1) Risk Neutral Pricing Theory
风险中性定价理论
1.
A Comparison between Capital Assets Pricing Model and Risk Neutral Pricing Theory;
资本资产定价模型与风险中性定价理论的比较
3) risk-neutral pricing
风险中性定价
1.
In this paper,we design two path-dependant reset options in the Black-Scholes model,and get the analytical formulas of the prices by virtue of risk-neutral pricing theory.
并利用风险中性定价方法讨论了定价问题,得到了价格的解析表达式。
4) risk neutral pricing
风险中性定价
1.
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。
5) risk-neutral theory
风险中性理论
1.
Based on the fact of stock returns rate distribution in Chinese Shanghai and Shenzhen stock market generally obeys stable distribution,we used the risk-neutral theory to construced the convertible bond pricing model and its pricing formula in the two cases of with and without credit default.
论文从我国沪深两市股票收益率服从稳定分布这一事实出发,运用风险中性理论分别建立了没有信用违约和有信用违约两种情况下的可转换债券的定价模型及求解表达式。
6) Risk-Neutrals theorem
风险中性定理
补充资料：风险中性
风险中性者并不介意一项投机是否具有比较确定或者不那么确定的结果。他们只是根据预期的货币价值来选择投机，特别而言，他们要使期望货币价值最大化。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条