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- 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 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。
- 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。
- 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。
- 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
- Contingent Claim Analysis on Bond Default Risk 债券违约风险的或有要求权分析
- Martingale Method in Contingent Claim Analysis 未定权益分析中的鞅方法
- 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。
- Indifference pricing of contingent claim with nontraded asset 非交易资产未定权益的无差别定价
- He submitted a claim to the insurer. 他向保险公司提出索赔。
- On the Pricing of a Contingent Claim Under Trading Constraints 有交易限制的未定权益定价
- Our arrival time is contingent on the weather. 我们的抵达时间取决于天气情况。
- He came and staked out a claim to the land. 他来提出要求说那块地应归他占有。
- I lay no claim to being an expert economist. 我决不自命为经济学专家。
- Our success is contingent upon your continued help. 我们的成功全靠你的不断帮助。
