Then we analyze the character of methods of the non-arbitrage pricing and equilibrium pricing.
我们首先分析金融市场上的套利机会与均衡之间的关系,然后分析金融资产的无套利定价方法与均衡定价方法的特点。
参考来源 - 金融资产定价的方法论评述·2,447,543篇论文数据,部分数据来源于NoteExpress
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。
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。
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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