| 1. | The risk management of contingent claims in commercial banks
简议我国商业银行表外业务风险管理 |
| 2. | Pricing of european contingent claim in multi - dimensional fractional black - schloes model
模型中欧式未定权的定价 |
| 3. | The pricing of contingent claims in continuous time incomplete financial markets
一类连续时间的不完全金融市场中未定权益的定价 |
| 4. | The optimal replication strategy under the initial wealth which can ' t replicate the given contingent claim
在初始财富不能复制给定未定权益下的最优复制策略 |
| 5. | An pricing formulas and hedging stratagem for european contingent claims with no risk - neutral valuation
非风险中性定价意义下欧式未定权益定价及其套期保值策略 |
| 6. | This chapter models the value of investment project as geometric brownian motion and uses contingent claim for the valuation
用几何布朗运动来描述该产业投资项目的价值，并利用或有债权方法进行了分析。 |
| 7. | At present , the black - scholes model is widely used in respect of pricing of the derivatives which contained contingent claim inside
目前对于这些包含期权的衍生产品的定价,主要是运用传统的black - scholes公式。 |
| 8. | By means of stochastic analysis theory related to fractional brownical motion , the pricing model of european contingent claim is given
摘要利用关于分数布朗运动的随机分析理论，给出分数布朗运动环境下欧式未定权益定价模型。 |
| 9. | Based on some non - attainable contingent claims which present prices are known in the incomplete markets , the paper provides more investment opportunities to the investers , then modifies the expression of martingale representation theorem , so that the inner risk is reduced
摘要利用不完备市场中有限个当前价格已知的不可获得或有权益来增加投资者投资机会，从而改进鞅表示定理的形式，达到减小内部风险的目的。 |
| 10. | The second part deals with the pricing models of various venture capital decisions based on contingent claim analysis . firstly , started from the conception , characteristics , system construction and operating process , the author studies deeply the life - cycle theory on venture enterprise and venture capital
首先，从风险投资的内涵、特点、系统构成以及运作过程的出发，笔者深入地研究和分析了风险企业和风险投资行为生命周期理论。 |
