| 1. | Var based evaluation method for impawn rate of stock for combination
的股票组合质押率评估方法 |
| 2. | The structural distribution and analysis of earning - rate of stock market in china
我国股市的市盈率结构分布和分析 |
| 3. | In chapter six , the author gives conclusions as follows : 1 . the concentration rate of stock has negative relationship with the degree and type of diversification
在第六章中，表述了实证结论： 1 .股权集中度和企业多元化战略的相关程度和类型表现出负相关关系。 |
| 4. | Many reasons cause that the people ' s fund dare not to enter stock market . the direct reasons are the expected return rate of stock market is highly uncertainly and the risk & return is non - symmetric
居民资金不敢进入股票市场的原因很多，其中我国股票市场的预期收益率高度不确定，风险与收益不对称是最直接的原因。 |
| 5. | The following is the studying process on the problem . first of all , we overview the methods of the option pricing and the compute , then make the tests of normality on the return rate of stock by skewness - kurtosis test and kolmogorov - smirnov test
第一部分对期权定价有关问题作综述,先介绍有关期权的一些概念,再介绍期权定价的方法与计算,最后概括期权方面研究的问题与本文主要研究的问题 |
| 6. | Using the expect theory , this paper intents to study how the expected return rate of stock market affects the investment behaviors and how the investment behaviors affect on the development of stock market . the paper also raises some suggestion on the construction of stock market
本文试图利用预期理论分析预期收益率不确定对投资者投资行为的影响，以及投资者行为的选择对股票市场发展的影响，从而提出我国股票市场建设的一些建议。 |
| 7. | On the base of analyzing securities inner value , price of securities is compared with inner value by p / e and capital / dividend . market efficiency is analyzed by emh as well as the relation between price tendency of securities and that of macro - economy by the ratio of growth rate of stock ' s total value to that of nominal gdp
在分析证券资产内在价值的基础上，用市盈率法和本利比法分析了证券市场价格偏离价值的程度，用有效市场理论分析了中国证券市场的有效性，用股票市值增长率/名义gdp增长率比值分析了市场价格走势与宏观经济走势的关系。 |
| 8. | Q ( t ) ) dt + ( t ) dwtq ] , and the interest rate of the riskless asset 、 the volatility rate and the dividend rate of stock are non - random functions of time , the pricing formula of two - points reset option is obtained by using martingale and stochastic analysis knowledge 。 following the thought of merton , chapter five depicts the asset price motion with ito
Q ( t ) ) dt + ( t ) dwtq ] ,且无风险利率、股息率以及波动率为时间的非随机函数,并借助鞅和随机分析知识给出了两点重设型期权的定价公式。第五章按照merton的思想,用以下ito |
