摘要
在阐述套利定价理论的基本内容的同时 ,分析了这一理论方法应用于金融商品定价的基本思路以及它与风险中性定价法的一致性 ,指出套利定价理论是以市场有效为基础 ,反映了所有商品供给与需求关系的一种均衡价格方法论。
The author expounds arbitrage pricing theory, its application in the financial market and its consistency with neutral risk pricing method. This theory, which is based on EMH, uses equilibrium methodology to establish the relationship between supply and demand.
关键词
金融理论
套利定价
均衡价格方法
financial theory
arbitrage pricing
equilibrium methodology
