Equivalence analysis of two stochastic dominance risk order 兩類隨機控制風險序的等價性分析
Next , this paper presents the theoretical foundation of k expected shortest path , which justifie s the algorithm ( k - esp , k - pfsd algorithm ) , based on a weaker stochastic consistency condition and stochastic dominance 基于隨機一致性假設和隨機優(yōu)勢的概念給出了k期望最短路徑問題的理論基礎和算法( kesp 、 kpfsd算法) ,并證明了算法的正確性。
Study work mainly is : part one , look back and look ahead the financial development history and present situation that derives market and the futuristic tendency , summarize domestic and international theory and method about venture capital investment , discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two , establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three , covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four , have looked back the concept of option , the price relation of option and black - scholes option price formula , have put forward option price formula of the discounted value of option present value ; part five , have looked back the financial concept and its classfication that financial derivatives risk , have summarized financial risk management theory , measured and assessed methods of financial derivatives risk 主要研究工作為:第一章,回顧和展望金融衍生市場的發(fā)展歷史、現(xiàn)狀和未來,綜述國內(nèi)外關(guān)于風險投資的理論與方法,論述建立和發(fā)展我國金融衍生市場的必要性及重要意義;第二章,建立投資者的隨機期望效用與投資風險之間的關(guān)系? ?平均隨機占優(yōu);第三章,均值方差模型協(xié)方差矩陣的靈敏度分析與模糊分析;第四章,回顧了期權(quán)的概念、期權(quán)的價格關(guān)系和black - scholes期權(quán)定價公式,提出了歐式看漲期權(quán)價格的折現(xiàn)值所滿足的微分方程;第五章,回顧了金融衍生品風險的概念及其分類,總結(jié)了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。