convertible arbitrage 中文意思是什麼

convertible arbitrage 解釋
分支有可轉換債券套利
  • convertible : adj. 1. 可轉換的；可轉變的；可改裝的；可兌換的。2. （汽車）車篷可折起[取掉]的。n. 1. 可改變的事物。2. 敞篷車〈有活動摺篷的汽車〉。adv. -bly
  • arbitrage : n. 1. 〈古語〉裁判；仲裁。2. 【商業】套利，套匯〈指在一個市場購進匯票，股票，而在另一市場賣出，以賺取價格的差額〉。
  1. In your attempt, you will probably be confronted with a lot of esoteric jargon convertible arbitrage, dedicated short bias, event - driven risk arbitrage, distressed securities, etc. they are all very interesting market plays no tongue in cheek, and frankly i admire the adroitness of their designs

    等。這些都是挺有意思的市場用語，我深感創制出這些用語的人的確獨具匠心。然而，有一點大家必須留意，對沖基金主要是找出我們所謂的市場反常現象
  2. Convertible bond arbitrage

    可換股債券套戥
  3. In the first chapter, we narrate the characteristic of convertible bond, give some clues about development and actuality of the market and its pricing theory ; in the second chapter, we introduce modeling idea and some material problems in the model in detail, draw the yield curve which is very important to the model by spline method ; in the third chapter, we first explain the basic idea and convergent speed of monte carlo method, then, give the mathematical description for financial market, prove equivalence of non - arbitrage market, existence of risk neutral probability measure in the market and the price process of underlying asset is a martingale ; in the forth section, we introduce how to simulate stock price path by monte carlo method in detail, based on foregoing result, we prove the path is a martingale, thereby, the model is logical

    本文第一章先對可轉債的特點、市場發展和現狀及其定價理論的發展和現狀作一概述;第二章詳細介紹了建模思想和模型中的一些具體問題，利用spline方法繪出了在模型中具有重要作用的收益曲線;第三章首先敘述了montecarlo方法的基本思想和有關其收斂速度的一些性質，然後從數學的角度給出了對金融市場的描述，證明了市場無套利、市場存在風險中性概率測度及標的資產價格過程為鞅的等價性;在第四節中，對用montecarlo方法模擬的帶跳股價路徑作了詳細介紹，並利用前兩節的結論證明了模擬的帶跳股價路徑為一個鞅過程，從而保證了模型在理論上的合理性。
  4. Lock - ups have also enabled hedge funds to shift from quick - fire investment strategies such as convertible and merger arbitrage, where competition is fierce, into more exotic and less liquid areas

    期權鎖定期同時也使對沖基金從急射投資戰略（諸如競爭激烈的可轉換套利和兼并套利領域）轉移到更異乎尋常且流動性更弱的領域。
  5. Too much money tends to dilute returns, as happened to one sector ( convertible arbitrage ) in 2005

    太多的資金會導致收益的稀釋，正如在2005發生在可轉換債券套利部門的情況那樣。
  6. He is known for a keen intellect, a willingness to take risks, and years of impressive returns in convertible - bond arbitrage

    作為一個敏銳的智者，一個風險愛好者，一個多年在可轉換債券套利市場上獲得驚人回報的人，他鼎鼎有名。
分享友人
分享到 Line

分享到臉書