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股票贷款

STOCK LOANS

Mathematical Finance · 2007
被引 61
人大 BABS 3

中文导读

为股票贷款这一金融产品建立数学模型,通过定量分析明确其价值、贷款规模与利率的合理范围以及服务费用。

Abstract

This paper introduces a mathematical model for a currently popular financial product called a stock loan. Quantitative analysis is carried out to establish explicitly the value of such a loan, as well as the ranges of fair values of the loan size and interest, and the fee for providing such a service.

金融金融工程金融产品定价