The mean variance, capital rated and capital interest arbitrage are also devised.
并设计了均值方差模型,资本资产定价模型和资本资产套利模型。
If found having committed activities of interest arbitrage through sale of exchange, enterprises which have borrowed foreign commercial loans, should be dealt according to relevant provisions.
对各类企业借用的国外商业性贷款,如发现通过结汇进行套利的,要按有关规定进行处理。
At that time, the main currency for arbitrage transaction was yen, because the interest rate was low for yen then, and many objects of arbitrage transaction were AUD and NZD.
当时进行套利交易的货币主要是日元,因为当时日元的利率很低,有很多套利交易的标的是澳大利亚元和新西兰元。
Do not arbitrage credit CARDS, rolling from one zero-interest card to another, because it can trash your credit score, and one tiny misstep can cost a fortune.
不要对信用卡套利,从一个0利率的信用卡转到另一个,因为这会破坏你的信用积分,一小步失误带来巨大损失。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述,然而,无论是无套利模式、均衡模式还是鞅模式,均存在一定的缺点。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
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。
Capital flow is sensitive to interest rate and foreign exchange rate, a small spread may lead to large-scale currency conversion and arbitrage activities.
而国际资本流动对利率、汇率波动的敏感程度较强,微小的利差、汇差就可能导致大范围的货币兑换和套利行为。
It is Keynes who in 1923 first introduced no arbitrage principle to explain interest parity.
在1923年凯恩斯提出解释远期汇率的“利率平价说”中首次引入了无套利原理。
Using this interest margin for risk-free arbitrage not only avoids financial risk but also takes full advantage of fund value, getting much higher profits than bank deposit rates.
利用国债现券与国债回购之间的利差进行无风险套利,既规避了金融风险,又充分利用了资金的使用价值,其收益远高于同期银行存款利率。
Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.
然后对国内外利率互换相关研究进行了文献的综述,并以此为切入点,从套利定价的角度分析了人民币利率互换的套利定价组合。
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
If interest rate parity is violated, then an arbitrage opportunity exists.
他们认为均衡汇率是通过国际抛补套利 …
If interest rate parity is violated, then an arbitrage opportunity exists.
他们认为均衡汇率是通过国际抛补套利 …
应用推荐