Asset pricing is considered as the core of modern finance; it involves puzzles such as the equity premium puzzle and the risk-free rate puzzle, which have attracted an extensive research interest.
资产定价既是现代金融的核心,也是许多困惑之所在,其中最著名的就是股权溢价之谜和无风险利率之谜。
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。
The results show that:the sample funds exceed the interest rate free of risk during the research period.
通过论文的分析表明,样本基金在考察期间内取得了高于无风险利率的收益。
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非,股息,支付的股票四个月呼叫选项的价格势必当股票的价格是$28,行使价$25,无风险利率每年8%?
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非,股息,支付的股票四个月呼叫选项的价格势必当股票的价格是$28,行使价$25,无风险利率每年8%?
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