English translation for "risk-neutral"
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- 风险中性型
Related Translations:
- Example Sentences:
| 1. | 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 | | 2. | The principal can get the maximum profit by leasing the firm , if and only if the agent is risk - neutral
有且只有经理是风险中性时，所有者可以通过出租企业得到最大的利润。 | | 3. | Firstly , the article studies the classic black - scholes option pricing model and concludes the black - scholes option pricing formula with the risk - neutral valuation method
首先，对经典的black - scholes期权定价模型进行了分析，并利用风险中性定价方法推导出了black - scholes期权定价公式。 | | 4. | From the broad definition of option , this paper derives the concept of real option . further , based on theories of net present value , decision tree , and real options , the risk - neutral pricing theory is introduced
本文从广义的期权定义中引出实物期权的概念，从净现值、决策树和实物期权的比较着手，引入风险中性定价理论。 | | 5. | Due to the un - uniqueness of the price about the basic risk asset , the pricing of its derivative assets is not based on the real probability distribution of the ( random ) return of the basic risk asset , but based on the so - called risk - neutral probability which depends on the price of the basic risk asset
由于基本风险资产定价不是唯一的，其衍生资产的定价不是按照基本风险资产回报的概率分布进行计算，而是根据基本风险资产定价推导出一个称为“风险中性概率分布”的分布作为计算的依据。 | | 6. | The introduction black - scholes models still assumed , namely the introduction of modern process ( wiener process , also called brownian motion ) to save the stock yield random fluctuations , weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process , the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale , established european style to the value of stock options with mathematical models
本文仍然引入black - scholes的模型假定,也即引入维纳过程( wienerprocess , alsocalledbrownianmotion )来刻画股票收益率的随机波动,采用与弱型市场有效性相一致的股价的马尔可夫性( markovproperty )来描述股票价格变化的随机过程,运用风险中性定价理论,通过分析资产价格过程鞅的性质,建立了欧式再装股票期权价值的数学模型。 | | 7. | Chapter three studies basic knowledge about reset option , including types , structures and features of reset option . chapter four firstly introduces risk - neutral pricing theory , and on the basis of single - point reset option , designs a two - points reset option , at the same time under condition that the price of stock follows geometric brown motion in risk - neutral condition : ds ( t ) = s ( t ) [ ( r ( t )
第四章首先介绍了风险中性定价原理,然后在单点重设型期权的基础上设计了一种两点重设型期权,同时考虑股票价格在风险中性下遵循以下几何布朗运动: ds ( t ) = s ( t ) [ ( r ( t ) | | 8. | Clearly the probability law of the return for a derivative asset ( associated with the basic risk asset ) depends only on the real probability in distribution of the ( random ) return of the basic risk asset ( this is surely unique ) , nothing related to the artificial risk - neutral probability . do n ' t you think this is un - consistent
但衍生资产回报的概率规律中南大学博士论文摘要显然依赖于基本风险资产回报的概率规律而不是依赖于人为的“风险中性概率分布这就造瞅们腑风险持不同的态度，传统的理论认为“理性”的投资者（或者鹏）是“厌恶风险的” ， “偏好风险”是舰。 |
- Similar Words：
- "risk-free rate" English translation, "risk-free rate of interest" English translation, "risk-free return" English translation, "risk-fund system" English translation, "risk-money" English translation, "risk-oriented audit" English translation, "risk-oriented supervisory approach" English translation, "risk-reducing pooling agreement" English translation, "risk-resistance ability" English translation, "risk-return analysis" English translation
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