股票套利 的英文怎麼說

中文拼音 [piàotào]
股票套利 英文
arbitrage of stocks
  • : Ⅰ名詞1 (大腿) thigh; haunches 2 (機關、企業、團體中的組織單位) section of an office or enterp...
  • : 名詞1 (作為憑證的紙片) ticket 2 (選票) ballot 3 (鈔票) bank note; bill 4 (強盜綁架去用做抵...
  • : 名1 (套子) cover; case; sheath 2 (河流或山勢的彎曲處) a bend of a river or a curve in a mount...
  • 股票 : shares; share certificate; stock certificate; equity security; stock; capital stock
  1. Consumers spent by skimping on savings borrowing heavily or cashing in stock profits

    消費者通過節儉存儲、大額貸款和潤進行消費。
  2. 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

    本文基於無理論對指數期貨進行定價,給出了指數期貨實際的無數學模型,根據該模型可得出:者應該根據自身的成本判斷是否有機會,在進行交易時應該靈活地運用本文給出的交易的變形策略,使交易收益更高。
  3. In segmented capital markets, the law of one price doesn ’ t work. it is found that the foreign class shares typically sell at a premium in relative to the domestic class shares that can only be owned by the domestic investors in most emerging markets, but china is an exception, the chinese foreign class b - shares are traded at a discount relative to the domestic class a - shares. based on lots of relevant previous research, the thesis theoretically and empirically analyses the price difference between a and b share, trying to find out the influence factors of the price difference between a and b share

    在存在中度和高度市場分割的國家,由於投資者無法通過市場間的行為來消除不同市場的證券價格差異,如果一家公司的在割裂的兩個市場同時上市,其價格並不滿足「一價定律」 :供國外投資者交易的「外資」相對于供國內投資者交易的普通的價格肯定會出現溢價或折價,此即所謂的「市場分割下的外資折溢價問題」 。
  4. Where a hedge fundhas a well known strategy, such as merger arbitrage, the replicator can followa simple rule ? buying the shares of every target company in bid situations, forexample, and shorting the shares of the predator

    針對互沖基金的某一個著名的策略,如並購,模仿者可以遵循它簡單的原則,即購入處于開價地位的被並購公司的,並賣空提出收購方的
  5. The multi - aptitude body uncertain composed methods are used to deal with the historical data and forecast ways in which the minimum variance hedge ratio is calculated synthetically , in order to foster calculational reliability of the minimum variance hedge ratio in hedging of stock index futures the mathematical hedging model which is consists of

    本文用多智能體系統不確定性結論合成方法( mabm ) ,將指數期貨期保值最小風險保值比率計算的歷史數據分析法和預測法進行了綜合處理,進而提高指期貨最小風險保值比率的可靠性。基於資本資產的定價模型建立由
  6. To reduce the basis risk, this thesis offers a compound hedge policy on stock index futures and deduces the expressions of the hedge ratio in two instances when the cost is same or restricted. this paper analyses the investments of pension fund from 9 - 6 - 2003 to 7 - 10 - 2003, then it demonstrates the stock portfolio of pension found by the goal program model

    為了降低期保值交易的基點差風險,本文提出了用多種指數期貨對組合進行復合期保值的策略,並給出了期保值成本相同和限制期保值成本兩種情況下的期保值率公式。
  7. As one of important financial derivatives, stock index futures could find true value and be used for hedging, and become an effective tool for preventing risks. stock index futures has a very fast development, and it has become a most important financial tool

    指數期貨是20世紀80年代發展起來的新型衍生金融工具,具有價值發現、期保值、、風險管理和豐富投資者投資手段的功能,是一種行之有效的避險工具。
  8. Before the relevant controls are dismantled and the invisible hand can be relied upon, an arbitrage mechanism might be needed to permit buying and selling in the two markets to achieve price equalisation

    在內地全面取消有關管制措施,以及能倚賴市場這無形之手之前,可能需要一個機制,以平衡有關在兩地的價格。
  9. The system is developed by ourselves on the basis of the project which is titled. multimedia broad bandwidth network engineering and been responsible by the author of this thesis. the hfc network transmission based techniques of internet dual access, user set - top - box access, stock broadcasting, standard video broadcasting, distant education, etc. are addressed. this system can provide information highway to telecommunication and tv broadcasting to run multimedia services and be suitable for the status of our nation and the economic burden of our public

    本論文以作者負責的項目「山東勝油田多媒體寬帶網路工程」為背景,闡述了本單位自主開發的「基於hfc網路多媒體寬帶傳輸系統」的原理、功能和技術特點,論述了基於hfc傳輸網路下的: internet雙向接入技術和用戶端機頂盒接入技術及發送、準視頻廣播、遠程教育等高速數據廣播技術在hfc網路工程中的實現,說明了該系統能夠為電信和廣電全面開展多媒體增值業務提供一適合我國國情、滿足我國公眾經濟承受能力的信息高速公路完整解決方案。
  10. You can think of the factors in arbitrage pricing as representing special portfolios of stocks that tend to be subject to a common influence

    你可以把定價中的因素想成代表著易受一種普遍影響的特殊的投資組合。
  11. Chapter four control the stock investment risk, aims at the different types of risks discussed above, has constructed a systematic scheme to control the investment risk effectively. firstly, it utilizes basic analytic approach, the technological analytic approach and index system of the risk measurement to control individual stock ' s unsystematic risks in minimum ; secondly, it uses modern investment theory to dispel the unsystematic risks through combination investment. finally, our country should introduce the stock price index futures and so on in good time, utilize stock price index futures to hedge the stock portfolio and control the systematic risks of the stock portfolio, thus can finally realize the effective systematic controls on stock investment

    第四章「證券投資風險的控制」 ,針對前面討論的不同種類的風險,構造k碩士學位論文物篇夕m引皿』 s 」 l 」 i壓引s一了個有效控制投資風險的系統方案:首先,用基本分析法、技術分析法和風險度量指標體系,將單個證券的非系統性風險控制在最小;其次,用現代投資理論,通過組合投資來消除非系統性風險;最後,我國應適時推出指數期貨等衍生余融工具,指期貨對證券組合進行期保值,就能控制證券組合的系統性風險,最終實現對證券投資風險的有效系統控制。
  12. These are the conclusions : ( 1 ) the regulation on security issuance protects the present interest of the noise traders, weakens the arbitrage power of the issuers on the primary market, creates the living space for the noise traders, and assists them to expel or assimilate the value investors on the market, and finally become the dominators of the market. ( 2 ) to improve the structure of the market investors and to develop the blue chip stocks are the important premises to realize " the highly unification of the development, standardization and tolerance of the chinese stock market ", and to realize the smooth regression of the stock prices to their real value

    本文的結論是: ( 1 )證券發行管制保護了噪聲交易者益,削弱了一級市場發行方的力量,創造了噪聲交易者的生存空間,推動了噪聲交易者對價值投資人的驅逐和同化,使噪聲交易者主導市場; ( 2 )改善投資人結構和增加大盤蘭籌是實現中國市「發展、規范與市場承受能力高度統一」 、以及價格向價值平穩回歸的重要條件。
  13. During the recent boom in technology stocks, several cases emerged where the law of one price was violated, and high transaction costs limited arbitrage, allowing the mispricing to persist

    最近在高科技大漲的過程中,出現過幾個違反了單一定價的例子,而且由於高昂的交易成本限制了行為,因而導致不合理定價的現象持續存在。
  14. The author pointed out the kernel contend of the mechanism was composed of the followed factors such as, efficient market theory, relation between stock value and stock price, supply and demand relation, investment portfolio theory and arbitrage theory

    認為市場的有效性、價格與價值關系、的供求關系、投資組合理論及理論是四川長虹價波動機制的核心內容。
  15. Specialised tools for absolute return strategies ; equity long - short, stat arb, pairs, vol arb, merger arb, event arb, others

    為絕對收益率策略設計的特殊工具,買多賣空戰略配對波動率收購事件等。
  16. The paper is composed of five chapters the first chapter first introduces the concept, characteristics and the course of development of the stock index futures, then deduces the pricing formula of stock index futures and further analyses the functions of stock index futures and the impact of its transaction on the fluctuation of the spot transactions. the second chapter demonstrates the need and feasibility of the introduction of the stock index futures in china. through the empirical analysis of the market risk of china ' s stock market, we can see that the risk difference between individual stocks, so a portfolio investment wo n ' t help much in risk aversion

    本論文共分為五章,第一章在介紹指數期貨的概念、特點以及產生與發展的過程的基礎上,對指數期貨的定價公式進行了推導,從而引出指數期貨的期保值、指數、資產配置、組合保險等作用,進而分析指數期貨交易對現貨市場波動性的影響;第二章主要是對中國推出指數期貨的必要性和可行性進行論證,通過對中國市場風險測度的實證分析,得出了中國價格波動齊漲齊落,個之間的風險差異小的特點,因此,投資者進行投資組合的避險效果就很有限,無論是個人投資者還是機構投資者,都必須面臨中國市場巨大風險的事實。
  17. When the investors hold a large amount of stock positions, sales mechanism will not impact arbitrage, and its impacts on the stock index futures transaction is very limited ; however, market - making system aims to promote the liquidity in the securities or future contracts

    當投資者事先擁有大量頭寸時,做空機制對交易沒有影響,對指期貨交易的影響十分有限;而做市商制度的初衷一般是為了提高證券或期貨合約的市場流動性。
  18. In order to give incentives to managers and chief technicians in the company, virtual stock options are designed to enable those human capital owners involved in the profit distribution. however, that purpose is restrained by the conditions of the stock market, the number of virtual stock options and supplementary bound mechanism

    該公司主要運用虛擬期權形式,武漢科技大學碩士學位論文讓人力資本所有者參與公司潤分配,以實現對公司經營管理人員和核心技術人員進行激勵的目的;然而該激勵目標的有效實現會受到市場的條件、虛擬權的數量和配的約束機制等條件的限制。
  19. Risk premium, basis risk premium and systematic risk premium is built based on capital assets price model. the model is used to increase income under the condition which a systematic risk is reduced, not only the model reflects the actual meaning of hedging of stock index futures, but also combines conventional hedging theory and modern combinatorial hedging theory

    風險溢價、基差風險溢價和系統風險溢價三部分構成的指數期貨期保值原理數學模型,該模型的運用考慮在規避掉系統風險的前提下,如何使期保值潤最大化,該模型不僅從本質上反映期保值實際意義,而且還是傳統期保值理論與現代組合投資期保值理論的有機結合。
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