查询词典 spread arbitrage

For a finite-security and finite- state financial market with three forms of friction: ask-bid spread, transaction costs and tax, by using the theory of convex analysis and some optimization techniques, a series of necessary and sufficient conditions are established to characterize weak and strong no-arbitrage respectively.

对存在买进卖出价差、交易费和税收三种摩擦和有限个可能的自然状态的金融市场，利用凸分析理论和最优化技术刻划出了强无套利和弱无套利的一系列充要条件，以往许多这方面的结果均是我们的特例。

Commodity speculators have been using cheap credit to play the arbitrage spread between futures and spot on the oil markets.

日用品投机者已经使用廉价的信用完成了期货和现货石油市场的套利。

Interdelivery spread as a kind of arbitrage is very important as to the price discovery, market activity and risk management.

跨期套利作为套利交易的一种操作方式，在期货市场上对于价格发现，增加市场流动性，规避风险都有重要的作用，因此研究和倡导套利交易对于发展与稳定期货市场是必要的。

Hence this study purposed on the relationship between strike prices and premium through empirical research and try to find a strategy of arbitrage on spread of market anomaly.

所以本文冀希将实务研究导入选择权交易中的各个履约价和其相关权利金间是否存在一必然关系性来做为研究目的，也冀希从研究中找寻一可行性之套利策略以探求市场异质性之价格误谬进行套利目的。

This paper demonstrates arbitrage strategy spread between time value and space value based on TXO(Taiwan Stock Exchange Capitalization Weighted Stock Index)in order to find maximums profile and lowest risk space in the real index market.

本文针对台指选择权在实务上之时间价值和空间价值的交易策略价差模型加以探讨，以发现最大获利点和最低风险空间。

Given a stochastic term structure of default-free interest rates and a stochastic maturity specific credit-risk spread, the arbitrage free swap values can then be priced under domestic martingale measure.

经由给定无违约风险的期间利率结构，以及随机到期的特定信用风险补偿，得到在平赌测度下的无套利交换价值。

This text pressed an on trial pedestal each zero partses to carry on a detailed calculation and the school pit to the liquid in introducing the background of the topic research and the foundation of the meaning:Pass to draw up towards experimenting the pedestal system principle diagram, explain the work principle of the system and manipulate a method;Pass the calculation to the system pressure,discharge, choose the oil pump,pipeline and valve door;Pass the calculation to deliver the calories to system, make sure the physical volume of the fuel tank and choose heating apparatus with spread a hot machine;Pass to spread a design of move the system to the pump station, choose to keep the strength that the gear cone wheel gear spread to move to combine a school to check stalk.

本文在介绍课题研究的背景及意义的基础上，对液压试验台各零部件进行了详细的计算和校核：通过对试验台系统原理图的拟订，说明了系统的工作原理和操纵方法；通过对系统压力、流量的计算，选择了油泵、油管和阀门；通过对系统发热量的计算，确定了油箱的体积并选择了加热器和散热器；通过对泵站传动系统的设计，选择了直齿圆锥齿轮传动并校核了轴的强度。

This text pressed an on trial pedestal each zero partses to carryon a detailed calculation and the school pit to the liquid inintroducing the background of the topic research and the foundationof the meaning:Pass to draw up towards experimenting the pedestalsystem principle diagram, explain the work principle of the systemand manipulate a method;Pass the calculation to the systempressure,discharge, choose the oil pump,pipeline and valvedoor;Pass the calculation to deliver the calories to system, makesure the physical volume of the fuel tank and choose heatingapparatus with spread a hot machine;Pass to spread a design of movethe system to the pump station, choose to keep the strength thatthe gear cone wheel gear spread to move to combine a school tocheck stalk.

本文在介绍课题研究的背景及意义的基础上，对液压试验台各零部件进行了详细的计算和校核：通过对试验台系统原理图的拟订，说明了系统的工作原理和操纵方法；通过对系统压力、流量的计算，选择了油泵、油管和阀门；通过对系统发热量的计算，确定了油箱的体积并选择了加热器和散热器；通过对泵站传动系统的设计，选择了直齿圆锥齿轮传动并校核了轴的强度。

The present paper uses the direct sequence spread spectrum technology, key to short-wave communication and direct sequence spread spectrum correspondence characteristic as well as union advantage, wide frequency code production, the direct sequence spread spectrum communications system technology and the principle, the wide frequency synchronization technology, the RAKE receive technology has conducted the research and the analysis.

本论文采用直接序列扩频技术，重点对短波通信与直接序列扩频通信的特点以及结合的优点，扩频码的产生，直接序列扩频通信系统的技术与原理，扩频同步技术，RAKE接收技术进行了研究与分析。

Using the huygens' principle, the modules revise the spread of forest fire spread model, and predicts the purpose of the forest fires and the spread of the main laws.

通过修改成熟的蔓延模型进行林火蔓延模拟达到模型预测的目的，并反映林火蔓延的主要规律。

He became prime minister in 1997 and won international acclaim for his role in the Northern Ireland peace process.

他在1997年成为总理，并且因为在北爱尔兰的和平进程中发挥的作用受到国际社会的赞许。

Mixed Page Sorting Method Using the cuttable user model, this thesis proposes a mixed page sorting method by using cutted user model in server-side and complete user model in client-side.

隐私分级利用的混合式页面排序方法针对个性化搜索中搜索结果排序的问题，本文利用隐私可控开放的用户偏好模型，提出一个在客户端和服务器端分步进行的隐私分级利用的混合式页面排序方法。