片语

risk-neutral valuation风险中性定价理论

risk-neutral individual风险中性者

Risk-neutral world风险中性世界

Risk-neutral measureIn mathematical finance, a risk-neutral measure, also called an equivalent martingale measure, is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a complete market a derivative's price is the discounted expected value of the future payoff under the unique risk-neutral measure.

risk-neutral evaluation风险中性估价

risk-neutral pricing风险中性定价

risk-neutral investor投资者

risk-neutral economy风险中立

英汉例句

• the aim of our research is actually to show the fair price of the option in the risk neutral probability measure with girsanov theorem.

  本文的研究目标也对于这样的期权采用风险中性条件下，等价鞅测度变化的方法给出其理论公允值。

• the world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk-free return rate.

  风险中性的世界是一个假想的世界，在风险中性世界中所有风险资产的预期收益率等于无风险收益率。

• under the equivalent martingale measure and the risk neutral pricing model, the pricing formulas of reset call options with power payoffs at the time of maturity was derived.

  在等价鞅测度和风险中性定价的原则下，得到了在到期日具有幂型支付的重置看涨期权的定价公式。

• 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。

• it was proved that a risk neutral distributor in a supply chain can intermediate the risk faced by retailers.

  论证了供应链中风险中性的经销商能够协调零售商面临的风险。

• through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.

  现代金融学的许多经典问题，如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解，随机折现因子模型是资产定价模型的统一框架。

• 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。

• based on the revenue-sharing mechanism and the symmetrical information, supply chain sells the only one kind of product and all the members in the supply chain are risk neutral decision-makers.

  本模型以收益分享机制为基础，假设在信息对称的条件下，供应链中出售单一产品，供应链各成员均是风险中立。

• in addition, all present rm research aim to maximize expected revenue, assuming decision-makers are risk neutral and not distinguishing the different risks under the same expected revenue.

  此外，现行的收入管理模型均以期望收入最大化为目标，假设所有决策者均是风险中性，对不同风险下的相同期望不作区分。