| 无投机假设在投资理论中的应用 |
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| 引用本文： | 张海永.无投机假设在投资理论中的应用[J].苏州科技学院学报(自然科学版),2007,24(3):30-34. |
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| 作者姓名： | 张海永 |
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| 作者单位： | 重庆师范大学,数学与计算机科学学院,重庆,400047 |
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| 摘 要： | 提出了无投机假设思想并用数理公式加以表述，运用这个假没思想可以巧妙地避开构建复杂的套利组合来完成对上述公式的证明。同时，无投机假设思想还可以拓展到浮动利率债券价格和不支付红利股票的期权价格的确定。并给出了这种思想的应用实例。
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| 关 键 词： | 无投机 贴现因子 期货价格 浮动利率债券 期权价格 |
| 文章编号： | 1672-0687（2007）03-0030-05 |
| 修稿时间： | 2006-11-28 |
No-Speculation Hypothesis' Application in Invesments |
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| ZHANG Hai-yong.No-Speculation Hypothesis'''' Application in Invesments[J].Journal of University of Science and Technology of Suzhou,2007,24(3):30-34. |
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| Authors: | ZHANG Hai-yong |
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| Affiliation: | Mathematics and Computer Science Institute, Chongqing Normal University, Chongqing 400047, China |
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| Abstract: | This paper puts forward no-speculation hypothesis and formulates it, With this hypothesis, these formulas can be skillfully proved with no establishment of complex arbitrage combination. On the other hand, the hypothesis can also be generalized to ascertain the floating rate bonds price and no-bonus stock option price. The practical examples in this paper show the use of the hypothesis in these domains. |
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| Keywords: | no-speculation discount factor futures price floating rate bond option price |
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