无套利分析方法

最后运用无套利分析方法对保单退保期权进行了定价。

Finally the valuation of the insurance surrender option is made with no-arbitrage theory .

第一章首先介绍了无套利分析方法研究背景以及意义，随后介绍了无套利分析的研究现状以及本论文的主要工作。

There is 4 chapters in this paper , its ' main contents are : Chapter 1 is begin with the background and significance of No-arbitrage analysis , and then introduce the currently works of No-arbitrage analysis and the work of this paper .

本文使用金融工程组合分解和无套利均衡分析方法，先将结构化产品分解为债券和期权合约，再运用常见的方法和技术模型对其定价。

In this paper , with the use of financial engineering techology and no-arbitrage analysis , we divided into bonds and options contracts .

本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性，利用无套利均衡分析的方法，以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。

Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market , which have soft put and soft call provisions .

无套利原理在众多的财务理论中的广泛应用，使得基于无套利原理的无套利分析方法与均衡分析方法一道成为公司理财学的基本分析方法。

With no arbitrage principle used in more corporate finance theory research , no arbitrage analysis becomes a basic analysis method in corporate finance , just as equilibrium analysis .