当学者为低息贷款对资产价格的扭曲而感到担忧时，他们总是指出套利交易是应引起注意的一个原因。
WHEN pundits worry about the distorting effects of cheap money on asset prices, they invariably single out the carry trade as a cause for concern.
本文提出一种“ V形”期权模型，并以此来刻画中国商业银行公司贷款业务中隐含的借款人套利风险。
The V-shape option model is proposed in this paper, which was used for describing the latent debtor 's arbitrage risk in Banks' corporation loan business in China.
第五章主要研究基于美式期权建立抵押贷款模型，并利用无套利原理导出对应的微分方程。
In the fifth chapter, we establish the mortgage loan model according to the American option, and deviate the partial different equation by no arbitrary principle.
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