您要查找的是不是:
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 讨论了当利率是常数时 ;欧式看涨期权价格折现值所满足的微分方程 .
- 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。
- 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. 藉以观察选择权价格产生异常波动的时点,是否确实早于股价的波动。实证结果发现,选择权市场并未明显有私有资讯者先行(偷跑)的情形产生。
- Through the limits between prehensive analysis about the vertical spread agreement price and the option price, this article carries on the comtransaction strategy. 本文通过界定协定价格与期权价格之间关系,对垂直价差交易策略进行全面分析、归纳。
- 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. 摘要煤炭资源开采权期权价值形成机理是运用期权定价理论估价煤炭资源开采权价值的基础。
- 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。
- 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. 最后;我们可以着手清理的内容其实我们希望看到的屏幕从菜单选择和亲密的违约期权.
- Also loft the eight curves shown below. For the latter loft, use the 'Closed' option. 还要将下图中条曲线放样,对于后面的放样,要用闭合选项。
- European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付红利的跳-扩散过程的欧式看涨期权的定价公式及欧式看涨看跌期权之间的平价公式。
- This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. 这项免费的期权定价计算器可以用来计算:先以电话联络的价格,把价格,伽玛,德尔塔,太塔,维加,隐含波动率。
- 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. 选择下图中曲线(中间有两条曲线,要确定两条都被选中,然后选择闭合选项将两条曲线同时进行放样)
- 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. 摘要在期权定价的鞅方法中最重要是找到等价鞅测度,使得贴现的股票价格过程是鞅。
- 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。
- 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
- The basic roadmap of stock option pricing for gaming are studied through game theory. 运用博弈论,拟定了股票期权定价博弈的基本思路。
- This dissertation mainly study the option pricing problem of the extendible option. 本文主要研究可延期权的定价问题。
- Moreover, based on the characteristicsof VIP, option pricing theory is used to estimate the value of VLP. 在对投资项目价值的判定上,根据风险项目分阶段决策的特点,引入期权定价理论。
- The days are closing in now that autumn is here. 秋天来到了,白天渐渐短了。
- The store is closing out a large stock of toys. 该店正减价出售大批玩具存货。