金融市场定价理论前沿综述

A Summary of the Financial Market Pricing Theory

本文详细论述了金融市场的测量动态定价理论的构建方法和过程,并且就该理论与有效市场理论、APT模型、CAPM模型以及其他的一些相关的典型模型进行了比较分析,由此得到一个重要论断:测量动态定价理论是包含标准数理金融理论的更具有一般性的理论,它必将带来金融资产定价的一次革命性变革。

Discoursing upon the construction and process of the survey dynamic pricing theory of financial market, the author conducts a comparison of the theory with others like effective market theory, APT model, CAPM model, and etc. The study leads to an important conclusion - as a theory of broader applicability with logistic financial assumptions, it will revolutionize the pricing of financial assets.