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- 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。
- 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 is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- 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。
- Thirdly, it introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, hedge, comprehensive risk management. 详细介绍了资产组合管理理论、资本资产定价理论、套利定价理论、期权定价理论、套期保值理论和综合风险管理理论等风险管理理论工具。
- Nowadays,pricing options under jump-diffusion models is a very hot topic in option pricing research. 跳跃-扩散模型下的期权定价是当前期权定价研究的热点课题之一。
- Delegates will be expected to already be extremely familiar with cash equities, the processes of trading as well as the principles of options pricing and risk management. 所有人员需要对现金权益产品,和交易流程以及期权定价和风险管理原理十分熟知。
- Section 2 systemically introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, comprehensive risk management. 第二章详细介绍了资产组合管理理论、资本资产定价理论、套利定价理论、期权定价理论、套期保值理论和综合风险管理理论等风险管理工具。
- 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。
- Chen, A.P. and C.Chang, “Options pricing and hedging with the genetic adaptive neural network approach,” Web Journal of Chinese Management Review, Vol.3, No.5, 2002. 陈安斌、张志良，基因算法自动演化之类神经网络在选择权评价及避险之研究:分析与实证，信息管理学报。
- 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。
- 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 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.
- Moreover, the option pricing theory is applied to the analysis of decision making of sequential investment including information cost. 给出了信息成本的分类和计量方法，利用期权理论与方法对有信息成本的序列投资决策进行了分析。
- 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。
- In option pricing, the celebrated B-S formula was given in complete market when both the riskless rate and the volatility are constants. 在期权定价中，著名的B-S期权定价公式是基于完全市场，波动率和无 风险利率都是常数的情况下给出的。
