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  • 简介:Inthefinancemarket,riskhappenedintwopattern.Inonecase,extremevolatilitytogetherwithashortbalancetimeleadstoagreatpanictothemarket.Onthecontrary,ifthevolatilityissmaller,thetimeperiodwillusuallybelonger.Itwillbringmanyinfectionstovariousrelatedfields,whichcauseswiderrangeinfluencestotheeconomy.Bothcaseshurtfinancialmarketandtheeconomyitselfdeeply.Inthispaper,wedevelopedanovelmarketregulationmethodinwhichtheconflictoffluctuationtimeandvolatilitywillbebalanced.Itdescribesawaytocomputeaportfolioofrelativelyshorttimeperiodtogetherwithsmallerfluctuationvolatilitybyusingageneralpredictionalgorithmbasedonovershootincybernetics.Itcanalsogiveexplanationtocounter-cyclicalsupervisiontheoryandmacro-prudentialregulation.Furthermore,itcanprovidenumericaloperationguideforcountercyclicalsupervisiontheoryandmacro-prudentialregulation.

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  • 简介:THEPERSPECTIVEOFSICHUANEXPANDINGMARKETINSOUTHASIA一ANFORWARDANALYSISChenJidongSouthAsiaisacloseneighborofSichuanprovince,andth...

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  • 简介:5.PricesoflanthanumandceriumproductsdecreasedgraduallyafterreachingthehighPricesoflanthanumandceriumproductsroserapidlywithholisticpricesoaringinrareearthmarketduring2011.However,affectedbythesluggishdemandfrominternationalcrudeoil,petroleumcrackingcatalysts,glass,specialmaterialsandbatteryindustries,thepricedroppedgraduallyafterithitthehighestlevel.Thehighestpriceoflanthanum

  • 标签: 稀土市场 市场展望 产品价格 中国 审查 裂化催化剂
  • 简介:Binomialno-arbitragepricehaveamethodisthetraditionalapproachforderivativepricing,whichis,thecompletemodel,whichmakespossibletheperfectreplicationinthemarket.Riskneutralpricingisanappropriatemethodofassetpricinginacompletemarket.Wehavediscussedanincompletemarket,anon-transactionassetthatproducesincompletenessofthemarket.Aneffectivemethodofassetpricinginincompletemarketsistheundifferentiatedpricingmethod.ThistechniquewasfirstlyintroducedbyBernoulliin(1738)thesenseofgambling,lotteryandtheirexpectedreturn.Itisusedtocommandinvestors'preferencesandbetterreturnstheresultstheyexpect.Inaddition,wealsodiscusstheutilityfunction,whichisthecoreelementoftheundifferentiatedpricing.Wealsostudiedsomeimportantbehaviorpreferencesofagents,andinjectedexponentialeffectofriskaversioninthemodel,sothatthemodelwasnonlinearintheprocessofclaimsettlement.

  • 标签: COMPLETE Market Model OPTION PRICING Nonlinear
  • 简介:Theyearl999wasundoubtedlyunforgettableforChina’smobilephonepioneers.Withhelpfromtherelevantdepartments.theycouldstandoutconspicuouslyinthefieldofhi-tech1mobiletelecom.However,itisanunavoidableandcruelfactthatover80%ofthemobilephonemarketinChinahasbee...

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  • 简介:Inthepowermarketenvironment,duetotheuncertaintyofthereservoirinflowandthepoolpurchaseprice,itisveryimportanttoresearchpowergenerationriskdispatchofhydropowerplants,takingintoconsiderationthebenefitsandriskcontrolofbothsides.Thispaperinvestigatespowergenerationriskdispatchofhydropowerplantsinthemarketenvironment,andproposesamathematicalmodelwhichconsidersmaximizationofbenefitsandriskcontrol,reflectscontrolwillingnessofriskandbenefits,...

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