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- This is backed out of option prices. 隱含波動率在期權價格決定上影響較大。
- When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 討論了當利率是常數時 ;歐式看漲期權價格折現值所滿足的微分方程 .
- The European B-S model of option pricing is extended. 對歐式期權定價的B-S模型進行了推廣。
- The empirical results indicate that not only uptick block trading but also downtick block trading there is no evidence of any option price reaction before the block trade. 藉以觀察選擇權價格產生異常波動的時點,是否確實早於股價的波動。實證結果發現,選擇權市場並未明顯有私有資訊者先行(偷跑)的情形產生。
- Through the limits between prehensive analysis about the vertical spread agreement price and the option price, this article carries on the comtransaction strategy. 本文通過界定協定價格與期權價格之間關係,對垂直價差交易策略進行全面分析、歸納。
- The mechanism of value formation of the option on coal mining right is the basis of how to use the theory of option price fixing to evaluate coal mining right. 摘要煤炭資源開採權期權價值形成機理是運用期權定價理論估價煤炭資源開採權價值的基礎。
- Therefore, Black-scholes option pricing model can be used for stock pricing. 因此可以用布萊克-斯科爾斯期權定價模型對股票進行定價。
- And finally, we can get down to actually putting in the elements we would like to see on the screen, starting with the default menu options and a close option. 最後;我們可以著手清理的內容其實我們希望看到的屏幕從菜單選擇和親密的違約期權.
- Also loft the eight curves shown below. For the latter loft, use the 'Closed' option. 還要將下圖中條曲線放樣,對於後面的放樣,要用閉合選項。
- European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付紅利的跳-擴散過程的歐式看漲期權的定價公式及歐式看漲看跌期權之間的平價公式。
- This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. 這項免費的期權定價計算器可以用來計算:先以電話聯絡的價格,把價格,伽瑪,德爾塔,太塔,維加,隱含波動率。
- Select the curves shown below (there are two curves in the middle, so make sure both curves are selected).Then loft these together with the 'Closed' option. 選擇下圖中曲線(中間有兩條曲線,要確定兩條都被選中,然後選擇閉合選項將兩條曲線同時進行放樣)
- In the option pricing with martingale way, the most important aspect is finding the equivalent martingale measure to make the discounted stock price process become martingale. 摘要在期權定價的鞅方法中最重要是找到等價鞅測度,使得貼現的股票價格過程是鞅。
- Black Scholes model has solved European option pricing in efficient market successfully. Black Scholes模型成功解決了有效證券市場下的歐式期權定價問題。
- Liu, S.I. and Y.C.Liu. (2008).Threshold-GARCH Option Pricing: A Trinomial Tree Approach. 陳韻文、劉淑鶯及王仁宏(2005).;選擇權評價模型-台灣上限型認購權證評價之實證研究;台灣金融財務季刊;第六輯第三期;123-140頁
- The basic roadmap of stock option pricing for gaming are studied through game theory. 運用博弈論,擬定了股票期權定價博弈的基本思路。
- This dissertation mainly study the option pricing problem of the extendible option. 本文主要研究可延期權的定價問題。
- Moreover, based on the characteristicsof VIP, option pricing theory is used to estimate the value of VLP. 在對投資項目價值的判定上,根據風險項目分階段決策的特點,引入期權定價理論。
- The days are closing in now that autumn is here. 秋天來到了,白天漸漸短了。
- The store is closing out a large stock of toys. 該店正減價出售大批玩具存貨。