不确定环境下定期分红股票贷款定价研究  

The pricing of stock loan with periodic dividends under uncertain environment

作　　者：张旭昌 王小胜 ZHANG Xuchang;WANG Xiaosheng(School of Mathematics and Physics,Hebei University of Engineering,Handan 056038,China)

机构地区：[1]河北工程大学数理科学与工程学院,河北邯郸056038

出　　处：《河北工程大学学报（自然科学版）》2018年第3期110-112,共3页Journal of Hebei University of Engineering:Natural Science Edition

基　　金：国家自然科学基金资助项目(61873084);河北省高等学校科学技术研究重点项目(ZD2017016)

摘　　要：基于不确定理论,根据定期分红股票模型,建立定期分红股票贷款定价方程,给出股票贷款价值的计算方法;根据2017年的金融数据进行实证研究,得出股票持有者应该进行股票贷款的结论。In this paper,we investigate the pricing problem of stock loan with periodic dividends in the framework of uncertainty theory. Based on the stock model with periodic dividends,the uncertain differential equation governing the value of stock loan is derived. Therefore,the formulas of price of stock loan can be obtained to provide support to decision-making for investors with large equity positions. In order to validate the effectiveness of the proposed method,the experimental datasets extracted from stock market are used as the testing target. The experimental results show that the stockholders should borrow through the stock market.

关 键 词：不确定理论 股票模型 定期分红 股票贷款定价 

分 类 号：F832.5[经济管理—金融学]