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- 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。
- 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。
- 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 clerk attached a price tag to each article. 店员给每一件商品系上标价签。
- This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. 提出了一个将股票收益分布的头四个动差结合起来的三项式期权定价模型。
- It's almost impossible to agree on a unified basic price. 几乎不可能商定一个划一的基本价格。
- Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market. 利用概率论的理论;推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式.
- She peered at the tag to read the price. 她细看标签以看清价格。
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