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1.
Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.
通过鞅方法,在风险中性概率测度下,衍生证券的现在价格等于未来的期望收益的折现。
2.
Application of Probability Measure Method in Analysis of Agriculture Risk
概率测度方法在农业风险分析中的应用
3.
Pricing General Risky Assets under Real Probability Measure;
实际概率测度下一般风险资产的定价模型
4.
Applying the Probabity Analysis Method to Enterprise Financial Risk Predication;
概率分析法在企业财务风险预测中的应用研究
5.
The application of sensitivity and probability analysis in project risk management;
敏感性—概率分析在项目风险评估中的应用
6.
Application of Statistical Method in Evaluating Pollution Flashover Risk of Insulators
概率统计在绝缘子污闪风险性评估中的应用
7.
The Effects of Risk Attitude and Probability Structure on Preference Reversals;
风险态度、概率结构对偏好反转的影响
8.
Measurement of Financial Risk: a Probability-readjustment- based Method;
金融风险的概率调整度量方法及应用
9.
The estimation of the probability of occurrence of a risk refer to the probability that the gross risk will occur in the full amount.
风险发生概率的评定,涉及全部金额中将发生的总风险的概率。
10.
Analysis of nodal price fluctuation based on probabilistic risk
基于概率风险的节点电价波动性分析
11.
The Research of the Distribution of Chinese Stock Market Returns Ratio and the Risk of Stock Market;
中国股票市场收益率分布与风险测度研究
12.
Interest Rate Risks and Measures in the Management of Foreign Debts;
论外债管理中利率变动的风险及其测度
13.
Ruin Probability in Generalized Risk Models;
几类推广风险模型中破产概率的研究
14.
Some Results of Survival Probability in the Correlated Claims Model;
相关风险模型中生存概率的若干结果
15.
Recovering of implied risk-neutral probability distributions of foreign exchange futures options and market sentiment;
基于外汇期货期权的隐含风险中性概率的复原与市场情绪
16.
Ruin Probability with Dependent Rates of n-order Linear Autoregressive Structure;
n阶线性回归相依利率的风险模型破产概率
17.
Basic Properties and the Ruin Probability of the Negative Risk Model with Constant Interest
带常利率负风险模型的基本性质及破产概率
18.
The Measure of Interest Rate Elasticity of Bank Equity to Bank s Interest Rate Risk;
银行股东权益的利率弹性对银行利率风险的测度