風險假設條件 的英文怎麼說

中文拼音 [fēngxiǎnjiǎshètiáojiàn]
風險假設條件 英文
risk assumption
  • 風 : Ⅰ名詞1 （空氣流動） wind 2 （風氣; 風俗） practice; atmosphere; custom 3 （景象） scene; view 4 ...
  • 險 : Ⅰ名詞1 （險惡不容易通過的地方） a place difficult of access; narrow pass; defile 2 （危險） dange...
  • 假 : 假名詞1. （按照規定不工作或不學習的時間; 假期） holiday; vacation 2. （經過批準暫時不工作或不學習的時間; 休假） leave of absence; furlough
  • 設 : Ⅰ動詞1 （設立; 布置） set up; establish; found 2 （籌劃） work out : 設計陷害 plot a frame up; fr...
  • 條 : Ⅰ名詞1 （細長的樹枝） twig 2 （條子） slip; strip 3 （分項目的） item; article 4 （層次; 秩序; 條...
  • 件 : Ⅰ量詞（用於個體事物） piece; article; item Ⅱ名詞1. （指可以一一計算的事物） 2. （文件） letter; correspondence; paper; document
  • 風險 : risk; hazard; danger
  • 條件 : 1. （客觀的因素） condition; term; factor 2. （提出的要求） requirement; prerequisite; qualification
  1. In the model, one supposition is that the negotiant is risk neutral and rational. the other supposition is that the investors especially individual investors who acquire real information are irrational. we found irrational herding model of individual investors with the securities transaction mechanism and baye as well as the utility function of the information gainers

    在模型中假設做市商風險中性且理性、知情投資者尤其是個人知情投資者為非理性，通過證券交易機制和貝葉斯學習過程以及建立非理性知情投資者的效用函數來建立非理性影響下的個體投資者羊群效應模型，得到不同情緒狀態和對信息反應程度下個體投資者賣出羊群效應發生的條件。
  2. Using this approximation, the risk of the high quartiles ( over 95 % ) is underestimated, especially for the fat - tailed series, which is common in financial data

    在這個假設條件下，置信度較高時（ 95以上） var估計往往會低估風險，尤其是當樣本數據具有厚尾特徵時，而金融數據大都具有尖峰厚尾的特點。
  3. Under this frame, investor ' s property choice is transformed to linear programming question. sharpe, lintner, and black considered the market condition if all investors follow markowitz ‘ s definition of the investor, proposed the famous capital asset pricing model ( capm )

    我們注意到在capm之後關于證券定價的線性模型朝著多因素模型的方向發展，假設條件的改變使得定價中必須包含除系統性風險以外的因子。
  4. Present to use sequential posterior odd test, which can be abbreviated spot, to verify reliability and maintainability index, and give the methods respectively of based on simple hypothesis, complicated hypothesis and censoring spot method under the ground of known two class risks

    提出利用序貫驗后加權檢驗（ sequentialposterioroddtest ，簡稱spot ）方法對r & m指標進行驗證，在兩類風險已知的條件下，給出基於簡單假設、復雜假設和截尾情況下的spot方法。
  5. This paper studies the deficit distribution at ruin by the distribution class of the claim - size distributions in a risk model with the markov chain stochastic interest

    摘要應用損失賠付額分佈函數的分佈類的特性，在假設隨機利率服從馬爾可夫鏈的條件下，研究了風險模型中破產時刻赤字的分佈函數和界值。
  6. First, while taking domestic and international trends of recreation and tourist development into account, it combines the resource advantages of recreation and tourism in fuling and then works out the possibility and necessity of developing the recreation and tourist market in fuling region with swot analysis and success qualification analysis then in line with the above analysis, it applies corresponding basic principles of marketing management to working out the initial chongqing fiesta harbor development project, which will be reconstructed to be a comprehensive recreation and tourist resort blended with " ancient ba empire city, recreational sports, recreational entertainment, conference center with hot spring and villa region with hot spring "

    1 、首先從國內外休閑旅遊發展的趨勢，結合涪陵地區休閑旅遊的資源優勢，運用swot分析方法和成功條件分析方法，得出涪陵地區開發休閑旅遊市場的可能性和必要性。 2 、然後根據上述分析，運用相關的市場營銷管理的基本原理初步設計出重慶假日港灣開發項目，將其打造為集「巴國古城、休閑運動、休閑娛樂、溫泉會議中心、溫泉別墅區」五位一體綜合性的休閑旅遊勝地。 3 、最後從市場營銷的角度，投資管理的角度，風險管理的角度對項目進行了初步的論證，得出結論。
  7. In the past portfolio modeling work, the single index model has been used continually, which is based on the suppose that securities yield is simple correlation with market portfolio ( or coefficient ft used to describe securities market risk ), but if above suppose is true and if the investment portfolio is effective

    在實際建立證券投資組合時，使用較多的是計算簡單易行的單指數模型。單指數模型是建立在證券收益率只與市場組合（或者衡量證券系統風險的系數）簡單相關的假設條件之上的，但是這樣的假設是否成立，從而據此建立的投資組合是否有效呢
  8. The conclusions show no difference with some domestic scholars ". lastly, the paper sums up the existing problems on the performance measurement of equity investment fund. including : choosing measurement criterion portfolio and riskless gaining indexes, making the assumption reasonable and efficiently, replacing the measurement information timely, treating the measurement indexes rightly

    最後，綜合總結在基金績效評價研究中形成對這一問題的認識，主要有基金績效評價中存在的問題： （ 1 ）評價基準組合的選擇； （ 2 ）無風險收益指標的選擇； （ 3 ）假設前提條件合理性和有效性； （ 4 ）評價信息的更新； （ 5 ）正確看待基金的績效評價指標。
  9. Underlying the assumption that the stock price accords with the model of the stock price fluctuating sources, by comprehensivily applying the stochasitic differential theory and no - arbitriagc thcory, this paper, under the conditions that the risk - free rate r is constant or ito stochasitic process, successively works out the option pricing about the stock price model with that the short - term profit function is piecewise lecture function arid that one with that the short - term profit function is possion jump process, derivats counterpart partial differential equation of option pricing. the outcome states : 1. when the short - term profit function is unusual flunctuating sources bring out a piecewise lecture function, this amendment on the lognormal distribution model does not improve the option price, because this partial differential equation of option pricing is the same one underlying the lognormal distribution model ( see equation 2. 14 )

    本文基於股價符合波動源模型的假設，綜合運用隨機微分理論等數學原理和無套利理論等金融理論，依此對短期收益率函數為分段階梯函數和possion跳躍過程的股價波動源模型分別在無風險利率是常數和隨機過程的條件下作了期權定價，推導出了相應的期權定價偏微分方程，結果表明： 1 、由異常波動源帶來的短期收益率函數是分段階梯函數時，這種對股價對數正態分佈模型的修正不能改善期權價格，因為基於這種模型的期權定價偏微分方程與基於股價對數正態分佈模型的期權定價偏微分方程完全相同（見方程2 . 14 ） 。
  10. Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions

    通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。
  11. On along using two assumptions in portfolio theory : market efficient and investors are risk - aversion, this thesis constructs a multi - cycle portfolio model and works out the investor ' s investment strategy, with the analysis of investor ' s risk preference and the function of investor ' s risk - aversion and making use of dynamic programming optimization method

    在沿用了標準資產組合理論市場有效率和投資者風險厭惡型條件與假設的基礎上，構造了一個多周期的資產組合模型，通過對投資者的風險偏好的分析，結合投資者的風險厭惡函數，利用動態規劃的優化方法得出了投資者的最優選擇策略。
  12. The content of the first part is the systematic introduction of the generation, deduction and development of the option pricing theory. emphasis is laid on the black - scholes option pricing model and its analytic solution with the restriction of the boundary condition. by adjusting the basic hypothesis of the model, the model is broadened to the multi - factor option pricing model

    通過引入風險中性假設，推導期權價格滿足的微分方程，結合基於股票的不付紅利歐式看漲看跌期權價格的邊界條件，得出方程的解析解，並通過轉化得出支付紅利的歐式期權的價格，以及美式期權和以其他資產為標的的期權的價值，如貨幣期權和股票指數期權。
  13. In this model, the paper proves that there are more risks in human capital investment by expectation marginal return ratio of human capital, and compares human capital investment level between in risk and on certainty, and reviews the change of human capital investment level in original fortune rising, market interest rate rising, risk increasing. last the paper releases the assumptions of the model, discusses the change of human capital investment level in stochastic income, imperfect capital market

    在模型中，文章用人力資本的期望邊際收益率證明了人力資本投資具有更大的風險，並對有無風險條件下的人力資本投資水平進行了比較；還考察了在初始財富增加、市場利率上升、風險增大時人力資本投資水平的變化；最後，進一步放鬆了基本模型中的假設，分析了收入能力是隨機的和資本市場是不完備的情況下，人力資本投資水平的變化。
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