理論套利 的英文怎麼說
中文拼音 [lǐlúntàolì]
理論套利
英文
academic arbitrage-
The thesis, somehow, is a summary, which expounds the main contents of traditional portfolio theory ( tpt ) and mpt, also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory, one is the effects of risk disperses and the demonstration, the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ), factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts, one is the premise of mpt, which is the efficient market hypothesis ( emh ), the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm. the thesis finally discusses the researching and applying prospects of mpt in china
論文對現代資產組合理論與傳統資產組合理論分別進行了分析，並對兩者進行了比較研究，對馬克維茨的均值? ?方差理論從資產組合風險分散效應和最優資產組合選擇兩方面進行了重點分析，對資本資產定價模型、因素模型、套利定價理論進行了一定深度的分析和研究，對現代資產組合理論的前提假設? ?有效市場理論及在對有效市場理論和資本資產定價模型形成挑戰和質疑背景下提出的行為金融理論進行了論述，論文最後分析了現代資產組合理論在我國的研究及其應用的廣闊前景。Considering that the enterprise cannot research the " customer - enterprise " value deeply, on the basis of that, the paper puts forward evaluating system of customer value in the enterprise according to value contribution, applies ahp to analyze weight of the indexes in consultation with marketing management and selling personnel of the enterprise and relevant experts and then exert clustering analysis and sas software to classify the customers according to the current value and potential value, provide the strategies of the customer classification management. in addition, any resource is exiguity, including economical resource. this paper defines economical resource, puts forward the model of optimum distributing resource and utilizes the method of linear regress equation to get result, which to grope for a new method about calculating marketing expenditure
本文首先界定了客戶和客戶價值的含義，同時闡述了關系營銷中客戶價值的理論以及客戶價值的影響因素，針對目前「客戶?企業」價值的研究還不成熟的研究現狀，以及現實中還沒有定量分析客戶價值大小的方法，本文提出了一套具有可操作性的客戶價值評價的指標體系，對客戶可以進行比較全面的、多角度的評價，同時採用ahp法對這個評價體系中的各指標因子賦以合理的權重，然後運用聚類分析法和sas統計軟體對客戶群進行了科學地細分，在此基礎上幫助企業制定出不同細分客戶群組的營銷策略；除此之外，考慮到目前企業對于營銷資源的合理分配問題還沒有進行過深入地討論，本著企業經營的根本目的是盈利的原則，論文結合經濟學原理以及計量經濟學中的多元線性回歸分析提出了實現利潤最大化的營銷資源配置的優化模型，旨在探索一種銷售費用最優配置的方法。In this paper matlab and vb are used to build a software which can predict absorption coefficient ' s of the underwater anechoic coatings from these analytical models. finally, some algorithm of the single parameter minimization, nonrestraint nonlinear minimization and restraint minimization in the optimization design theory are studied. the formulas of absorption coefficient of these analytical models are object functions
本論文利用各種解析模型的聲學設計理論，使用matlab與vb軟體建立了一套水下消聲覆蓋層吸聲系數預報軟體，研究了最優化設計中單參數最小化、無約束非線性最小化和有約束最小化理論的一些演算法，利用現有模型的吸聲系數計算公式作為目標函數，初步優化了一些結構的材料參數。In these years, image measuring has been used in every walk of life gradually. this paper discusses the characteristic, the virtue and the application of digital image measuring. in this paper. after analyzing the practical situation and theory, it has confirmed the project that identify automatically the pointer and the reticle of the pressure gauge with technique of optic photographic system, image process and automatic identification
近年來，圖像測量逐漸應用到各行各業。本文討論了數字圖像測量的特點、優點及應用范圍，結合實際情況和理論分析，確定了利用光學攝像系統和圖像處理、識別技術，自動識別壓力表的指針和刻線的方案，解決了壓力表示值的自動檢定問題，研製了一套集計算機、圖像處理和識別、自動控制和光學等技術於一體的壓力表示值的自動檢定系統。Based on an investigation in a few higher learning institutes in hubei province and some exchanges of ideas with the colleagues of the shanghai educational committee and several shanghai colleges and universities, this article has summed up the following problems coming up as china embarks on the road of the popularization of higher education. first, mechanical application of trow ' s theory ; second, blind pursuit of popularization disregarding the actual conditions ; third, universal opening regardless of the level and type of the school ; fourth, undue emphasis on the quantity of student enrollment ; fifth, isolated initiatives by individual schools
本文通過對湖北省內的幾所高校進行直接或間接的了解，並利用工作機會到上海市，與上海市教育工委和幾所兄弟高校進行交流，認為高等教育大眾化過程中中國大學辦學存在著以下幾個方面的問題：套用高等教育大眾化理論，大學追求大眾化；不依據實際條件，大學盲目追求大眾化；不分層次，不分類別，所所大學開放化；片面追求量的大眾化；孤立的追求大眾化。This paper took an example of heibei province installation engineering co. and being instructed by modern project management theory, it systematically analyzes the problems exiting in the construction enterprise in the aspect of the accessory system reform, personnel employing mechanism, responsibility - right - benefit assigning system and supervising - inspection mechanism etc. and based on this analysis, it brings up a comprehensive and whole course project management method. moreover, the method has been put into practice and realized good results
論文以河北省安裝工程公司為對象，運用現代項目管理理論作指導，系統分析了施工企業在配套制度改革、用人機制、責權利分配、考核監督機制等方面存在的問題，在此基礎上，提出了全面、全過程項目管理方法，並將之應用於工程實際，取得了很好的效果。Finally, we introduce a portfolio model of apt model. we respectively have demonstration analy sis on circumference of permitting short sales and not
最後，在套利定價理論的基礎上，引入了證券組合的投資模型，對此決策模型進行研究。Stock index futures pricing by no - arbitrage theory and an actual no - arbitrage mathematical model of stock index futures was given in this dissertation, arbitrager should find out whether there are some opportunities according to their arbitrage cost. to get a maximal income they should use transformative arbitrage strategy flexibly which was given in the dissertation
本文基於無套利理論對股票指數期貨進行定價，給出了股票指數期貨實際的無套利數學模型，根據該模型可得出:套利者應該根據自身的套利成本判斷是否有套利機會，在進行套利交易時應該靈活地運用本文給出的套利交易的變形策略，使套利交易收益更高。This thesis analyses the demand of the television station for an automatic broadcasting system. we made a systematic analysis by autoptical research and information which we have gotten by all kinds of ways. this systematic analysis is given to the working mechanism of the broadcasting system in the television station, and a new technique solution has been bring out to the automatic broadcasting system of tv station which use the new digital video technology. this thesis also analyses the designing process of the broadcasting part in video automatic broadcasting system. based on the serial port communication theory and network transmission theory, we designed a miniature system ground on mcu to realize long - distance broadcasting and controlling function. we designed a controlling software for this miniature system
本文分析了電視臺對于自動播出系統的需求，在課題研究中，通過在電視臺實地考察和通過各種途徑搜集資料，對電視臺的播控系統工作機制進行了系統的分析，對利用最新的數字視頻技術的電視臺自動化播出系統提出了新的技術解決方案。同時本文分析了整個視頻自動播出系統的播出部分的設計過程，並在串口通訊理論，網路傳輸理論的基礎上，設計了一套基於單片機的小型系統，實現了遠程播控的功能，並為該系統設計了計算機端的控制軟體。At present, the dominant pricing theories both an home and abroad are capital assets pricing model ( capm ) and arbitrage pricing theory ( apt ) = the inference about these pricing theories is all from the perspective of the side of demand, which may give an impression of losing contact with reality
目前國內外居主流地位的定價理論是資本資產定價理論（ capm ）和套利定價理論（ apt ） 。這些定價理論的推導都是從需求方的角度考慮的，總使人有脫離實際之感，本文提出了從供給方和有效市場理論的角度去理解和運用該理論的思路。Based on the analysis of the characteristics of the raw mix slurry preparing process in alumina sintering production process, firstly, a mechanism model based on material balance principle was established as the master - rule model for the quality prediction ; secondly, considering the problem that the alkali liquor composition was unstable and its real - time measurement was difficult, a nn ( neural networks ) prediction model for the prediction of the alkali liquor composition was set up and nesting - integrated with the mechanism model ; finally, using the gray theory for the information mining from the errors of the mechanism model, a gm ( 1, 1 ) compensation model was put forward and parallel - connection - integrated with the mechanism model, achieving a raw mix slurry quality prediction model
摘要針對燒結法氧化鋁生產過程中生料漿配料工藝的特點，根據物料平衡的原理建立機理模型，作為生料漿質量預測的主規律模型；針對堿液成分波動大且難以實時檢測的問題，對堿液成分含量建立了神經網路預測模型，並和機理模型進行嵌套集成；利用灰色理論對機理模型的偏差數據進行信息挖掘，建立了gm （ 1 ， 1 ）補償模型，並與機理模型進行並聯集成，獲得生料漿質量預測模型。Based on a theoretical analysis of chinese security market using capm and apt model, this dissertation is going to focus on positive study usin g econometrical model to deeply and quantitatively delineate equilibrium realization and market efficiency of chinese security market and therefore to find the cause of low market efficiency and the obstacle to the establishment of non - arbitrage equilibrium
我們在運用capm和apt模型對中國證券市場進行理論分析的基礎上，重點利用計量經濟學的實證研究模型，對中國證券市場的均衡實現與效率狀況進行定量的研究刻劃，並由此詳細研究無套利均衡建立的障礙和市場低效率的原因。This dissertation, which begin from the concept of forfeiture of bills, with the method of comparison, analyzed the orientation of values about forgery of bills in china ' s legal system about bills, and devised a set of remedial methods for those who have lost their bills, especially for those non obligee of bills, who have lost the bill. it fills the gaps of theory of the means of relieving those non obligee of bills, in the studies of laws governing bills
本文從票據喪失的概念入手，通過比較的方法，分析了我國票據法律制度在票據偽造方面的價值取向，為不同的喪失票據佔有者，尤其是喪失票據直接佔有的非票據權利人設計了一整套的補救方法，填補了國內票據法研究中在非票據權利人喪失票據后缺乏對非票據權利人的補救方法研究的理論空白。The rule of law consciousness primarily includes : power consciousness, authority consciousness, rights consciousness, equal consciousness, procedure consciousness, obeying law consciousness etc. law consciousness has the below aspects functions to administration by law : ( one ) the establishment of the power consciousness, is an premise to accurate master the administrative corpus and its power source ; ( two ) the establishment of the supervise consciousness, is a kit mechanism at the inside natural cover that administration by law would make use of ; ( three ) the establishment of the rights consciousness, is an inside value judgment to accurate master the administrative goal ; ( four ) the establishment of the procedure consciousness, is an inside pole which guarantee efficiently the administration by law to work ; ( five ) the establishment of the supervise consciousness, is an inside screen which exist in a kit mechanism. completely push forward administration by law, is not only enhance developments " inevitable request of administration legal system, but also inevitable request to practice " three representatives " with the important contents
法治意識對依法行政具以下理論功能： （一）權力意識的確立，是準確把握依法行政主體及其權力來源的前提； （二）法律權威意識的確立，是準確把握依法行政之「法」的內涵基礎； （三）權利意識的確立，是準確把握依法行政目的的內在價值判斷； （四）程序意識的確立，是高效保障機制在依法行政中運用的內在桿杠； （五）監督意識的確立，是配套機制在依法行政中運用的內在屏障全面推進依法行政，不僅是加強行政法制建設的必然要求，而且是實踐「三個代表」的必然要求和重要內容。Basing on the principle of arbitrage - free pricing theory, the basic tools of replicated pricing and dynamic programming approach, and under the guide of projection theory of hilbert space, this paper focus on the issues of pricing and hedging of real option in incomplete markets
全文以無套利定價理論為線索；以復制定價、動態規劃為基本工具；以hilbert空間投影理論為指導，重點研究非完全市場條件下實物期權的定價與風險對沖問題。On the background of globalization of economy, the action of restricting competition is rising increasingly in the world, which severely obstruct liberalization of trade and investment while world trade liberalization pace speed up. in view of authoritative competition regulation which regulate enterprises ’ internationally restricting competition action have not set up yet, most countries adopt the extraterritorial application of anti - monopoly law to prevent international monopoly effectively, with a purpose to protect the domestic market to develop healthily and orderly. by exploring the fundamental problems in extraterritorial application of anti - monopoly law and theoretical and practical experience of all countries in the world, the thesis further discusses the mode of our country in the field
本文分四部分對反壟斷法的域外適用問題進行說明:文章首先從反壟斷法域外適用的基本問題入手，介紹反壟斷法域外適用問題的產生及其必然性，簡要描述國際法協會紐約年會上所確認的三種反壟斷法域外適用理論依據的涵義、內容及彼此之間的區別;其次對美國、歐盟在反壟斷法域外適用方面的實踐進行優缺評析，指出設置反壟斷法的域外適用條款已經成為世界反壟斷立法的普遍趨勢;然後論述反壟斷法域外適用過程中產生的沖突及對沖突進行協調的方法;最後對我國反壟斷法域外適用應採用的模式進行探討，說明我國設立反壟斷法域外適用制度的必然性和總體思路，明確我國反壟斷法域外適用制度應包括的內容以及保障域外適用制度順利實施所應建立的配套機構。As to how to reduce inventory and optimize logistics to enhance the administrative level of the company, the article dwells with sound evidence on the points as follows : how to make sales forecast more accurate ; how to stengthen the execution of planning ; how to improve inventory management and how to have a better control of logistics in production, which says the company should creat a whole logistics management system to reduce the inventory, to optimise the management level, with all the processes basing on the same flat roof, so as to helping the company chance it " s management level, and the competitiveness in the market
文章圍繞著如何降低庫存，提高企業物流運作效率，提升企業整體運作水平的論點，聯系了物流的相關的理論知識與實踐經驗，在提高預測的準確率，加強計劃的制定與執行，改善倉庫的日常物流事務管理，強化企業生產物流管理等方面，以有力的論據進行了詳細地闡述，以此說明了企業必須建立一整套物流體系，使整個物流過程處于同一個操作平臺，以利於庫存降低和企業管理水平的提高，最終提高企業的市場競爭力。Many water workers make researches on how to exploit waterpower by using systems engineering theory, and have formed an intact research system and theoretical method
許多水利工作者運用系統工程理論研究開發利用水力資源，並初步形成了一套系統完整的研究體系和理論方法。Secondly, it discusses the core issues on contingent claims of the risk - return and managerial procedures of risk identifying, measuring, controlling and decision - making. thirdly, it introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, hedge, comprehensive risk management. next, it expatiates the current risk management method which are extensively used in the real world, especially, the applying of var model in our country. finally, on the basis of above, the paper sets forth presentiment and administrative system
第三章首先分析了投資銀行風險管理的內涵、風險管理的目標，闡述了風險管理的軸心-風險和收益的相機抉擇和風險的識別、衡量、控制和決策的管理程序。詳細介紹了資產組合管理理論、資本資產定價理論、套利定價理論、期權定價理論、套期保值理論和綜合風險管理理論等風險管理理論工具。對目前在國內外應用成熟的風險管理方法也作了闡述，特別對var模型在我國的應用進行了探討。As an innovation to traditional finance theories, such as effective market theory, it reflects the forefront development of contemporary finance
它是對傳統金融學如有效市場理論、套利定價理論等的創新，也反映了現代金融學研究的最新發展。分享友人