continuous compounding meaning in English
连续复利计算
连续化合物
Examples
- Portfolio model and its algebraic solution based on continuous compound interest
基于连续复利的证券组合投资决策模型及其代数解法 - Using the relationship between periodic and continuous compound interest as well as the time value of money , the time value of money calculation is explored for balloon payments and equal payments when interest is continuously compounded
摘要根据间断复利和连续复利之间的关系，结合技术经济学中资金时间价值的基本原理，研究连续复利条件下整收整付及等领收付系列资金时间价值计算的方法和特点。 - In continuous - lime framework , assuming that asset price follows stochastic diffusion process , it introduces parametric uncertainty , and applies stochastic dynamic programming to derive the closed - form solution of optimal portfolio choice , which maximizes the expected power utility of investor ' s terminal wealth ; in discrete - time framework , continuous compounding monthly returns of risky asset are assumed to be normal i . 1 . d . , it applies the rule of bayesian learning to do empirical study about two different sample of shanghai exchange composite index
在连续时间下假设资产的价格服从随机扩散过程，引入参数不确定性，利用随机动态规划方法推导出风险资产最优配置的封闭解，使投资者的终期财富期望幂效用最大；在离散时间下假设风险资产的连续复合月收益率服从独立同分布的正态分布，通过贝叶斯学习准则，以上证综合指数不同区间段的两个样本做实证研究。