本文结论对于理解新兴市场中的衍生产品定价提供了新的思路。
Our conclusion provides a new perspective in understanding derivative pricing in the emerging market.
从而,以GH分布为基本模块构造风险管理模型和金融衍生产品定价公式在理论和实际应用中都将有重要意义。
This suggests that using GH as building block, we may hopefully get some more realistic models in Value at Risk modelling and option pricing.
主要内容包括金融与金融市场基本知识介绍,资产定价理论与实证,行为金融,衍生产品定价理论与实证以及11篇经典文献阅读与交流。
Basic knowledge on finance and financial markets, asset pricing theories and empirical models, behavioral finance and derivatives pricing models, and 11 classical papers reading.
他用衍生产品,例如互换交易或期权以建立他的固定价格计划。
He USES derivatives like swaps and options to create his fixed plans.
然而,就衍生产品而言,对其定价是一个关键又复杂的问题。
However, as for deriving product, to set its price is a key and complicated problem.
金融衍生产品的定价是金融工程学的重要研究问题。
The pricing for financial derivatives is among the most important problems of financial engineering.
作为一种新型金融衍生产品,混合资本债券以其特有的资本属性形成了区别于传统债券的定价模式。
As a new financial derivative instrument, mixed asset bonds adopt a pricing model different from traditional bonds due to its unique attribute.
作为一种既具有传统的债券性质,又具有期权性质以及一些其它条款限制的金融衍生产品,可转债的定价是一个相当复杂的问题。
As a kind of financial derivative which has both traditional bond property and option property, convertible bonds pricing is a quite complicated problem.
最终得出结论,针对我国的动态利率市场以及相应衍生产品的定价究竟该如何选择动态利率模型。
Finally we can draw conclusions that in China's market interest rate how to choose the suitable model of interest rate and price the corresponding products derived from interest rate.
主要研究和教学领域:资产定价,实证金融,计量经济学方法,金融衍生产品市场。
Research and teaching: Asset Pricing, Empirical Finance, Econometric Methods, and Derivative Markets.
信用衍生产品自问世以来在分散金融机构信用风险、完善信用风险定价机制、提高债券市场流动性等方面发挥了积极的作用。
Credit derivatives have been playing an important role in diversifying credit risk, improving credit risk pricing mechanism, enhancing bond market liquidity etc.
对这个工具熟练的掌握是我们航运企业使用它的前提,本文将对航运衍生产品的一种- - - - -运费期权的定价和操作策略进行了一定的研究。
Skilled master of this tool is the premise of the shipping companies to use it. this paper will introduce freight options and its pricing and operating strategies.
对这个工具熟练的掌握是我们航运企业使用它的前提,本文将对航运衍生产品的一种- - - - -运费期权的定价和操作策略进行了一定的研究。
Skilled master of this tool is the premise of the shipping companies to use it. this paper will introduce freight options and its pricing and operating strategies.
应用推荐