衍生证券市场

具有偿付约束的衍生证券市场均衡存在性

Existence of equilibrium of derivative markets with solvency

金融衍生证券的市场风险控制

Market risk control of financial derivatives

这种纷争衍生出了证券市场流动性的多种衡量方法，其中基于交易量对价格的冲击的流动性衡量方法综合考虑了价格及交易量的影响，应用较为广泛。

The disputes introduce many kinds of measure methods of market liquidity , among them one way based on impact to the price of the trading volume has considered the influence of prices and trading volume synthetically and is more extensively used .

通货膨胀指数型衍生产品作为一类新型的衍生证券，在国际市场上得到了广泛的关注，这类产品的定价也得到了国际学者的深入研究。

As a new type of derivative securities , inflation-indexed derivatives in the international markets gains extensive attention . The pricing method of this kind of products has become an important topic in the research area .

在金融衍生证券价格服从跳跃&扩散过程的假设下，文章分析了金融衍生证券面临的市场风险，并给出了风险的概率测度方法及风险控制。

On the assumption that the price of financial derivatives fluctuates in accord with jump-diffusion processes , this paper analyses the market risk that the financial derivatives face , and presents the risk 's probability measurement method and risk control approaches .