英文标题:
《No such thing as a risk-neutral market》
---
作者:
D.L.Wilcox
---
最新提交年份:
2016
---
英文摘要:
A very brief history of relative valuation in neoclassical finance since 1973 is presented, with attention to core currency issues for emerging economies. Price formation is considered in the context of hierarchical causality, with discussion focussed on identifying mathematical modelling challenges for robust and transparent regulation of interactions.
---
中文摘要:
本文简要介绍了自1973年以来新古典主义金融学中相对估值的历史,关注新兴经济体的核心货币问题。价格形成是在等级因果关系的背景下考虑的,讨论的重点是确定对相互作用进行稳健和透明监管的数学建模挑战。
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
---
PDF下载:
-->