理论价格
- 网络theoretical price;Formula Price
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基于K-均值聚类算法、梯度下降算法和PSO算法优化的RBF网络模型计算的权证理论价格与实际价格的趋势基本一致。
The tread of warrant theoretical price which is calculated by RBF network model based on K-means clustering algorithm 、 gradient descent and particle swarm optimization algorithm and the actual price is same . 3 .
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中国股票市场理论价格和合理市盈率的测算及其应用
The Theoretical Price and Rational P / E Ratio on Chinese Securities Markets
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结果表明,利用修正的LYON定价模型为中国的可转换债券定价是可行的,文章还对所求的理论价格和实际价格的偏差给出了解释。
The result shows that it is feasible to price the Chinese convertible bond using the adopted LYON pricing model . The author still gave an explanation to the difference between the theory price and the actual price .
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国内权证从无到有,从诞生的那天起就成为了市场的焦点,其价格也经历了跌宕起伏的剧烈波动,市场价格远远偏离于传统的Black-Scholes模型理论价格。
From the beginning of the warrant market , it became the focus of the China capital market , of which prices have gone up and down sharply . Their market prices are far from the theory prices with Black-Scholes Model .
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本文运用Black-Scholes公式计算权证的理论价格并和权证实际价格比较,发现权证的实际价格严重偏离理论价格,权证产品处于泡沫时期。
We calculate the China warrants price in theory by Black - Scholes formula , and compare it with the actual price , and find that the actual price departs from the price in theory , and China warrants are in the bubble period .
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倾销与损害因果关系模型中理论价格的方法研究
Theory price method for the causation model of dumping and injury
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理论价格调整与增加价值调整关系的一个数学模型及分析
A Mathematical Model and Analysis of Relationship Between Theoretical Price Readjustment and Incremental Value Readjustment
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沪深证券市场权证市场价格与理论价格的偏离分析
Analysis on Deviation of Warrants ' Market Price from Theoretical Price in Shanghai and Shenzhen Stock Market
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香港股票期权实际价格与理论价格之间的差异及其特征研究
A Study on the Differences between the Actual and Theoretical Prices of HongKong Stock Options and the Features
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长期以来,可转换公司债券(以下简称可转债)的理论价格与实际价格存在一定的价差。
There has been discordance between theoretical price and actual price of convertible bonds for a long time .
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我国现有股权结构下权证理论价格和实际价格的比较研究
The Comparison Study on the Theory-price and the Market-price of the Warrant under the Existing Shareholding Structure in China
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最后研究分析了理论价格与市场价格存在差异的原因并对证券市场的发展提出了合理的建议。
Finally we analyze the reasons for the differences between theoretical price and the market price and make reasonable suggestions to the security market .
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我们发现,平均而言,我国二级市场上的可转债的理论价格比实际价格高2.78%。
The empirical analysis shows that the theoretical values for the analyzed CBs are on average 2.78 % higher than the observed market prices .
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传统的可转债定价方法的基本思路是通过建立可转债价值的模型来直接求解可转债理论价格。
The basic thought of the traditional convertible bond pricing theory is to construct a value model of convertible bond to solve the theoretic price .
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现有的研究通常将股息贴现模型确定的股票内在价值作为股票的理论价格。
Now the stock intrinsic value determined by the dividend discount model is often directly used as stock theoretic price when the dividend discount model is used .
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最后,文章对新经济企业产品的完全消耗系数和价值以及理论价格的计算进行了研究。
Finally , the paper studies total input coefficients with the input of fixed assets , value and theoretical price for an enterprise 's product for New Economy respectively .
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房地产泡沫的测度方法的比较分析是研究的重点,主要阐述了指标法、理论价格法、统计检验法的基本理论及适用性。
This paper focuses on the comparative analysis methods of measuring the real estate bubble , mainly represents on the index method , theoretical-price method , statistics-test method and their applicability .
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理论价格法和统计检验法因所需数据众多,而我国相关统计数据不足,此两种方法在我国的应用受限。
Theoretical-price method and statistics-test method required a large amount of datas , however , the lack of relevant statistical data caused the limitation of the application of both methods in China .
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最后我们分析了理论价格与市场价格差异的原因及对可转债市场提出了建议。
Finally , we analyze the causes of differences between the theoretical price and the market price , and we put forward some reasonable proposals for the development of convertible bonds market .
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在赎回通知期,转债市场价格更接近转换平价而高于理论价格,这两个时期的误差都比较大;
During the period of call notice , market price of convertible bonds is closer to parity value and higher than theoretical price , and thus arise dramatic errors in both periods ;
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接着,在2006年8月19日商业银行存款利率上调27个基点的背景下,实证研究我国中长期国债的实际价格波动和理论价格波动。
Then , under the background of the commercial bank 's saving interest rate rises 27 points , demonstrates the undulation of the medium and long term treasury bond practical and theoretic price .
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资产的市场价格超过其理论价格的部分为泡沫,那么权证市场价格超过其理论价格的部分即为权证的泡沫。
The part that market price of the assets exceeds their theoretical price is considered as bubble , so the part that warrants market price exceeds its theoretical price is the warrants bubble .
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当前工行股票市场价格显著低于理论价格,买入并持有存在获得超额投资收益的可能。
Now the market price of the equities is much lower than the theoretical price . So it is possible to get superior returns by buying the stocks and holding them for a certain period .
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通过比较分析得出在同样的利率变化下,我国中长期国债实际价格和理论价格变动的差距非常大。
Through Comparison and analysis , we can get that under the same condition of interest rate undulation , the practical price of the medium and long term treasury bond is far different from the theoretic price .
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最后结合我国土地出让的实际运作情况,探索了适合于我国城市土地储备的实物期权的定价模型,以确定土地实物期权出让的理论价格。
Finally , unified the actual operation situation of land to sell in China , this article explores the land reserve real options pricing model that suits in China to determine the theoretical price of land real options sold .
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并利用无套利定价法推导出了股指期货的理论价格公式以及利用现金流分析法推导出了无套利区间的上下界公式。
With Cross-time arbitrage as the starting point , this article deduce the stock index futures price formulas through the use of no arbitrage pricing method , and deduce the formular of No-arbitrage interval bounds through the cash flow analysis .
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在建立倾销与损害因果关系模型中,作者引入理论价格的概念,并建立理论价格模型,利用该模型可以判定倾销与损害间是否存在逻辑关系。
A conception of " theory price " was introduced and a theory price model was built for the model of the causation of dumping and injury . The logical relation between dumping and injury can be confirmed with the model .
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作者认为,资产评估中的背景分析是对资产进行评估的主要依据,并对矿产资源资产的背景分析、理论价格和评估方法提出了自己的看法。
The author thinks that the background analysis in the property evaluation is the main base for property evaluation . His own point of view towards the background analysis on resource property evaluation , theoretical price and the evaluation method are also pointed out .
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第四章实证部分,这一部分利用有限差分法对机场转债的定价进行了实证分析,同时对机场转债的理论价格和市场价格进行了分析和比较。
The 4th part uses finite difference method turn the price of Shanghai airport convertible bond , has gone on really certificate analysis , at the same time turn analyses and compare between market price and the theoretical price of Shanghai airport convertible bond .
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针对随机早期检测(randomearlydetection,RED)主动队列管理机制的参数依赖问题,提出一种以网络流量优化理论中价格的变化为依据,自适应调节参数的RED改进算法。
To alleviate the parameter dependence problem of random early detection ( RED ) algorithm , an improved method is proposed . The main idea is to adaptively adjust the parameter according to the changed price presented in the network traffic optimization theory .