Under the condition of complete market, the method for determining stochastic discount factor (SDF) is explored and the pricing formula of European option is solved by using SDF so obtained.

This paper discusses that the optimal risk investment is smaller in an incomplete market than in a complete one.

Modeling for Pricing Futures in Incomplete Markets;

Arbitrage and equilibrium of smooth infinite incomplete markets;

Hedging strategy of a contingent claim in incomplete market;

Aspects of the theory of general equilibrium with incomplete markets;

Real Options, Options Pricing of Incomplete Market and the Investment Decisions;

This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.

Orthogonal projection and the derivatives asset pricing under incomplete market;

Study on correlation pricing formula for derivative assets in incomplete markets;

Study on Optimal Consumption and Investment Tactics in Incomplete Market;

However,in the imperfect market,the existence of tax,transaction friction,information cost,information asymmetry and agent cost indicates that risk management will directly affect the value maximization goal of the firm and then increase firm s value.

The paper analyses the establishing base of the imperfect market,the process of development and the current situation of the"double track system"summarizes the present features of the imperfect market and probes the relevent countermeasures of realizing the transition from imperfect markets to stardard ones.

This article elaborates China s imperfect market system,analyzes the new accounting standards on the selection of methods in the process of the business combination,compares the Pooling-of-Interests Method and Purchase Method and,finally,offers some suggestions for choo.