Considering the difficulty in valuating the fixed - income derivatives with the risk - neutral probability measure, this paper presents a new change -of- measure technique--forward - neutral probability measure.
在该测度基础上,构造鞅过程可以对一些固定收益衍生品定价,进一步给出零息债券的欧式期权、利率上限期权的定价公式。
The expansion of debt derivatives is a direct transmission of systematical risk,and the lack of supervision leads to crisis overspreading,and the results must bring about U.
本文以美国次贷危机为大背景,深入探讨其产生的原因及其后果,认为美元为主导的浮动汇率制是导致资产泡沫产生的土壤,以债权衍生品为主导的扩张是系统性风险的直接传递者,而相应监管的缺失导致危机蔓延,其结果必然导致美元危机。
Production of erucic acid and development of its derivative products;
芥酸的生产及其衍生产品开发
International derivative product markets have developed rapidly since 2000: the annual growth rate of trading amount is around 25.
2000年以来,国际衍生产品市场发展较为迅猛,从2000年至2005年,全球期货总成交额年均增长率为25。
An Analysis of the Running Course of Treasury STRIPS;
国债衍生品设计新思路——国债本息拆离运作机制构建
The Study of Interest-rate Risk Management on China s Bonds Financial Derivatives;
我国国债金融衍生产品利率风险管理研究
Study on the Pricing of Bonds-Relevant Interest-Rate Derivatives Developed by State-Run Banks;
国有银行债券型利率衍生品的定价研究
Intrinsic Characteristics of Financial Derivatives and Supervision System:A perspective from American Subprime Mortgage Loan
金融衍生品的本质特征及其监管制度——以美国次债为分析视角
Analysis on How to Use the Financial Derived Products to Evade the Risk of the Foreign Debt;
浅析如何利用金融衍生产品规避外债风险
Retrospect and Inspiration on Financial Derivatives Development and Evolution--Based on Research Perspective of Subprime Mortgage Crisis
金融衍生产品发展与演变的再回顾及启示——基于美国次债危机的研究视角
Studies on the Pricing of Corporation Bonds and Credit Derivatives with Counterparty Risk;
含交易对手风险的公司债券和信用衍生品的定价问题研究
Pricing Research of Corporate Bonds and Credit Derivatives under the Structual Model;
结构化模型下公司债券及信用衍生产品的定价研究
Research on Surpervision Problems of the Financial Derivative Market in Our Country;
我国金融衍生产品市场监管问题研究
Research on Financial Derivatives about Commercial Banks;
我国商业银行发展金融衍生产品研究
The Development of Credit Derivatives Market in Foreign Countries and Its Introduction to China;
国外信用衍生产品市场的发展与引进
China s financial derivatives market innovation and experimentation;
中国金融衍生产品市场的创新与实验
The Policy Frame for the Supervision on China s Financial Derivatives in Foreign Markets;
境外中国金融衍生品监管的政策框架
Analysis About Legal Harassment Of Financial Derivative Development;
我国金融衍生品发展的法律困境解析
International Comparison of Taxation on Derivative Trading;
衍生品的税收问题:国际比较和借鉴
Financial Derivative Market Supervision: International Experience and Enlightenment;
金融衍生品市场监管:国际经验及启示
Analysis on Prospect of Derived Products of Finance;
浅论金融衍生产品在我国的发展前景
Research on China's Legal Regulation on Financial Derivatives Transaction
论我国金融衍生产品交易的法律规制