stochastic discount factor

常见例句

This paper introduces the emergence and development of asset-pricing theory, and then focuses on the stochastic discount factor model (SDF) and the empirical study.
介紹了資産定價理論的産生和發展，主要分析了隨機折現因子模型（SDF）及其實証研究。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
現代金融學的許多經典問題，如套利定價原理以及風險中性定價等都可以用隨機折現因子模型理解，隨機折現因子模型是資産定價模型的統一框架。