【答案】：自融资投资策略按照中文的含义一般是指通过自有资金进行投资而不通过其他方式获得资金的一种投资策略。在本书中，self-financing investment strategy特指投资者只需要初始的资金进行投资，在期权到期日之前，没有增加或收回资金。结论是，根据一价原则，由于动态自融资投资策略的最初成本必然等于期权...
T.Saito (2015): Self-Financing Strategy Expression in General Shape Limit Order Book with Market Impacts in Continuous Time.T.Saito (2015): Self-Financing Strategy Expression in General Shape Limit Order Book with Market Impacts in Continuous Time. International Journal of Financial Engineering, Vol...
In particular, a self‐financing strategy that involves holding at any time one unit of a sliding bond is examined (the wealth process of this strategy is referred to as the rolling‐horizon bond). In contrast to the sliding bond, which does not represent a tradable security, the rolling‐...
3. self-financing trading strategy 3.1 discrete time self-financing condition 我们先讨论离散时间下自融资交易策略的条件(discrete time self-financing condition),记Xk为tk时刻对冲组合的价值,Sk为tk时刻的股价,Mk为每单位无风险资产(货币账户)在tk时刻的价值, 其中MK=(1+r)k,Δk和Γk为stock和money account...
.By applying hedging technique and self financing strategy,we present a kind of method to determine the price of contingent claims under some fuzzy credit... XZ Qin,WU Chong feng - 《Fuzzy Systems & Mathematics》 被引量: 1发表: 2003年 加载更多来源...
The results indicated that the application of dynamic OBPI strategy withself-financingin Chinese Securities Markets were feasible. 对经典的基于期权的投资组合保险(OBPI)策略模型进行了适当的修正,得到了在实际操作中具有自融资特性的动态OBPI策略的模型,并以上证A股指数为投资的风险资产对象,实证研究了其在我国证券...
aonce the blocks begin to tip, the stabilizing forces acting on their bases decrease. 块一次开始打翻,行动在他们的基地减退的稳定的力量。[translate] aaquatic food product buyer 水生食品买家[translate] aHerein,we demonstrate a facile strategy to obtain Co3O4 polyhedrons with 此中,我们展示一个轻便...
Capturing Value from Innovation - Strategy Choices of R&D and Marketing Managers Profiting from technological innovation requires both the development of new products and the capture or appropriation of profits from them. For new produc... Timo Fischer,Joachim Henkel - 《Social Science Electronic Publis...
“986 self-institutions are functional in the state.Aided and government institutions are working under a prescribed law.But,in the case of self-financing colleges lack of a comprehensive law is visible.”-says Abdul Azeez,state general secretary SFCTSA. ...
6. remember to get a strategy for repayment. The past stage of this proce so you can get an individual debt as soon as you’re independent is definitely ensuring that you have an insurance policy to pay back the loan. An ucertain future thing you can do is actually mi transfers, render...