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- 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。
- 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。
- 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.
- Abstract: This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. 文摘: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。
- This paper deals with using the option pricing model to evaluate intangible assets in small and medium-sized S&T enterprises. 摘要科技型中小企业科技含量高、无形资产大,其价值中心就是高度不确定的无形资产。
- The main credit risk of fixed rate mortgages is default.The pricing model based on option pricing will undervalue the probability of default. 摘要固定利率住房抵押贷款的信用风险主要是违约风险,基于理性期权的定价模型往往会低估借款人的违约概率。
- Combined with the real option approach, a twostage compound real option pricing model is built up and an analytical solution acquired using a reverse chronological order approach. 结合实物期权方法,建立相应的复合期权定价模型,采用逆时序方法求得解析解。
- Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project. 摘要在分析R&D项目技术和市场不确定性分布特征的基础上,提出多步骤四项式期权定价模型,用于R&D项目进展评估。
- Finally the article makes use of Black-Scholes option pricing model to calculate the overall country risk index, and then analyzes the country risk level of China and Chile under different guarantee levels. 本文最后利用Black-Scholes期权定价模型计算出国家风险费率作为出口信用保险机构评价国家经济风险的一个重要参考指标,并对我国及智利在不同担保水平下的国家风险费率水平进行了对比分析。
- Martha Amrarn and Nalin Kulatilake believe that the application process of real option include designing the proper frame, using the option pricing model, analyzing the result and designing second frame if necessary. Martha Amram和Nalin Kulatilaka将实物期权理论的应用步骤分为:设计适当的框架; 使用期权评价模型;
- Methods By changing basic assumption of Black-Scholes option pricing model,utilize the partial differential equation to study underlying asset pricing process which is mixed process. 方法改变Black-Scholes期权定价模型的基本假设,运用随机微分方程研究标的资产服从混合过程的期权定价。
- Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices. 接着选择了美元与日元、美元与欧元币种组合的两得宝和期权宝,利用欧式外汇期权定价模型计算出2004年1月5日到2004年2月16日间22个交易日不同产品的理论价格区间范围,并将理论价格与市场价格作了比较;
- Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc. 对证券市场包括股票市场中的一些经典方法有:均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
- Black-Scholes option pricing model Black-Scholes期权定价模型
- Option pricing model with change exercise price 具有不确定执行价格的期权定价模型
- The Option Pricing Model of Companies'Mergers 购并目标公司的期权定价模型
- The Option Pricing Model of Firm Credit Risk 公司信用风险的期权定价模型
- An Option Pricing Model of Asset Divestiture 资产剥离决策的期权定价模型
- Study on European Gap Option Pricing Model 关于欧式缺口期权定价模型的研究
- Binary-tree option pricing model Binary-tree期权定价模型