pricing model 中文意思是什麼

pricing model 解釋
定價模式
  • pricing : 報價模式的案例練習
  • model : n 1 模型，雛型；原型；設計圖；模範；（畫家、雕刻家的）模特兒；樣板。2 典型，模範。3 （女服裝店僱...
  1. 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。
  2. There is also a brief introduction of another commonly used pricing model, the binominal option pricing model, including its relations to the black - scholes option pricing model

    調整模型的基本假設條件，將模型擴展為多因素模型。第一部分還介紹了另一種常用的期權定價模型- -二項分佈模型。
  3. Analysis of capital asset pricing model with persistence in variance

    存在方差持續性的資本資產定價模型分析
  4. Study on the solution of geometric asian option pricing model under the cev process

    的幾何亞式期權的定價研究
  5. This dissertation can be divided into three parts as following : focusing on institutional risk control, this dissertation demonstrated the effect of institutional risk on dis " objects by analyzing the relationship between deposit insurance and financial development, financial stability and market discipline, in light of foreign or native primary theory and empirical results of dis. in virtue of statistical method and with the theory of game, this dissertation explored the cause the institutional risk such as moral risk and adverse selection, on the basis of which discussed the approach of controlling institutional risk and proper deposit insurance pattern. because deposit insurance assessment is the core of institutional risk control, this dissertation introduced and discussed deeply the passive casualty - insurance model, the option - pricing model, the game - theory - based pricing model, and reasonable pricing interval, and put forward the hierarchical pricing strategy of dis on the balance of information confiscatory and risk - based - assessment necessity

    本文以存款保險制度風險控制為中心，在借鑒國內外關于存款保險制度的基本理論和實證的基礎上，通過分析存款保險與金融發展、金融穩定和市場懲戒等方面的關系，論證了存款保險制度風險對存款保險制度目標的影響；並藉助統計學的方法，運用信息博弈論的觀點，從主要制度參與者? ?投保機構和存款保險機構? ?的效用函數出發，對存款保險所引發的道德風險和逆向選擇等制度風險的成因進行深入的剖析，探討有效控制制度風險的途徑和制度參數的安排模式；由於存款保險定價是制度風險管理的核心問題，本文還專門對意外存款保險消極模型、存款保險的期權定價模型、基於信息經濟學的存款保險定價模型以及合理定價區間等定價模式進行深入分析和詳細評述，闡述各種定價思路的局限性和可能運用的空間，通過權衡信息的充分性和風險定價的必要性，提出存款保險制度的層次性定價策略。
  6. Then sharpe, linter, mossion and ross, etc. developed markowitz ' s mean - variance model, leaded to standard investment models like capital asset pricing model ( capm ), single - index model and arbitrage pricing theory ( apt )

    后經sharpe ， litner ， mossion和ross等人發揚光大，提出了capm ， apt等標準投資模型，完成了資本資產定價的問題。
  7. Several examples show the merits of the proposed pricing model in measuring line using rate, loss allocation, visualization and solution speed. so the proposed model is very suitable for large grid ' s transmission pricing

    多個算例展示了本文所提出的模型在衡量線路使用率、網損分攤、可視化以及求解輸電方面的優點，因此所提出的模型是可以應用到大型網路的輸電計費實踐中。
  8. Two kinds of pricing model on optimal reinsurance

    最優再保險的兩類定價模型
  9. Ternary pricing model of european option in constant type

    定常型三叉樹歐式期權定價模型
  10. Trinary - tree pricing model of real options

    實物期權的三叉樹定價模型
  11. The key tasks of this paper mainly include : ( 1 ) puting forward the emphases and difficulties of enterprise m & a decision, and holding that decision - makers should make decision according to the principle of value creation ; ( 2 ) setting up estimation model of value creation in m & a, including synergy effect model, m & a transaction and evaluation model, m & a net income model, etc. ; ( 3 ) explaining the application of virous valuation method and discussing how to choose proper valuation method in m & a decision ; ( 4 ) studying the valuation of synergy effect after calculating the independet value of both enterprises respectively before m & a and the combined enterprise after m & a by discount cash flow method ; ( 5 ) studying the valuation of the target enterprise ' s expected value, in which general target enterprises are valuated with several kinds of valuation techniques while high - tech target enterprises are valuated by option pricing model

    在研究過程中，本文試圖運用價值評估技術，在並購決策中確立一套較為完整的價值分析方法，以使決策者有效的判斷並購能否創造價值，從而作出正確的並購決策。本文的核心工作主要包括： （ 1 ）提出了企業並購決策的重點與難點，認為決策者應根據價值創造原則進行並購決策。 （ 2 ）建立了並購創造價值的估測模型，具體包括協同效應模型、並購交易估價模型和並購凈收益模型。
  12. Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return

    在理論分析時，作者嘗試放鬆指數水平滿足隨機遊走過程的假設，推導出指數水平呈線性趨勢的資產組合選擇模型；此外，作者基於資產不可交易這一假設，提出了b股、 h股和非流通股等情形的資產定價模型，並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。
  13. Capital assets pricing model

    資本資產計價模式
  14. Capital asset pricing model

    資本資產定價模型
  15. The comparison between capital assets pricing model and risk neutral valuation theory

    資本資產定價模型與風險中性定價理論的比較
  16. Analysis of capital asset pricing model and its revelations to the developmentof chinese security market

    資本資產定價模型及其對我國股票市場的啟示
  17. Capital asset pricing model. an economic model for valuing stocks by relating risk and expected return

    以相當風險和預期收益來為股票計值的一種經濟模式。
  18. The capital asset pricing model ( capm ) demonstrates that the market portfolio is essentially the efficient frontier

    資本資產定價模式capm證明市場投資組合本質上是有效的邊界。
  19. Capital assets pricing model ( capm ) only considers systematical risk and assumes that non - systematical risk can be eliminated by diversification

    摘要資本資產定價模型只考慮系統風險，並假定非系統風險可以通過多樣化消除。
  20. Based on the rv - arma model, it is discussed that the persistence of conditional variances has a effect on capital asset pricing model ( capm ) from persistence viewpoint

    在「已實現」波動自回歸移動平均模型基礎上，從條件方差持續性的角度，討論了條件方差的持續性對資產資本定價模型的影響。
分享友人
分享到 Line

分享到臉書