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基于不确定理论的结构性人民币存款产品的定价
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作者 吕桂稳 徐萍 张彦学 《工程数学学报》 CSCD 北大核心 2024年第5期931-946,共16页
结构性人民币存款产品和人民币存款不同。它是一种能使投资者在承担一定风险的基础上,获得比人民币存款更高收益的金融产品。在不确定理论的框架下,分别对无收益率上限的保本型股票指数挂钩结构性人民币存款产品与股票指数挂钩结构性人... 结构性人民币存款产品和人民币存款不同。它是一种能使投资者在承担一定风险的基础上,获得比人民币存款更高收益的金融产品。在不确定理论的框架下,分别对无收益率上限的保本型股票指数挂钩结构性人民币存款产品与股票指数挂钩结构性人民币存款产品进行定价,并给出了相应的数值例子。最后,应用Matlab软件对这两种金融产品进行了风险分析,为投资者购买该类产品提供了合理的建议。 展开更多
关键词 不确定理论 不确定微分方程 不确定金融 结构性人民币存款产品
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Challenges of Structure in Today's Architectural, Economic and Social Context
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作者 Jorge Bemabeu Larena Alejandro Bemabeu Larena 《Journal of Civil Engineering and Architecture》 2013年第12期1514-1521,共8页
The recent establishment of a digital culture and society, together with current financial crisis and urgent energetic and climatic needs, has radically changed the architectural scene from the optimism of some years ... The recent establishment of a digital culture and society, together with current financial crisis and urgent energetic and climatic needs, has radically changed the architectural scene from the optimism of some years ago to a situation of uncertainty and huge social demands and challenges. In this context, it is suggested to rethink the role of structure in architecture, such as an enabler, a guide and a catalyst. The purpose of this paper is to present the economic, cultural and social context in which architecture develops nowadays. The method, to suggest a discussion on which role the structure may adopt in the architecture to come. The achievement, to highlight its potential to face current requirements and challenges. 展开更多
关键词 Structural engineering design concept social architecture CRITICS
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Today's Risks and Difficulty of Chinese Commercial Banks
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作者 Dong Liwei Hai Dong 《Journal of Modern Accounting and Auditing》 2012年第10期1535-1540,共6页
According to the Top 1,000 world banks released by the British authoritative magazine The Banker, the profits made by Chinese banking industry in 2011 had accounted for one-third of the global banking profits, and nea... According to the Top 1,000 world banks released by the British authoritative magazine The Banker, the profits made by Chinese banking industry in 2011 had accounted for one-third of the global banking profits, and nearly 100 banks had been included in the Top 1,000 world banks list. This proves that China's commercial banks have been standing in the forefront of the world. While achieving such impressive results, China's risks and uncertainties due to the constraints of the internal and external environment cannot be ignored. Those risks are mainly about the risks of the over-estimation of the expected return for financial products, the high credit concentration, as well as the seldom use of financially derivative products. Therefore, it is difficult to avoid risks by the portfolio management, which restricts the further improvement of the competitiveness of commercial banks. 展开更多
关键词 expected return credit concentration risk control
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