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replicating portfolio造句

"replicating portfolio"是什么意思   

例句與造句

  1. Replicating portfolios can be set up to replicate such options and guarantees.
  2. This ensures that the discounted replicating portfolio process is a Martingale under risk neutral conditions.
  3. In practice, replicating portfolios are seldom, if ever, " exact " replications.
  4. Since these exposures theoretically represent percentages of a replicating portfolio, we often apply the following constraints:
  5. It may be easier to value the replicating portfolio than to value the underlying feature ( options and guarantees ).
  6. It's difficult to find replicating portfolio in a sentence. 用replicating portfolio造句挺難的
  7. Therefore, a standard way of choosing the derivative " I " consists in choosing a replicating portfolios of options for " H ".
  8. One possible approach, and one that is gaining increasing attention, is the use of " replicating portfolios " or " hedge portfolios ".
  9. The notion of a replicating portfolio is fundamental to rational pricing, which assumes that market prices are arbitrage-free  concretely, arbitrage opportunities are exploited by constructing a replicating portfolio.
  10. The notion of a replicating portfolio is fundamental to rational pricing, which assumes that market prices are arbitrage-free  concretely, arbitrage opportunities are exploited by constructing a replicating portfolio.
  11. This model allows a custom benchmark for each portfolio to be developed, using the linear combination of style indices that best replicate portfolio style allocation, and leads to an accurate evaluation of portfolio alpha.
  12. The market price of those two instruments ( that is, the cost of buying this simple replicating portfolio ) might be $ 145-and therefore the value of the cashflows is also taken to be $ 145 ( as opposed to the face value of the total cash flows at the conclusion of the 7 years, which is $ 162 ).

相鄰詞匯

  1. "replicating function"造句
  2. "replicating lineage"造句
  3. "replicating machine"造句
  4. "replicating molecule"造句
  5. "replicating nanorobots"造句
  6. "replicating vector"造句
  7. "replicatings"造句
  8. "replicatio"造句
  9. "replication"造句
  10. "replication block"造句
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