摘要翻译:
本文提出了一个带有佣金的货币兑换操作的经济物理模型。为此目的,使用了一些类似和相似的过程,在电化学系统框架中发生的过程,由电极沉入电解质溶液中,货币兑换和国际货币购买力的确定过程。文中还介绍和分析了电极/电解质分离面上的一些接触现象,电化学源工作的物理原理,以及要兑换的货币的销售吸引力或“电位”的确定。
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英文标题:
《An Econophysics Model for the Currency Exchange with Commission》
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作者:
Ion Spanulescu, Victor A. Stoica and Ion Popescu
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最新提交年份:
2010
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Portfolio Management 项目组合管理
分类描述:Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类:Quantitative Finance 数量金融学
二级分类:Pricing of Securities 证券定价
分类描述:Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要:
In this paper an econophysics model for the currency exchange operations with commission is proposed. With this purpose some analogies and similarities of the processes that take place in the frame of the electrochemical system made from electrodes sunk into a solution of electrolytes and the process of the currency exchange and determination of the international currency purchasing power have been used. Some contact phenomena at the electrode/electrolyte separation surface, the physical principles of an electrochemical source operation and the determination of the sale attractiveness or the "potential" of the currency that is to be exchanged are also introduced and analyzed.
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PDF链接:
https://arxiv.org/pdf/1005.0313