） 本章的核心是No arbitrage condition （无套利条件）：―All riskless assets should earn the same rate of return in equilibrium.
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The three components are all parametrically constructed as a sum of exponential functions,and the resulting forward rate models are a class of low-parameter,flexible-state variables dynamic models,and all satisfy the HJM no-arbitrage condition.
本文把这三个部分都参数化为多个指数函数之和,最终得到的瞬时远期利率模型是一组参数少、状态变量个数灵活的模型,且这些模型均满足HJM无套利条件。
参考来源 - 一个动态瞬时远期利率模型研究·2,447,543篇论文数据，部分数据来源于NoteExpress
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
方法在市场无套利条件下建立随机微分方程，运用鞅论、随机分析的方法分析并求解方程。
Methods Build up differential equation under the circumstance of the market no arbitrage. Analyze and work out the solution of equation.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性，利用无套利均衡分析的方法，以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
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