1) Risk-neutral world
风险中性世界
2) World congress on risk
世界风险大会
3) world risk society
世界风险社会
1.
Ulrich had predicted that human would steps into tie world risk society and made detailed elaboration in many of his following works.
贝克早在1992年就提出人类即将步入世界风险社会,并在接下来的许多著作中作了详细的论述。
5) risk neutral
风险中性
1.
Furthermore,the paper uses the risk neutral theory,and develops the basic model for credit default swap on the basis of the recovery structure of face value.
针对核心问题,在信用违约互换基本原理的基础上,从信用违约互换的现金流出发,对信用违约互换的价值进行分析,并采用风险中性理论,根据面值挽回率的偿付结构得到信用违约互换定价的基本模型。
2.
according to the expected utility theory the risk preference of different investors can be divided into risk aversion,risk neutral and risk seeking.
按照期望效用理论所揭示的风险厌恶、风险中性和风险追逐的3种风险态度的划分以及前景理论中投资者损失规避风险态度的特征,我们对我国A股市场投资者的风险偏好进行研究,发现在我国A股市场中小投资者风险态度受获得收益的显著影响,当投资者获得正收益时,总体呈现风险追逐,收益越高风险追逐的倾向越明显;当投资者获得负收益时,总体呈现风险中性,收益率与后市判断没有明显关系。
6) risk-neutral
风险中性
1.
Under the assumption ot the rational and risk-neutral principal and agent, this paper formulates the process of bidding for a linear contract as an auction game theoretical model.
在线性合同的假设前提下，论文通过建立模型，求解博弈的贝叶斯均衡得到了风险中性的理性招标人的最优合同形式以及投标人的最优报价策略。
2.
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral,we get European exchange rate call option related with the stock.
将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
3.
This paper provides two kinds of simple methods of deriving Black-Scholes option pricing formula with the risk-neutral hypothesis that enable more readers only with elementary probability theory and integral calculus to understand.
Black-scholes期权定价公式的推导过程相当复杂,需要用到随机过程和求解随机微分方程等较高深的数学工具,本文将在风险中性的假设下给出两种Black-scholes期权定价公式的简洁推导方法,使得具有概率统计和微积分基本知识的读者也能理解并欣赏这一公式的导出过程。
补充资料：风险中性
风险中性者并不介意一项投机是否具有比较确定或者不那么确定的结果。他们只是根据预期的货币价值来选择投机，特别而言，他们要使期望货币价值最大化。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条