1.
Application of Short-term Arbitrage Model in Capital Market;
资本市场中短期套利模型的应用分析
2.
(5) short-term arbitrage commitments.
(5)短期套利交易
3.
Arbitrage-Free Models of Continuous-Time Term Structure Models;
连续时间利率期限结构的无套利模型
4.
The Models of Commodity Futures Interdelivery Spread and Their Empirical Studies;
商品期货跨期套利模型及其实证分析
5.
A Mean--VaR Framework for Hedging with Options;
利用期权进行套期保值的均值——VaR模型
6.
An Empirical Analysis on Short-term International Capital Inflow and its Motivation in China:Based on Triple-arbitration Model;
中国的短期国际资本流入及其动机——基于利率、汇率和价格三重套利模型的实证研究
7.
Research on the model of non-arbitrage fixing price of the agreement on stock index futures;
股指期货合约的无套利定价模型研究
8.
Comparison of Alternative Models of Short-Term Interest Rate under CKLS Framework;
CKLS框架下短期利率模型的比较分析
9.
Based on the Soybean Futures Contract Model Analysis about Bull Spread and Bear spread;
基于大豆期货合约的跨期套利模型分析
10.
A Mean-VaR Framework for Speculating and Hedging with Options;
利用期权进行投机和套期保值的均值——VaR模型
11.
Stochastic Mean-Value Term Structure Model of Short-Term Interest Rate and Equilibrium
随机均值短期利率期限结构模型与均衡
12.
We continued to do well in arbitrage last year, though - or perhaps because - we operated on a very limited scale.
我们持续在短期套利交易上有所斩获，虽然我们从事的规模有限
13.
China s Futures Market Arbitrage Model and Empirical Analysis;
中国期货市场套利模型分析及实证研究
14.
Empirical Study on ARIMA Model in Short-Term Forecasting of CHIBOR7;
利用ARIMA模型对CHIBOR7进行短期预测的实证研究
15.
An Optimal Estimation,Selection and Application of the Short-term Interest Rate Models for Stock Option;
一类短期利率模型的最优估计、选择与定价应用
16.
An Empirical Research on the Continuous TimeModels of the Short-Term Interest Rate;
连续时间状态下的短期利率模型的实证研究
17.
The Study of the Interest Rate Term Structure Model and the Empirical Analysis on the Influential Factors of Short-term Interest Rate;
利率期限结构模型研究及短期利率影响因素实证分析
18.
ON THE CONSISTENCY OF OPTION PRICING MODEL BASED ON NO-ARBITRAGE ANALYSIS WITH A GENERAL EQUILIBRIUM FRAMEWORK;
无套利期权定价模型在一般均衡框架下的一致性研究