are discussed.
按风险极小化原则,计算可容许的评定标准,并对其灵敏度给以计算分析。
The permissible evaluation criterion will be calculated according to the risk-minimization principle. The sensitivity of the criterion will also be taken into analysis by calculation.
从银行信贷资金风险极小化的角度出发,通过引入激励机制设计的理论和方法,建立了银行信贷风险决策模型。
Through introducing the theory and the methods of incentive mechanism design from the point of view of the minimum of the funds risk a credit-risk decision model for banks is established.
从银行信贷资金风险极小化的角度出发,通过引入激励机制设计的理论和方法,建立了银行信贷风险决策模型。
Through introducing the theory and the methods of incentive mechanism design from the point of view of the minimum of the funds risk a credit-risk decision model for banks is established.
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