第二,持有成本定价模型假设无风险利率为一固定常数,使得其自身实际上市一个远期合约定价模型(Forward Pricing Model)。如果利率为随即形式时, 期货价格将不等于远期合约价格,可见,以持有成本定价模型对股指 期货定价必定会出现较大偏差。
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And then the article put forward the lending rate pricing model based on the Maximum principle, which is in the framework of the principal-agent, which lead to a series of credit control strategies.
利用极大值原理,在委托-代理的框架下,提出了贷款利率的定价模型,借以缓解房地产信贷中的信息不对称问题。
This paper puts forward a Tariffbased Interconnection Pricing rule (TIPR) different from the rule in DT's model, and analyzes the competitive equilibrium within LRT framework.
本文提出了不同于dt模型的基于资费的结算规则,并利用LRT模型框架分析了该结算规则。
Using forward martingale methods, this paper analytically studies the pricing revolver loan in the framework of credit structural model.
本文在远期鞅测度下,应用信用风险结构模型对循环贷款价格的解析计算进行研究。
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