无风险利率的英文

• risk free rate
• risk-free interest rate
• risk-free rate of interest

• "无"英文翻译    not have; there is not; be w ...
• "风险"英文翻译    risk; hazard; danger
• "利率"英文翻译    an interest rate
• "无风险" 英文翻译 :    nr no risks
• "风险利润" 英文翻译 :    venture profit
• "无风险比率" 英文翻译 :    risk-free rate
• "无风险对冲" 英文翻译 :    delta hedge
• "无风险回报" 英文翻译 :    risk-free return
• "无风险资产" 英文翻译 :    risk-free asset
• "卸后无风险" 英文翻译 :    nrad no risks after discharge
• "delta无风险对冲" 英文翻译 :    delta hedge
• "无风险的投资" 英文翻译 :    a secure investment
• "无风险回报率" 英文翻译 :    risk free rate of return
• "无风险收益率" 英文翻译 :    risk-free rate
• "无风险贴现率" 英文翻译 :    risk free rate
• "利率风险" 英文翻译 :    irr interest rate risk; rate risk
• "delta式对冲；无风险对冲" 英文翻译 :    delta hedge
• "无风险投资收益率" 英文翻译 :    riskless rate of return
• "无风险证券组合投资" 英文翻译 :    riskless portfolio
• "无风" 英文翻译 :    breezeless; ash breeze; [气象学] calm
• "规避利率波动风险" 英文翻译 :    hedging interest rate risk
• "利率变动风险防范" 英文翻译 :    immunization
• "利率与清算风险" 英文翻译 :    interest rate & liquidity risks
• "毫无风险,但只要材料既不松软也不" 英文翻译 :    there is no risk involved, as long as the material is neither crumbly nor
• "无风险回报，相当于90天期国债回报" 英文翻译 :    risk-free return

• Risk - free interest rate
  无风险利率
• In following such a pricing approach , the risk - free rate does not need to be known
  解决了如何在实际测度及不知无风险利率的情况下对一般（可能不可交易）资产进行定价的问题。
• The cause is that is very difficult to predict the stock market future cash dividends and to choice the riskless interest rate reasonably
  这是因为在合理预报股市未来现金股利大小和选择无风险利率时遇到了困难。
• The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature
  并通过无风险利率与到期期限之间的函数关系来确定无风险利率的期限结构。
• 9remember that the risk premium is the difference between the investment ' s expected return and the risk - free rate . for treasury bills , the difference is zero
  9记住风险溢价是投资的期望回报率和无风险利率之间的差额。对短期国库券来说，这一差额为零。
• Step by step , it also review facts such as the model , norm , no risk interest and the lenth of time unit which make some effects on the funds time chooing ability
  分步骤的考量：模型、基准、无风险利率、研究时间单位的长短对基金择时能力的影响和中国特色。
• On the assumption that the spot rate of interest is a deterministic function and the information cost of creditor and shareholder is const , result shows that : the credit spread goes to creditor ' s information cost when maturity date goes to zero
  假设无风险利率是一个确定性的函数，债权人和股东的信息成本为常数，分析了信息成本对信用利差期限结构的影响。
• Provided that stock price process is a jump - diffusion process , the rate of return and the volatility are functions of time , the pricing formula of exponential european jump option can be obtained with the principle of equivalent martingale measure
  摘要假定股票价格过程服从跳跃扩散过程，且无风险利率，股票收益率、波动率均为时间函数，利用等价鞅测度方法得出了支付函数为幂型的欧式期权定价公式。
• ( 3 ) it proved that the factors such as technology , market , management , fund and policy environment make different impaction on the result of the valuation of the investment opportunity of hi - tech enterprise during different developmental phases . ( 4 ) the competition intensity , the time lag of investment and the riskless rate make great negative impaction on the option value of hi - tech enterprise . ( 5 ) the conclusion of analysis achieved from which the varieties of the market supply and the market demand make impaction on the result of the valuation accord with the conclusion of analysis achieved from which the varieties impact to price on economics
  本文的主要研究成果如下： ( 1 )投资机会价值在高新技术企业价值评估中占有重要的地位； ( 2 )在提出的投资机会价值评估模型的基础上，结合实际，深入探讨随机跳跃频率下的评估结论对投资决策的影响； ( 3 )从定性和定量两个角度系统地说明了技术、市场、管理、资金及政策对评估结论的影响程度是随着企业发展阶段的不同而不同； ( 4 )证明了外部竞争强度、投资的时滞和无风险利率对企业的期权价值评估产生极大的负影响，即外部竞争强度越强、投资的时滞越长和无风险利率越大，企业的期权价值就越低，反之就越高； ( 5 )市场需求和供给的分析结果与从经济学上的供需对产品价格的影响结论是一致的。
• Underlying the assumption that the stock price accords with the model of the stock price fluctuating sources , by comprehensivily applying the stochasitic differential theory and no - arbitriagc thcory , this paper , under the conditions that the risk - free rate r is constant or ito stochasitic process , successively works out the option pricing about the stock price model with that the short - term profit function is piecewise lecture function arid that one with that the short - term profit function is possion jump process , derivats counterpart partial differential equation of option pricing . the outcome states : 1 . when the short - term profit function is unusual flunctuating sources bring out a piecewise lecture function , this amendment on the lognormal distribution model does not improve the option price , because this partial differential equation of option pricing is the same one underlying the lognormal distribution model ( see equation 2 . 14 )
  本文基于股价符合波动源模型的假设，综合运用随机微分理论等数学原理和无套利理论等金融理论，依此对短期收益率函数为分段阶梯函数和possion跳跃过程的股价波动源模型分别在无风险利率是常数和随机过程的条件下作了期权定价，推导出了相应的期权定价偏微分方程，结果表明： 1 、由异常波动源带来的短期收益率函数是分段阶梯函数时，这种对股价对数正态分布模型的修正不能改善期权价格，因为基于这种模型的期权定价偏微分方程与基于股价对数正态分布模型的期权定价偏微分方程完全相同(见方程2 . 14 ) 。

• 无风险利率的法语：Taux sans risque
• 无风险利率的俄语：Безрисковая процентная ставка
• 无风险利率的阿拉伯语：عائد خالي من المخاطرة;