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  • 匿名
关注:1 2013-05-23 12:21

求翻译:而基于复制技术的定价需要逐一确定投资组合中所有头寸的价值,对于结构复杂的信用衍生产品来说,这种技术很难实现。基于随机模型的定价是现在的主流方向,其中强度模型和混合模型的应用十分广泛。是什么意思?

待解决 悬赏分:1 - 离问题结束还有
而基于复制技术的定价需要逐一确定投资组合中所有头寸的价值,对于结构复杂的信用衍生产品来说,这种技术很难实现。基于随机模型的定价是现在的主流方向,其中强度模型和混合模型的应用十分广泛。
问题补充:

  • 匿名
2013-05-23 12:21:38
Replication technology-based pricing need to determine the value of all positions in the portfolio, for the structure of complex credit derivatives, this technique is difficult to achieve. Stochastic model-based pricing is now mainstream direction, the intensity model and the hybrid model is widely
  • 匿名
2013-05-23 12:23:18
While the pricing based on replication technologies need to be a case-by-case basis in determining the investment portfolio value, all position in the complex structure for the credit derivatives, this technique is very difficult to achieve. Based on a random model of pricing is now in the mainstrea
  • 匿名
2013-05-23 12:24:58
But based on the duplication technology fixed price needs to determine one by one in investment profolio all cash value, regarding the structure complex credit derivation product, this kind of technology is very difficult to realize.Based on the probabilistic model fixed price is the present mainstr
  • 匿名
2013-05-23 12:26:38
Pricing based on replication technology needs to determine the values of all positions in the portfolio, for complex credit derivatives, which is difficult to achieve. Pricing based on stochastic model is now a mainstream direction, strength of wide range of models and application of mixed models.
  • 匿名
2013-05-23 12:28:18
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