连续时间资产收益模型普遍应用于金融市场领域分析当中,近年来国内外金融市场飞速发展的同时出现波动的频率也在不断加剧,金融风波、次贷危机、欧债危机等等问题的发生,给金融界人士构成了极大的困扰。为了使金融资产领域内的现象发生机制以及具体含义更加清晰化、更具操作指导性,为了单位以及个人规避金融风险的能力与水平,贝叶斯相关理论的研究与分析进一步深入化,本文将对其在资产收益模型构建方面的应用展开探讨。 Continuous time asset return model is widely used in the field of financial market analysis, the rapid development of domestic and foreign financial markets in recent years, while the frequency of fluctuations are also increasing, the financial crisis, the subprime mortgage crisis, the debt crisis and so on, to The financial community poses a great deal of distress. In order to clarify the mechanism and the specific meaning of the phenomenon in the field of financial assets more operational guidance, in order to unit and individual ability and level of avoiding financial risks, further research and analysis of Bayesian theory, Discuss its application in the construction of asset return model.