您要查找的是不是：
- Hedging American Contingent Claims under Proportional Transaction Costs 有交易费的美式未定权益的套期保值
- The Structure of the Market with Default Risk and the Pricing of the Defaultable American Contingent Claims without any Recovery 具有违约风险的市场结构及具有违约风险的违约零补偿的美式权益的定价
- american contingent claims 美式未定权益
- We can also imagine state contingent claims that are true residual claims. 我们也能够想象出，状态依存索取权是真的剩余索取权。
- The move may also appeal to the Peruvian Vargas, as Inter already have a large South American contingent at the club. 作为一名秘鲁球员，瓦尔加斯也许会被拥有众多南美球员的国米所吸引。
- 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。
- In studying the problems on evaluations of risky assets and contingent claims, Peng put forward the concept of dynamical evaluation and studied many properties about it. 摘要在研究风险资产和未定权益的定价问题时，彭实戈提出了动态估价的概念并研究了它的很多性质。
- In this paper we obtain a formula of debt valuation by contingent claims analysis method,and dis-cuss the effect of corporate debt valuation in pure conglomerate mergers. 本文运用相机权益分析方法,得到公司债估值公式,并探讨了纯混合兼并对企业债务价值的影响。
- By means of stochastic analysis theory related to fractional Brownical motion, the pricing model of European contingent claim is given. 摘要利用关于分数布朗运动的随机分析理论，给出分数布朗运动环境下欧式未定权益定价模型。
- By means of backward stochastic different equation and martingale methods,this paper obtaines general pricing formula of European contingent claim. 利用倒向随机微分方程和鞅方法,得到欧式未定权益的一般定价公式。
- In the case of stochastic interest,the pricing formulas of the European contingent claim on dividend- paying stock are obtained (Theorem2.2,2.3,Corollary2.4,2.5,2.6) . 首先推导出随机利率以及基础股票支付红利的情形下一般欧式未定权益的定价公式(定理2.;2，2
- The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously. 摘要汇率连动期权是一种未定权益，其投资者不得不同时规避国外股票和外汇价格变动的风险。
- Term Structure can not only be used to price fixed-income securities such as the most of treasury bonds,but also to valuate the futures contracts and contingent claims(Brennan and Schwarts,1977). 利用利率期限结构,可以对所有的固定收益证券进行定价,如大多数国债,甚至可以对期货合约进行定价(BrennanandSchwarts,1977)。
- The upper-hedging price of an ECC is obtained by introducing a family of auxiliary frictionless financial markets Existence of an optimal portfolio for hedging contingent claims is shown. 通过引入反映上述金融市场摩擦的辅助无摩擦金融市场类，给出上套期保值价格的表达式，并证明了最优上套期保值策略的存在性。
- There are four parts in this paper. The first chapter introduce the development of financial mathematics, Backward Stochastic Differential Equation (BSDE) and the pricing of contingent claim, especially of European style by using the method of BSDE. 本文分为四个部分,第一章绪论,介绍了金融数学和倒向随机微分方程(BSDE)的发展背景以及利用BSDE研究未定权益定价特别是欧式未定权益定价的发展状况。
- Pricing Contingent Claims in a Constrained Market 限制市场中不定权益的定价
- non - attainable contingent claims 或有权益
- Pricing of a Kind of European Contingent Claim 一种欧式未定权益定价公式的推导
- INTEREST RATE RISK AND CONTINGENT CLAIM PRICING 利率风险与或有权益定价
- Bill Gates is an American citizen. 比尔·盖茨是美国公民。
