翻译 market price of risk 英[ˈmɑ:kit prais ɔv risk] 美[ˈmɑrkɪt praɪs ʌv rɪsk] 释义 [财]风险的市场价格 行业词典 金融 风险的市场价格 释义 行业词典
金山词霸_free_fanyi_在线翻译_翻译在线_查词_汉译英词典market price of risk 英[ˈmɑ:kit prais ɔv risk]美[ˈmɑrkɪt praɪs ʌv rɪsk]释义 常用 牛津词典 释义 [财]风险的市场价格;拍照翻译 语音翻译 智能背词 下载金山词霸APP...
网络风险的市场价格;市场平均风险溢价;风险溢筹 网络释义
2) the market price of volatility risk 波动率风险市价 3) market risk premium 市场风险溢价 1. A model ofmarket risk premiumthrough the interaction of rational investors and irrational investors is constructed. 本文基于投资者的过度自信心理偏差构建了证券投资的理性风险溢价度量模型、非理性风险溢价度量模型...
1) market price of risk 风险的市场价格2) market price of interest rate risk 利率风险的市场价格 1. The first one is that the market price of interest rate risk is zero. 用这个方法估计利率模型,可以同时得到利率风险的市场价格的估计。
Market Price of RiskWel, Michel Van DerSmiles, VolatilityVolatility, StochasticOptions, ExoticCh, Hull
ratio. JELnumbers:D81,G11 2 1.Introduction Westartfromanequilibriummodelinwhichthe(representative)agentisendowed withasubjectiveprobabilityQdi¤erentfromtheinitialprobabilityP:Wewant tomeasuretheimpactofthissubjectiveprobabilityontheequilibriummarket priceofrisk.Inparticular,inrelationwiththeEquitypremiumpuzzle 1 ...
We extend the standard specification of the market price of risk for affine yield models, and apply it to U.S. Treasury data. Our specification often provides better fit, sometimes with very high statistical significance. The improved fit comes from the time-series rather than cross-sectional fe...
a价格风险是指因市场价格变动产生的风险 Because the price risk refers to the risk which the market price change produces[translate]
MARKET PRICE OF RISK AND INFLATIONNo abstract is available for this article.doi:10.1111/j.1540-6288.1978.tb01054.xC. S. PyunMemphis State UniversityBlackwell PublishingFinancial Review