risk-neutral meaning in English
风险中性型
Examples
- An pricing formulas and hedging stratagem for european contingent claims with no risk - neutral valuation
非风险中性定价意义下欧式未定权益定价及其套期保值策略 - The principal can get the maximum profit by leasing the firm , if and only if the agent is risk - neutral
有且只有经理是风险中性时，所有者可以通过出租企业得到最大的利润。 - Firstly , the article studies the classic black - scholes option pricing model and concludes the black - scholes option pricing formula with the risk - neutral valuation method
首先，对经典的black - scholes期权定价模型进行了分析，并利用风险中性定价方法推导出了black - scholes期权定价公式。 - From the broad definition of option , this paper derives the concept of real option . further , based on theories of net present value , decision tree , and real options , the risk - neutral pricing theory is introduced
本文从广义的期权定义中引出实物期权的概念，从净现值、决策树和实物期权的比较着手，引入风险中性定价理论。 - Due to the un - uniqueness of the price about the basic risk asset , the pricing of its derivative assets is not based on the real probability distribution of the ( random ) return of the basic risk asset , but based on the so - called risk - neutral probability which depends on the price of the basic risk asset
由于基本风险资产定价不是唯一的，其衍生资产的定价不是按照基本风险资产回报的概率分布进行计算，而是根据基本风险资产定价推导出一个称为“风险中性概率分布”的分布作为计算的依据。