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- On Real Option Pricing Method under Changing Risk-Free Rate 无风险利率变化时的实物期权定价方法研究
- Survey of option pricing methods 期权定价方法综述
- Option Pricing Method and Investment Risk Analysis for Structured Deposits of Foreign Currency 外汇结构性存款的期权定价方法及投资风险分析
- Research on the Passage Problem of Decision-making Value in Real Option Pricing Method 实物期权评价方法中决策阈值的可达性问题研究
- Discussion on Deciding Loan Interest Rate of Commercial Bank in Option Pricing Method 确定商业银行贷款利率的期权方法探讨
- option pricing method 期权定价
- The European B-S model of option pricing is extended. 对欧式期权定价的B-S模型进行了推广。
- By means of Girsanov theorem and martingale method, we obtain compound option pricing formula and hedging strategy of European contingent claim. 通过Girsanov定理和鞅表示方法,得到欧式未定权益的复合期权定价公式及其套期保值策略。
- By Black|Scholes option pricing equation, we put forward a new simple method to estimate Capital Charge Ratio asked for the commercial bank in deposit insurance. 用布莱克·修斯公式的欧式期权定价方法提出了计算银行资产储备金费率的一个新的数学方法;适用于指导央行制订金融储备金费率.
- NPV method ignores the value of timing and it has some shortages.Applying option pricing theory to analyze investment decision provides a new train of thought. 应用期权理论进行投资决策分析,给以NPV为基本方法的决策研究提供了一种新的思路。
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- Therefore, Black-scholes option pricing model can be used for stock pricing. 因此可以用布莱克-斯科尔斯期权定价模型对股票进行定价。
- Karatzas introduced the pricing method of finantial barrier option on Black-Scholes model when the bonus rate is zero. We consider the investing tragity from this point and it demands that the bonus rate is not zero. Karatzas基于Black-Scholes定价模型基础介绍了红利等于零情况下对金融障碍期权的定价方法,我们以此作为出发点考虑项目投资策略的情况,而在障碍实物期权的模型中有对红利不等于零的要求。
- By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral,we get European exchange rate call option related with the stock. 将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
- The model of European option pricing for a given stochastic differential equation driven by the Brownian motion and Poisson process is obtained and the solution of the model is given out by using Ito formula and the method of stochastic differential. 针对布朗运动和泊松过程共同驱动下股票价格的随机微分方程;利用Ito公式和随机积分的方法;得到了该形式下欧式期权定价的模型;并给出了模型的求解.
- New bond issue, Pricing model, Pricing method Bond has always been considered as an investme. 显示目录中国债券市场新债定价研究清华大学经济管理学院。
- Divided : Addition cost pricing method and target profit pricing, changes in cost pricing, breakeven Pricing four. 其分为:成本加成定价法、目标利润定价法、变动成本定价法、盈亏平衡定价法 四种。
- Black Scholes model has solved European option pricing in efficient market successfully. Black Scholes模型成功解决了有效证券市场下的欧式期权定价问题。
- This paper proposes a new interruptible pricing method according to the reliability theory. 文中基于可靠性理论,提出一种新的可中断电价设计方案。
- Liu, S.I. and Y.C.Liu. (2008).Threshold-GARCH Option Pricing: A Trinomial Tree Approach. 陈韵文、刘淑莺及王仁宏(2005).;选择权评价模型-台湾上限型认购权证评价之实证研究;台湾金融财务季刊;第六辑第三期;123-140页