因为在风险中性定价(risk-neutral pricing)原理中,标的资产的收益率的漂移率必须根据无风险利率进行计算。所以,对利率的分析和估计是金融工程领域一个十分基本的问题。
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risk neutral pricing theory 风险中性定价理论
risk neutral pricing approach 风险中性定价方法
Risk-Neutral Asset Pricing 风险中性资产定价
Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.
信用定价是信用风险管理的核心,风险中性定价方法具有传统定价方法不可比拟的优点。
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
在非风险中性定价意义下,研究了欧式未定权益的定价和套期保值策略。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。
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