【摘要】 在已知无红利支付证券的价格遵循伊藤随机微分方程的基础上 ,利用随机微分方程与偏微分方程的关系 ,对由该扩散型随机过程所描述证券的投资风险进行了估计 ,得到了关于风险指标的动态特性更多还原

【Abstract】 Based on the assumption that the price of securities which has no interests is subject to Ito stochastic differential equations, with the aids of the relationship between the stochastic differential equations and partial differential equations, the securities’ risk of investment is estimated and the dynamic characters on the risk are attained更多还原