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- By definition risk neutral measure is a probability measure under which discounted value of the underlying asset of this derivative is a martingale. 根据定义风险中立测度是一个使贴现后标的资产价值成为鞅的概率测度。
- If you do not know what martingale is, do not panic, another way of saying this is that under risk neutral measure the underlying asset grows at risk-free rate. 如果你现在还不知道什么使鞅,不用惊慌,换一句话说在风险中立概率测度之下标的资产以无风险利率增长。
- Keywords Catastrophe Option;Price Process;Actuarially Consistent Pricing;Asian Option;Risk Neutral Measure; 巨灾期权;期权定价;保险一致性;亚式期权;风险中性测度;
- The world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk-free return rate. 风险中性的世界是一个假想的世界,在风险中性世界中所有风险资产的预期收益率等于无风险收益率。
- The logP_(ow) values of 4 pharmaceuticals that are electric neutral measured by this method were close to those determined by shake-flask method, and the average error between values from two methods was 0.15 logarithm units. 以该MEEKC方法对阿昔洛韦、扑热息痛、多沙唑嗪以及氯雷他定4种电中性药物的logP_(ow)值进行了测定,其测定值与采用经典的摇瓶法测得的logP_(ow)值较接近,平均差值为0.;15。
- I don't want to run the risk of meeting John. 我可不想冒遇见约翰的危险。
- He knew he was running the risk for the people. 他如道,他冒这危险是为了人民。
- Nobody can prevent him from running the risk. 没有人能够阻止他去冒险。
- I beg of you not to run the risk. 我求你去冒这个险。
- Don't risk any money on oil stock. 不要在石油股票上冒险。
- Join in with us and take the risk. 来和我们一起冒这次风险吧。
- She's a poor/good security risk. 她是个不太[十分]危险的人。
- We can't run the risk (of losing all that money). 我们不能冒(失掉全部钱的)风险。
- The Comparison between Capital Assets Pricing Model and Risk Neutral Valuation Theory 资本资产定价模型与风险中性定价理论的比较
- Can We Measure Operational Risk? 营运风险能够被衡量么?
- I don't think they will risk holding an election. 我想他们是不会冒风险举行选举的。
- He saved my life at the risk of losing his own. 他冒着生命危险救了我。
- I have to take a risk in my job. 做我这种工作要冒风险。
- Could you cover the Risk of Breakage for us? 你们可以为我们加保破碎险吗?
- He saved my life at the risk of his own. 他冒着自己的生命危险救了我的命。