By simulation analysis of traders’ gain and loss,this paper studies the model risk and its effects on derivatives pricing and replication.
本文通过模拟衍生品空头的对冲盈亏来研究模型风险以及它给衍生品定价和复制带来的影响。
参考来源 - 衍生品定价:模型风险及其影响·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
Mathematical brilliance was supposed to model risk with precision, but the models evaporated along with the liquidity that they had failed to quantify.
人们认为通过数学技巧可以精确控制风险,但那些风险模型在对流动性进行定量分析时一筹莫展,最后干脆一起蒸发殆尽了。
The non-drinking, non-smoking model should do nothing to risk her reputation.
这名烟酒不沾的女模特儿不应该做任何对她的名誉不利的事情。
An age that is all about growth and risk needs some anchors and weights, a model of steadfastness when all else is in flux.
一个全是关于增长和风险的时代需要一些锚和砝码,需要一个在其他一切都在变动时保持稳定的模型。
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