无套利定价原理
无套利定价原理-
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 .
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由于电力不能大规模储存，作为现代金融工程理论核心的无套利定价原理对大多数电力衍生产品定价不再适用。
Because electricity cannot be stored in large scale economically , the non-arbitrage principal as the core of the modern financial engineering is not valid for the pricing of electricity derivatives .