risk-neutral world
常见例句
- The world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk-free return rate.
風險中性的世界是一個假想的世界，在風險中性世界中所有風險資産的預期收益率等於無風險收益率。 - By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
將對數正態擴散過程表達的隨機過程轉化爲風險中性，竝在此條件下用鞅定價方法推導出與股票相關聯的歐式滙率買入期權的價格公式。 返回 risk-neutral world