...均匀定价策略 均匀定价策略(Neutral pricing) 目录 1 什么是均匀定价 2 均匀定价的优点 3 均匀定价的适用情况[1] 4 参考文献 什么是均匀定价 均匀定价,又称“满意”定价...
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risk-neutral pricing 风险中性定价
risk neutral pricing theory 风险中性定价理论
risk neutral pricing approach 风险中性定价方法
Risk-Neutral Asset Pricing 风险中性资产定价
Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.
信用定价是信用风险管理的核心,风险中性定价方法具有传统定价方法不可比拟的优点。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
现代金融学的许多经典问题,如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解,随机折现因子模型是资产定价模型的统一框架。
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