持有成本模型

股指期货定价的基本方法是利用无套利定价原理得出的持有成本模型；

Classical cost of carry model for the prices of stock index futures was derived from Arbitrage free pricing methods .

基于全生命周期的FCVs消费者持有成本模型

Cost of Ownership Model Based on the Entire Life-cycle For FCVs Consumers

股指期货持有成本模型的修正与比较

Modification and comparison of cost-of-carry model of index futures

本文通过持有成本模型分别对处于完全市场条件下和不完全市场条件下的股指期货进行定价。

This article separately use cost-of-carrying model to price the index futures whether it is under the complete market condition .

持有成本模型，连续时间模型、区间定价模型均的理论基础都是以无套利方法模拟现金流。

The basic theory of holding costing model , Continuous time model , and Interval price model are the same . They all use the way : no arbitrage method simulated cash flow .

一般均衡模型的假设条件比持有成本模型宽松，模型的设定考虑到现货市场波动等因素。模型的数学形式简单，易于操作。

Looser assumptions than the holding cost model , setting the model taking into account the factors as fluctuations in the spots market , the mathematical form of the model is simple , easy to operate .

放宽利率假设，认为利率是随机波动的连续时间定价模型是持有成本模型的扩展。综合交易费用、融资成本、存贷利差等因素的区间定价模型为股指期货价格提供了一个无套利的价格区间。

Comprehensive transaction costs , financing costs , savings and loan benefits poor factor pricing model provides a no-arbitrage pricing interval . Suppose we relax the interest rate that the rate is the continuous-time stochastic volatility pricing model is an extension of holding cost model .

其次通过建立住房交易及持有成本模型，基于权益理论和支付能力理论建立房贷借款人的违约决策模型，指出房价的变动和房贷借款人的信用变化是个人住房贷款违约的直接原因。

Secondly , by establishing housing holding cost theory and the ability to pay based on rights established the mortgage borrowers ' default theory of decision model , then points out that house prices change and mortgage borrowers ' credit is individual housing loan default changes the direct reason .

持有成本理论模型在金融期货定价中的应用

The application of carry-cost theory to the pricing of financial futures

关于最佳现金持有量成本曲线模型分析

A Study on The Cost Curve Analysis Model of Optimal Money Holding

关于确定最佳应收账款持有量的信用成本模型分析

A Study on the Cost Model Analysis of Optimal Accounts Receivable Holding