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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Solvency cone ： ウィキペディア英語版 Solvency cone The solvency cone is a concept used in financial mathematics which models the possible trades in the financial market. This is of particular interest to markets with transaction costs. Specifically, it is the convex cone of portfolios that can be exchanged to portfolios of non-negative components (including paying of any transaction costs). ==Mathematical basis== If given a bid-ask matrix $\backslash Pi$ for $d$ assets such that $\backslash Pi\; =\; \backslash left(\backslash pi^\backslash right)\_$ and $m\; \backslash leq\; d$ is the number of assets which with any non-negative quantity of them can be "discarded" (traditionally $m\; =\; d$), then the solvency cone $K(\backslash Pi)\; \backslash subset\; \backslash mathbb^d$ is the convex cone spanned by the unit vectors $e^i,\; 1\; \backslash leq\; i\; \backslash leq\; m$ and the vectors $\backslash pi^e^i-e^j,\; 1\; \backslash leq\; i,j\; \backslash leq\; d$. 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「Solvency cone」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.