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- European Options Exchange 欧洲期权交易所(荷兰)
- Black-Scholes equation has given the analytical formula of standard European options . 经典Black-Scholes公式已经给出标准欧式期权的解析公式。
- Bears can point to low share volatility, as measured by the Chicago Board Options Exchange's VIX gauge, as a sign of investor complacency. 芝加哥期权交易市场的VIX观测指出,较低的股票波动已经有了熊市的端倪,这可以看作是投资者满足感的一个标志。
- Recommend quantitative target inventory levels for the six European options, assuming a weekly periodic review replenishment. 假设定期一周铺货盘点一次,请为所选的这六个欧洲国家,提供目标量化水准之建议.
- Another measure, the Chicago Board Options Exchange equity put/call ratio, is near multi-month lows. 另一项指标,芝加哥期权交易所股票多空比率,目前接近数月低点。
- This Paper construct the mathematical model of stock prices,according to the model,investigate European options pricing. 根据股票价格运行周期规律 ,本文建立了股票价格的行为模型 ,并在此基础上研究了由股票产生的欧式期权定价
- Production outsourcing is considered as a series of European options and valuated by real option approach. 生产外包被看成是一种欧式期权并构建实物期权模型进行价值评价。
- Notably, the Chicago Board Options Exchange’s volatility index, or VIX, surged to a new high on Friday after stocks opened sharply lower. 值得注意的是,上周五股市开盘暴跌之后,芝加哥期权交易所波动率指数(VIX)飙升至新高。
- In this paper, an efficient model is developed to price European options in the presence of proportional transaction costs, basing the pricing model of Davis. 本文在基于效用的期权定价法(utility based option pricing model)基础上,建立了一个基于双曲绝对风险厌恶效用函数(hyperbolic absolute risk aversion,简记为HARA)、并引入交易成本的欧式期权定价模型。
- The Montreal Exchange, hardly a colossus, has successfully marketed its impressive SOLA trading system to bourses in Asia.Boston's options exchange already uses it. 蒙特利尔交易所,很那算大交易所,也将其优良的SOLA交易系统打入了亚洲的交易所市场,波士顿期权交易所已经在用它了。
- 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。
- The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) is a widely used measure of market risk and is often referred to as the “investor fear gauge”. 芝加哥期权交易所(CBOE)波动率指数(VIX)是衡量股市风险的常用工具,通常被称作“投资者恐慌指标”。
- In the particular financial market,the pricing formula of European option and application in value of project are considered. 结合具体金融市场 ,给出欧式期权的定价公式 ,并将其应用到项目价值的评估。
- In this paper,the formulas of the pricing European option are obtained by insurance actuary pricing without any other market assumption. 利用保险精算定价法;在对市场无其它任何假设条件下;获得了欧式期权的定价公式.
- Black and Scholes put forward for European option a price formula, in which stock price is subject to Geometry Brownian movement in a non-arbitrage analysis framework. Black & Scholes假设股票价格服从几何布朗运动,在一个无套利的分析框架下给出了欧式期权价格的定价公式。
- Bill Brodsky, chief executive of the Chicago Board Options Exchange, said the scandal showed that inspector-level staff had not received enough training to enable them sufficiently to check for fraud. 布拉斯基称,马多夫丑闻显示,美国证券交易委员会对检查员级别的职员培训不足,使他们难以发现诈骗。
- We also discuss the risk management parameters (Greeks) of Single-asset Option, such as Delta, Theta, Vega and Rho, and compare the different property of Greeks of American Option to those of European Option. 计算探讨了单资本期权有关的风险控制参数Delta、Theta、Vega和Rho,数值比较了美式期权和欧式期权中这些参数的异同。
- In this paper, we discuss the condition of exponential martingale for Ornstein-Uhlenbeck process model in detail and price bi-direction European option driven by Ornstein-in-Uhlenbeck process. 讨论了指数O-U过程模型所对应的指数鞅成立的条件,并用鞅方法定价了指数O-U过程模型双向欧式期权。
- FOX Futures and Options Exchange 期货和期权交易所
- Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices. 接着选择了美元与日元、美元与欧元币种组合的两得宝和期权宝,利用欧式外汇期权定价模型计算出2004年1月5日到2004年2月16日间22个交易日不同产品的理论价格区间范围,并将理论价格与市场价格作了比较;