查询词典 arbitrage of exchange

In this dissertation, we study some fundamental issues on whether there exists arbitrage in the complicated finical market by employing no-arbitrage approach, optimization theory and convex analysis, and establish some ar-birage pricing model.

本文应用金融学的无套利分析方法并结合优化理论和凸分析等数学工具，研究复杂多变的金融市场中是否存在套利等基本问题，建立了一些新的套利定价模型。

Firstly, we characterize the strong no-arbitrage and weak no-arbitrage in terms of some convex programming problem.

首先利用一个凸规划刻画了无套利条件，并讨论了无套利条件与状态价格向量之间的关系。

Furthermore, we discuss the relatioship between the no arbitrage condition and the state prices vector, then characterize the no arbitrage conditions in terms of the dual theorem of optimization.

然后利用优化理论中的对偶问题刻画了摩擦市场下的无套利条件，最后讨论了无套利条件与期限结构之间的关系。

By defining ε-hedging strategy, applying duality principle of linear programming and martingale measure theory, we present a kind of calculation method for the seller's arbitrage price and the buyer's arbitrage price of capital asset in finite security market.

在定义ε-套期保值策略的基础上，采用线性规划对偶原理和鞅测度理论，给出了有限证券市场资本资产的卖方套利价格和买方套利价格的计算方法。

The mathemationcal formulation is based on a locally convex topological space for arbitrage freeness,approximate arbitrage freeness and no free lunc hes.

本文研究具有摩擦的证券市场中资产定价，即在局部凸拓扑空间中弱与强无套利、弱与强近似无套利及弱与强没有免费午餐。

The fusion between the mutually contradicted forms of to sell and to buy the arbitrage. Their combined proposition, the dual arbitrage is the negation of the negation. Deducted by analogy, when summarizing all the trading forms, we can find that they all conform to the trinity philosophy of Hegel. As Marx said,"In Greek, this is the positive, negative and combined proposition. And to those readers who cannot understand Hegel"s language, we tell them a holly formula: positive, negative and the negation of the negation. All these trading forms follow the principles of the change of quantity and quality, the contradictive unification and the negation of the negation.

我们把套期保值交易看作正题，那么，卖出套期保值是肯定一一买入套期保值是否定，这两个包含在反题中的对抗因素的斗争，形成辩证运动；卖出套期保值和买入套期保值就可以互相转化；这两个彼此矛盾的交易，形成新的合题，就形成一个新的交易形式，即卖出套期保值和买入套期保值这两个彼此矛盾的融合，它们的合题——双向套期保值是否定之否定。

Combined with the financial futures theory , accounting of corporation engaged in IRFs is further discussed .And four kinds of IRFs transaction including speculation , spread , arbitrage and hedge are studied in detail. Accounting of arbitrage and accounting of spread , which are often ignored by most research on the derivative financial instruments accounting , are also studied .

对利率期货投资企业会计，在现有衍生金融工具会计的研究中，大多对套利交易、套购交易会计问题采取存而不论的态度，本文按照交易方式将利率期货交易进一步分为利率期货纯粹投机交易、套利交易、套购交易和套期保值交易四部分进行了尝试性的讨论。

If larger investment, under the guidance of professionals in the use of some investment instruments, such as the use of treasury bonds repurchase purchase of new shares, using repurchase cross-city arbitrage, using a similar bonds due between the yield gap arbitrage.

若投资较大，可以在专业人士的指导下，利用一些投资工具，例如利用国债回购申购新股，利用回购跨市套利，利用到期期限相近国债间的收益率差套利等。

It is also proved that arbitrage is equivalent to strong arbitrage in the nonproportional case.

我们还证明了在不成比例交易费的市场中，套利与强套利是等价的。

It is proved that there is no strong arbitrage in the proportional case if and only if there is no strong arbitrage in the nonproportional case.

我们证明了不成比例交易费的市场不存在强套利机会等价于成比例交易费的市场不存在强套利机会。

But this is impossible, as long as it is engaging in a market economy, there are risks in any operation.

但是，这是不可能的，只要是搞市场经济，是有风险的任何行动。

We're on the same wavelength.

我们是同道中人。