翻訳と辞書 Words near each other ・ Self-evaluation motives ・ Self-evidence ・ Self-executing order ・ Self-executing right ・ Self-executing rule ・ Self-existing Perfection ・ Self-expandable metallic stent ・ Self-expansion model ・ Self-experimentation ・ Self-experimentation in medicine ・ Self-explanatory ・ Self-expression values ・ Self-extracting archive ・ Self-fabric ・ Self-fashioning ・ Self-financing portfolio ・ Self-flagellation ・ Self-focusing ・ Self-focusing transducers ・ Self-framing metal buildings ・ Self-fulfilling crisis ・ Self-fulfilling prophecy ・ Self-fulfillment ・ Self-funded health care ・ Self-governance ・ Self-governance of Singapore ・ Self-governing colony ・ Self-Government Army ・ Self-Government Guiding Board ・ Self-gravitation Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Self-financing portfolio ： ウィキペディア英語版 Self-financing portfolio A self-financing portfolio is an important concept in financial mathematics. A portfolio is self-financing if there is no exogenous infusion or withdrawal of money; the purchase of a new asset must be financed by the sale of an old one. == Mathematical definition == Let $h\_i(t)$ denote the number of stock number 'i' in the portfolio at time $t$, and $S\_i(t)$ the price of stock number 'i' in a frictionless market with trading in continuous time. Let $$ V(t) = \sum_^ h_i(t) S_i(t). Then the portfolio $(h\_1(t),\; \backslash dots,\; h\_n(t))$ is self-financing if $$ dV(t) = \sum_^ h_i(t) dS_(t). 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Self-financing portfolio」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.