搜索结果: 1-3 共查到“货币银行学 risk premium”相关记录3条 . 查询时间(0.062 秒)
European global banks intermediating US dollar funds are important in influencing credit conditions in the United States. US dollar-denominated assets of banks outside the US are comparable in size to...
Noise, risk premium;and bubble
the market risk premium vector physical measure anomalous price dynamics
2011/3/30
The existence of the pricing kernel is shown to imply the existence of an ambient information process that generates market filtration. This information process consists of a signal component concerni...
From the decompositions of a stopping time to risk premium decompositions
Random times classification of stopping times enlargements of filtrations
2010/11/3
We build a general model for pricing defaultable claims. In addition to the usual ab-
sence of arbitrage assumption, we assume that one defaultable asset (at least) looses value when the default occu...
