The V-shape option model is proposed in this paper, which was used for describing the latent debtor 's arbitrage risk in Banks' corporation loan business in China.
本文提出一种“V形”期权模型,并以此来刻画中国商业银行公司贷款业务中隐含的借款人套利风险。
Another issue: Some risk arbitrage plays can be kept confidential, further limiting the ability of individuals to realize hedge fund returns just by keeping an eye on public filings.
另一个问题是:一些风险套汇交易可以保密,进一步限制了个人通过公开文件了解对冲基金收益情况的能力。
The market is about to usher in a short mechanism, when the market risk, through to short arbitrage.
市场即将迎来做空机制,当市场风险较大时,可以通过做空来套利。
The result about the analysis of the portfolio shows that as long as arbitrage chance exists, each investor can get higher income, not increasing risk, no matter he is a risk averter or seeker.
对此套利组合的分析结果表明:只要存在无风险套利机会,无论风险投资者的偏好如何,都能在不增加风险的基础上,获得较高的收益。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
现代金融学的许多经典问题,如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解,随机折现因子模型是资产定价模型的统一框架。
Financial services: Abide by the principle "Risk diversification, Future hedge", we set up a high-quality trading platform, USES financial derivatives for commodity hedging and arbitrage services.
金融服务遵循“分散风险、套保结合”原则,公司搭建了高质量的交易平台,利用金融衍生工具,为大宗商品现货提供保值和套利服务。
Market Neutral - Arbitrage: Attempts to hedge out most market risk by taking offsetting positions, often in different securities of the same issuer.
市场中性-套利:尝试了同一发行人对冲市场风险最抵销采取不同证券的立场,经常研究。
It is the benchmark for asset pricing, financial product design, hedging, risk management, arbitrage and speculation.
它是资产定价、金融产品设计、保值和风险管理、套利及投机的基准。
In pure or riskless arbitrage transactions, the purchase and re-sale of the asset in question are conducted simultaneously, thus the arbitrageur does not risk any of their own funds.
在纯套利或无风险套利交易中,资产的购买和转售是同时进行的,因此套利者自己的资金不承担任何风险。
As the same time, it is considered that the non-risk arbitrage result in the non-arbitrage equilibrium in the stock market which make the size effect gradually abate and disappear.
同时,由于无风险套利活动的存在将逐渐实现金融市场的无套利均衡,导致我国股票市场的“规模效应”减弱以致消失。
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。
In the USD area, it should be difficult for relative-value and arbitrage strategies to return more than the risk-free rate of 5%.
在美元区,相对价值型和套利型策略难以获得高回报。
Merger Arbitrage; Risk Arbitrage; Tender Offer; Centralized bidding Acqusition; Agreed Acquisition.
并购套利;风险套利;要约收购;集中竞价收购;协议收购。
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。
Take advantage of spread that can make risk-free arbitrage and cross-commodity arbitrage in order to optimize the hedging effect.
利用价差进行无风险期现套利和跨商品套利以优化保值效果。
Take advantage of spread that can make risk-free arbitrage and cross-commodity arbitrage in order to optimize the hedging effect.
利用价差进行无风险期现套利和跨商品套利以优化保值效果。
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