... Risk-neutral Economy 风险中立 Risk-Neutral 中性风险者 Risk-Neutral Distribution 风险中立机率分配 ...
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Risk neutral 风险中性 ; 风险中立 ; 风险中立者
risk-neutral valuation 风险中性定价理论 ; 风险中性定价
risk-neutral pricing 风险中性定价
Risk-neutral measure 风险中性测度
risk-neutral economy 风险中立 ; 第二
risk neutral pricing theory 风险中性定价理论
risk neutral person 风险中性者
Risk-neutral world 风险中性世界
First, based on the risk-neutral pricing principle, we completely decompose them into two kinds of simpler securities: corresponding ordinary bonds and European warrants.
首先,依据风险中性定价原理,将之完全拆解为以下两种简单证券:对应普通债券和欧式认购权证。
参考来源 - 可转换债券定价与分析研究The models of pricing the stock option including the Black-Scholes model are on the assumption that investors are risk-neutral. The executives which are human capital to work and whose wealth is un-diversified are risk-averse.
用布莱克—斯科尔斯等模型计量的股票期权价值是针对风险中立的投资者的,而对于以人力资本投入工作、其财富非多元化的风险厌恶型的经理人来说,其认可的股票期权价值低于布莱克—斯科尔斯等模型计量的股票期权价值。
参考来源 - 上市公司股票期权激励有效性研究·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
This paper adopts the real option approach to examine corporate debt and endogenous bankruptcy in a risk-neutral framework.
本文利用实物期权方法在风险中性概率测试下研究公司的债务与内生破产问题。
The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.
研究了欧式幂期权的定价问题，根据风险中性估价原理，得到了这些期权的定价公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
将对数正态扩散过程表达的随机过程转化为风险中性，并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
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