公司负债的鞅定价
공사부채적앙정개
The Martingale Pricing for Corporate Liabilities
  • 万方数据
    数学的实践与认识 수학적실천여인식
    MATHEMATICS IN PRACTICE AND THEORY
    2009年 22期 8-12 ,共5页

    邹杰涛%汪海燕%于海滨%吴润衡

    추걸도%왕해연%우해빈%오윤형

    公司负债%等价鞅测度%Girsanov定理%风险中性%鞅 公司負債%等價鞅測度%Girsanov定理%風險中性%鞅
    공사부채%등개앙측도%Girsanov정리%풍험중성%앙
    company liabilities%equivalent martingale measures%girsanov's theory%risk neutral%martingale
    鞅作为一种比较新的东西,被应用于多个领域中,尤其在金融领域的定价模型中更是得到广泛的应用.依据公司负债独特的性质,用鞅的方法得出公司负债的定价模型,并对所得模型做出相应的数值分析.
    앙작위일충비교신적동서,피응용우다개영역중,우기재금융영역적정개모형중경시득도엄범적응용.의거공사부채독특적성질,용앙적방법득출공사부채적정개모형,병대소득모형주출상응적수치분석.
    Martingale actions is as a newer kind of thing, being applied in several fields, and particularly in the pricing model of financial field. According to the company liabilities'special property, this text uses the method of martingale to get the pricing model of company liabilities, and does a data analysis to get the model for corresponding.
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