arbitrage pricing theory的意思
arbitrage pricing theory中文翻譯:
[財]套利定價理論
相似詞語短語
big bang theory───大爆炸理論
abstinence theory───節欲說
attribution theory───歸因理論
big-bang theory───大爆炸理論
critical theory───批判理論
grand unified theory───大統一理論
image printer───圖像打印機
image printers───圖像打印機
prestige pricing───聲望定價;為提高商品聲望而提高的價格
雙語使用場景
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitrage Pricing Theory when there are arbitrage opportunities.───本文根據套利定價理論的基本描述,直接得到存在套利機會的情況下求解套利組合的模型。
In 1976, Stephen A. Ross innovated CAPM and set up Arbitrage Pricing Theory ( shortened for APT ).───1976年, StephenA. Ross改進了CAPM模型,提出了套利定價理論 ( ArbitragePricingTheory, 簡稱APT ).
Whether we can not use capital pricing model, then avoid joint hypothesis in the empirical process, arbitrage the kernel of finance theory becomes the breach of the problem.───實證過程中是否可以不使用資產定價模型,進而回避聯合檢驗,金融中的核心理論——套利成為解決該問題的突破口。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.───現代金融學的許多經典問題,如套利定價原理以及風險中性定價等都可以用隨機折現因子模型理解,隨機折現因子模型是資產定價模型的統一框架。
英語使用場景
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
Chapter three analyzes the Arbitrage Pricing Theory ( APT ) of risk assets.