关于大经济金融市场

给出具有可测空间经纪人的大经济现货金融市场模型 ;讨论了资产结构完全时均衡的存在性 ;给出了以经纪人代表效用表出形式的金融资产定价公式 .模型更贴近于具有对称信息充分竞争的涵义.

Spot-Financial Market with Large Characteristics

In this paper, we give a model of spot\|financial market with measurable space of agents, which has further described the notion of "perfect competition". After the definition of equilibrium for such large economy, we claim the existence of market equilibrium under complete asset structures. Then discuss the problem of representative agent and, accordingly, give the representative agent pricing formula. We have also developed some relevant conclusions of classical spot\|financial market.