In this paper, we mainly discuss the derivative security pricing problem for the untradable underlying assert.
作者主要讨论了标的资产为不可交易情形下衍生证券的定价问题。
Until now there exists no universally accepted security pricing model that can exactly describe the beha - (viors) of real stock prices.
目前金融界尚未有一个公认的能够准确解释真实股价行为的证券定价模型。
The idea of security pricing is to induce market participants to assure the whole system's security under the direction of security prices.
安全性定价思想是通过安全价格的导向作用,激励参与者积极维护系统安全。
Power customer interruption cost functions (PCICF) are important for power system planning, operation, and security pricing under deregulation.
电力用户停电损失函数对电力系统规划、运行和电力市场下的安全费用计算等具有重要意义。
The value of reserve capacity is derived from security pricing and provides a theoretical basis for the settlement of reserve compensation scheme.
根据安全定价方法得到不同节点备用容量价值,为备用结算补偿机制提供理论依据。
Segment information helps improve the predictive ability of information users, and has decision availability in security pricing and risk assessment.
分部信息有助于改善信息使用者的预测能力,并在证券评价、风险评估方面具有决策有用性。
This dissertation focuses on the study of security strategies and security pricing in the electricity market environments, and obtains some beneficial results.
本文致力于市场环境下的电力系统安全定价研究,取得了一定的成果。
Security pricing issues in electricity market environment for preventive control is analyzed based on operation states in both deterministic and probabilistic formulation.
设计了针对系统静态安全预防控制的安全定价模型和求解方法。
There are three kinds of Treasury security pricing methods of debt pricing technology are discussed: Macro-pricing method; Factor-pricing method and synthetically pricing method.
本文提出的国债定价技术包括三种国债定价方法:宏观定价法、因素定价法及综合定价法。
Will a business partner that has a bad reputation for security be appointed because it offers the cheapest pricing among its competitors?
有差劲的名誉的生意合伙人为安全是指定因为它提议最廉宜的订价在它的竞争者之中?。
Numerical result from IEEE-14 test system shows that the presented algorithm reflects the relationship of security and economy and is helpful to construct reasonable pricing system in power market.
在IEEE - 14测试系统的计算结果表明,算法反映了安全因素和经济因素的关系,有助于建立电力市场中合理的用户电价体系。
The breakdown of the models, which had been the only basis for pricing the more exotic types of security, turned risk into full-blown uncertainty (and thus extreme volatility).
这些模型曾是更多异类期权定价唯一标准,其崩溃使风险转变为完全的不确定性(因此波动性极大)。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
对证券市场包括股票市场中的一些经典方法有:均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
Securities pricing has always been one of issues in Chinese security market.
证券定价始终是我国证券市场引人关注的问题之一。
First of all, this article combs stock pricing theory and method of western security market.
首先,本文对西方证券市场股票定价理论和方法进行梳理。
The water security idea is the basic economics grounds of the city water resource protection and the water expending pricing.
水安全思想是城市水资源保护和水消费定价的基本经济依据。
Correlative transactions greatly affect the principal part of the security market. The key point of correlative transaction is the pricing issue.
关联交易的存在对证券市场各主体均产生重大影响,而交联交易的关键是定价问题。
Meanwhile, prove the reinsurance can decrease the security loading and the pricing of insurance product.
并且解释了再保险可以降低安全附加费,从而降低保险商品的定价。
In the first, this dissertation analyse the characteristic of stock pricing in Chinese security market.
本篇首先分析了我国证券市场股票定价的特征。
The efficiency of a security market is referred to the pricing efficiency that reflects the asset value in the security market.
证券市场的外在效率即有效性是指证券市场的价格反映资产价值的效率。
Based on margin pricing theory, a new mathematic model is proposed for reactive power pricing taking voltage security risk into account.
基于边际价格理论,提出考虑系统电压安全风险的无功定价数学模型。
Pricing of new share has always been one of key issues in Chinese security market.
新股发行定价始终是我国证券市场引人关注的问题之一。
Firstly, a pricing model of real and reactive power based on security region and the corresponding algorithm are developed.
本文首先提出了一种基于安全域的有功和无功定价模型及相应的求解算法。
Finally, the active power pricing model based on security region is applied to the feasibility study of wind farm location and its capacity.
最后,本文将基于安全域的电力系统有功定价模型用于拟并网的风电场装机容量和风电场位置的论证中。
There are concerns over rising prices for the fuel and worries about security of supply, underlined by the recent row between Russia and the Ukraine over gas pricing.
市场担心燃料价格的不断上涨,并担忧供应安全问题。最近,俄罗斯和乌克兰之间的天然气定价之争突显了这种忧虑。
To optimize the operation of power system, it is necessary to establish security constrained economic dispatch(SCED) and introduce locational marginal pricing(LMP)method.
为了实现电力市场的优化运营,关键是要建立安全约束经济调度与节点边际定价机制。
In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述,并对几点不足之处进行了改进及实证检验。
Operating reserve procurement and pricing method is put forward combined with security assessment indicators.
提出结合关键安全约束的备用调度和定价新方法。
Abstract: Public rental housing is the important part of housing security system, the rationality of its pricing mechanism will produce an effect on the achievement of security function.
[摘要]公共租赁住房是我国住房保障体系的重要组成部分,其定价机制是否合理将直接影响保障功能的实现。
Therefore, with the change from vertically integrated environment to power market, the estimation of security cost and pricing security become very important.
电压安全成本作为维持系统电压安全、稳定需要额外付出的经济代价,成为市场环境下成本分析与研究中的一个重要内容。
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