我们置安全、严谨的风险参数(risk parameters)于不顾,正是由于缺乏耐心和纪律性。我们等不及在投机交易中脚踏实地的盈利,于是便找到各种放弃风险管理的借口。
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违约风险的控制参数 control parameter for default risk
Consider the behavior of risk parameter for barrier options, pointing out that the delta isn’t continuity, many features that are different from the characteristics of vanilla options.
考虑障碍期权各个风险参数的变化,指出其delta的不连续性,价格对于不同的波动率表现出凹性等不同于普通期权的特征。
参考来源 - 权证发行商发行权证风险对冲研究·2,447,543篇论文数据,部分数据来源于NoteExpress
滚筒和西(2004)进一步解释,同意公司之间倾斜,以减少风险参数。
Platen and West (2004) explain furthermore that the concurrence between companies incline to decrease this risk parameter.
应用“理想利润平衡线”概念,建立了“经济吸引力指数”图版,并通过对风险参数的正交化分析,计算资源国的“风险指数”;
The research stated and applied the concept of idealization profit balance curve to calculate Economic Attractiveness Index, and get Risk Index from orthogonalized analysis of the risk parameters.
注意到风险的严重程度直接关系到项目参数的估计中的方差。
Note that severity of risk is directly related to the variance in the estimation of a project's parameters.
But, on the other hand, you don't want high variance because that's risk; so, both of those matter.
但另一方面,你不想要高水平的方差,因为它代表风险;,因此这两个参数都很重要。
Once you've got them together, then you can compute the efficient portfolio frontier without the riskless asset.
当你明确了这些参数后,就可以算出没有无风险资产情况下的,有效边界了。
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