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非完全市场期权定价的ε—套利方法 总被引：3，自引：0，他引：3
首先基于离散时间给出了ε－套利的概念，并讨论了其性质，然后把ε－套利与经典的概率性套利进行了比较，指出了它们在本质上的区别与联系以及各自的适用范围。最后通过算例进一步说明经典的套利定价理论从本质上讲只适用于完全的金融市场，而ε－套利定价方法既适用于完全金融市场，又适用于非完全的金融市场。 相似文献
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连接航运指数船舶融资租赁区间积息互换是航运企业一种财务风险管理创新模式,在当前航运背景下具有潜在的广泛应用价值,因此本文围绕连接航运指数船舶融资租赁区间积息互换展开研究。首先,结合利率互换理论和该模式特征,提出了连接BDI指数的船舶融资租赁区间积息互换框架和无套利中性定价理论;其次,借助随机过程方法,构建了BDI指数和利率走势双随机情景模拟下、连接BDI指数的船舶融资租赁区间积息互换模型,并给出了蒙特卡罗法模拟求解步骤。最后,采用实例进行了模型验证和情景分析,结果表明本文建立的连接BDI指数的船舶融资租赁区间积息互换模型可靠性较好,更贴近实际情况。 相似文献
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金融套利是投资者利用金融市场运行中存在的非均衡来获利的行为。自股改启动以来,机构投资者对证券投资基金的套利行为主要有三种方式:股改套利,新股套利和"封转开"套利。机构投资者的这种套利行为对资本市场、证券投资基金、中小投资者都造成了很大的影响。 相似文献
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融资融券和股指期货的推出为我国证券市场的统计套利策略的实施提供了良好的平台。统计套利策略是将统计方法运用于证券市场的重要工具,基于高频数据的统计套利策略可以满足机构投资者套利需求,同时引进一种全新更加有效的投资方式。论文将常用统计套利策略进行改进,设计出新的统计套利策略并进行实证检验。运用各频率数据进行套利的交易次数都显著减少,平均单次收益率则成倍增加,达到了获取最大单次收益及降低交易频率的目的。在新统计套利策略下,运用6个频率数据进行套利均能取得很好的绩效,并且样本内的盈利性对于样本外的盈利性预测性明显增强。说明在高频数据下,统计套利策略运用于我国股票市场上是有效性的,并且新统计套利策略显著优于常用策略。 相似文献
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ETFs的一、二级市场间的套利交易机制为投资者带来了一种新的盈利机会,对ETFs的套利交易策略进行深入探讨,旨在为相关套利者提供一个分析的路径,使ETFs套利者能更好地把握套利机会并实施套利操作。 相似文献
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交际教学法是20世纪70年代兴起的一种全新的英语教学法，它的核心是培养学生的交际能力。本文从这一理论出发探讨了其在《大学英语》系列教材中的应用以及对交际教学法的认识和建议。 相似文献
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针对证券市场中跨期套利的基本行为,在套利定价理论、因素模型理论的基础上,建立了两种适用于证券市场的套利模式。对两种模式的构建进行了详细的分析与研究。对结果进行试验验证,证明了该套利模式的可行性。 相似文献
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Marjorie Armstrong-Stassen Margaret Landstrom Ramona Lumpkin 《The Information Society》1998,14(2):153-164
This study examined how students who had no prior experience with videoconferencing would react to the use of videoconferencing as an instructional medium. Students enrolled in seven different courses completed a questionnaire at the beginning of the semester and again at the end of the semester. Students at the origination and remote sites did not differ in their reactions toward videoconferencing but there was a significant difference for gender. Women reacted less favorably to videoconferencing. Compared to the beginning of the semester, students reported significantly less positive attitudes toward taking a course through videoconferencing at the end of the semester. There were no significant differences in students' attitudes toward videoconferencing across courses at the beginning of the semester but there were significant differences across the courses at the end of the semester. The results suggest the need for better preparation for both students and instructors. 相似文献
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A joint study by Prof. ZHANG Zhibin from the CAS Institute of Zoology his co-workers from Norway US Swiss have indicated that historical outbreaks of migratory locusts in China were associated with cold spells suggesting that China's projected climate warming could decrease the pest's numbers. The study was published in Proceedings of the National Academy of Sciences on September .…… 《中国科学院院刊(英文版)》2008,22(1):6-7
Ajoint study by Prof. ZHANG Zhibin from the CAS Institute of Zoology and his co-workers from Norway, US and Swiss have indicated that historical outbreaks of migratory locusts in China were associated with cold spells, suggesting that China＇s projected climate warming could decrease the pest＇s numbers. The study was published in Proceedings of theNational Academy of Sciences on 17 September, 2007. 相似文献
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Caroline Haythornthwaite 《The Information Society》2001,17(3):211-226
A computer-mediated group is a complex entity whose members exchange many types of information via multiple means of communication in pursuit of goals specific to their environment. Over time, they coordinate technical features of media with locally enacted use to achieve a viable working arrangement. To explore this complex interaction, a case study is presented of the social networks of interactions and media use among members of a class of computer-supported distance learners. Results show how group structures associated with project teams dominated who communicated with whom, about what, and via which media over the term, and how media came to occupy their own communication niches: Webboard for diffuse class-wide communication; Internet Relay Chat more to named others but still for general communication across the class; and e-mail primarily for intrateam communication. Face-to-face interaction, occurring only during a short on-campus session, appears to have had a catalytic effect on social and emotional exchanges. Results suggest the need to structure exchanges to balance class-wide sharing of ideas with subgroup interactions that facilitate project completion, and to provide media that support these two modes of interaction. 相似文献
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Electronic data interchange (EDI) provides means for interorganizational communication, creates network externalities, requires an advanced information technology (IT) infrastructure, and relies on standards. In the diffusion of such innovations, institutional involvement is imperative. Such institutions contain governmental agencies, national and global standardization organizations, local government, and nonprofit private organizations like industry associations. The last type of organizations we call intermediating institutions. They intermediate or coordinate ("inscribe") the activities of a group of would-be adopters. Unfortunately, little is known of how these organizations shape the EDI diffusion trajectory. In this article we examine one specific type of intermediating organizations?industry associations?and how they advanced the EDI diffusion process in the grocery sectors of Hong Kong, Denmark and Finland. We identify six institutional measures, placed into a matrix formed by the mode of involvement (influence vs. regulation) and the type of diffusion force (supply push vs. demand pull), that can be mobilized to further the EDI diffusion. Industry associations were found to be active users of all these measures to varying degrees. Their role was critical especially in knowledge building, knowledge deployment, and standard setting. Furthermore, institutional involvement varied due to policy and cultural contingencies and power dependencies. 相似文献
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Puay Tang 《The Information Society》1998,14(1):19-31
The increasing prospects of digital piracy has prompted the perceived need by electronic publishers to adopt technical systems of protection, and governments to reform their copyright laws. This article is a preliminary study of the management of intellectual property by electronic publishers, defined as those involved in the production of online databases, and CD-ROMs. It focuses on three main issues: (1) how electronic publishers view the increasing threat of piracy; (2) the methods of protection employed to protect intellectual property in digital format; and (3) the importance of technological protection of intellectual property in electronic publications. The analysis is based on a sample of 23 UK electronic publishers. The interviews revealed an interesting assortment of protection methods and did not show that technological protection was a preferred way. Instead, the means of protection, in addition to copyright law, comprised niche markets, pricing, trust, bad publicity, and nontechnical and technical means. 相似文献
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Milton Mueller 《The Information Society》2001,17(3):151-163
Long-standing conflict between domain name registrants and trademark holders prompted the Internet Corporation for Assigned Names and Numbers (ICANN) to create a global, mandatory arbitration procedure known as the Uniform Dispute Resolution Policy (UDRP). The UDRP has been used in 2166 cases involving 3938 domain names as of 1 November 2000. The policy gives the initiator of a complaint, generally a trademark holder, the right to choose which ICANN-accredited dispute resolution service provider (RSP) will handle the case. During the preparation of the UDRP,some feared that complainant selection would lead to "forum shopping" that might bias the results. This article performs a statistical assessment of the forum-shopping thesis and finds support for it. There are statistically significant differences in the various RSPs' propensity to take away names from defendants; there are also major differences in the number of cases brought to each RSP. RSPs who take away names have the larger share of cases. The study examines other variables that might explain differences in market share, such as price, the plaintiff's nationality, or the time taken to decide a case. It finds that nationality and time also are correlated with market share. The study concludes that shopping for a favorable outcome is an important factor in the UDRP. 相似文献
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Prof. Raymond C.K. Chen a neuropsychologist with the CAS Institute of Psychology has made novel progress in his studies of schizophrenia. His work has been reported by a recent issue of Behavioural Neurology.…… 《中国科学院院刊(英文版)》2008,22(1):15-15
Prof. Raymond C.K. Chen, a neuropsychologist with the CAS Institute of Psychology, has made novel progress in his studies of schizophrenia. His work has been reported by a recent issue of Behavioural Neurology. 相似文献
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《中国科学院院刊(英文版)》2014,(3)
<正>In Xishuangbanna,one of China’s most biodiverse regions,landscape has changed dramatically during the past three decades due to the conversion of tropical rainforest to rubber plantations.In steep areas,terraces are often constructed before planting rubber trees,which causes two important changes in the soil:the destabilization of soil in the bench terraces and the increased vulnerability of unvegetated riser faces to erosion.Few studies have documented the nature and intensity of erosion on bench terraces.Prof.LIU Wenjie and his colleagues from the Xishuangbanna Tropical Botanical Garden(XTBG)conducted a study in Menglun County(21°5′39″N,101°15′55″E),Xishuangbanna to evaluate the influence 相似文献
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Chinese Scientists Use Earth Observation Technologies to Study and Protect Wild Camels 总被引：1，自引：0，他引：1
《中国科学院院刊(英文版)》2014,(3):267-268
<正>Chinese scientists plan to apply Earth Observation technologies to protect the critically endangered wild camels(Camelus ferus).With the help of remote sensing,satellite positioning,geographical information system and wireless sensors networks,they will be able to access the distribution and population of the wild camels and protect their habitats.The project will be carried out by the International Research Center for Wild Camel Conservation,which was jointly established earlier this year by the Institute of Remote Sensing and Digital Earth(RADI)of the Chinese 相似文献
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WANG Sijia 《中国科学院院刊(英文版)》2014,(2):192-194
<正>The Paul Gerson Unna Research Group on Dermatogenomics was founded in October 2012 at the Partner Institute for Computational Biology.The ultimate goal of the group is to understand the biology of skin and skin appendages. 相似文献