The optional pricing model, as a tool of measuring risk and return, has a bright prospect when being used in such an evaluation.
期权定价模型作为一种衡量风险和收益的工具在并购评估中有很好的应用前景。
The empirical test shows that this paper's model can effectively disperse the basis risk and increase the hedge return.
实证结果表明:本模型可以有效分散基差风险,提高套期保值收益。
The single-factor model thinks, the rate of return of the stock can be explained with system risk and none system risk together, but it limits the system risk in a factor (such as market index).
单因素模型认为,股票的收益率可以由系统风险和非系统风险联合解释,但它把系统风险限制在一个因素(如市场指数)当中。
应用推荐