expected value risk 中文意思是什麼
expected value risk
解釋
期望值風險-
In light of market risk, there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement, such as variance, duration, 3 - coefficient, 5 - coefficient and value at risk. and in light of credit risk, there are accounting - based ratio measurement method and volatility - based measurement method, as well as the related concepts, such as credit rating, z - score, transition matrix, expected default frequency
其中，針對市場風險度量的方法包括靈敏度測量風險方法和波動性測量風險方法，與之相關的風險度量概念有方差、持續期、系數、類系數和在險價值；針對信用風險度量的方法包括基於財務比率的風險測量方法和基於波動性的風險測量方法，與之相關的風險度量概念有信用評級、 z分數、轉換矩陣、違約頻率。 -
Then, we set up the concept of the ideal expected profit value, proved the ideal expected profit value is a constant in any risk decision problem, and set up the relationship between expected profit and expected loss value on the basis of above the concept and conclusion
其次給出了理想期望收益值的概念，證明了一個風險決策問題的理想期望收益值是一個定數，並在以上概念和結論的基礎上給出了期望收益值與期望損失值的關系。 -
3. " utility " concept is introduced into the engineering area. to unify the economic and non - economic factors in engineering structures risk analysis the max expected utility value ( euv ) method is presented
3 、引進了「效益」的概念，提出了在工程結構風險分析中應用最大期望效益準則（ euv ）的方法，使經濟價值因素和非經濟價值因素得到統一。 -
Supposing the company ' s value satisfies a certain probability distribution, then, we can calculate the company ' s value in the future as well as its connotative undulation basing on the relationship and a certain option pricing formula, which is based on the supposing talked above. further, we can calculate the company ' s expected default frequency. by now, the goal to measuring the company ' s credit risk has realized
如果假設公司價值波動服從某一概率分佈，那麼根據與此概率分佈相對應的期權定價公式，以及股票價格波動率與公司資產價值波動率之間的函數關系，即可求出公司未來某個時點的期望價值及其隱含波動率，並進一步計算出此時點公司違約的概率，由此便實現了對公司信用評級的目的。 -
In chapter3, information is divided into two basic types, the marginal equation of bond price and short - term interest variations is established, thus the security price variations and the price equilibrium of other assets ( risk security non - risk security are included ) are analyzed by the implement of portfolio theory. finally the bond value equation which takes equilibrium return as its yield parameter is established through the theory of comparative return. in chapter 4, the intra - information and the transferable system of price is emphasized and the market - maker model and expected model under non - perfect information market conditions are established, and the disaccord of the influence of extra - information and intra - information on the security price is discussed
第三章將債券的價格均衡劃分為兩大基本類型，建立了債券與短期利率變動的邊際方程，運用組合原理分析債券價格變動與其它資產（包括風險證券和無風險證券）的價格均衡關系，通過比較收益原理建立了債券以市場均衡收益為折現參數的價值方程，並通過實證檢驗了該模型的合理性；第四章，分析了內部信息與價格的傳導原理，建立了非完全信息市場條件下價格傳遞信息的做市商模型和預期模型，並討論外部信息與內部信息對股票價格影響的非一致性。 -
Under the condition of asymmetric distribution of npv probability, the probability of npv less than 0 can more accurately describe the risk of investment retun then the probability of npv less than 0 that concessionaire may accepted determines the condition satisfied by the economic parameters of concession contracts. with the premises of expected objective value of each parameter fixed by the designers of concession contracts and the weighted value of this parameter, an optimal objectiv
特許權人可以接受的npv小於零的概率決定了特許權合約經濟參數需要滿足的條件，在特許權合約設計者可以對每個參數確定一個初始的期望目標值和該參數的權重條件下，本文通過構造一個優化目標函數，解決了合約經濟參數的優化選擇問題。 -
Expected value of a penalty function for a markovian risk model
一類馬爾可夫風險模型罰金函數的期望 -
For given price risk and liquidity risk, we find the value of interest rate and ltv maximizing creditors ' expected revenue confined by credit market structure
對于已知抵押物價格風險和流動性風險，以信貸市場結構作為約束條件，求解出使信貸人期望利率收益最大化合同利率和貸款價值比。
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