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- 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。
- 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;
- On Real Option Pricing Method under Changing Risk-Free Rate 无风险利率变化时的实物期权定价方法研究
- Research on the Passage Problem of Decision-making Value in Real Option Pricing Method 实物期权评价方法中决策阈值的可达性问题研究
- real option pricing 实物期权定价
- real option pricing approach 实物期权
- 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。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上,运用无风险套利原则,推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- Finally, with the valuing results of real option, niche market theory and basic pricing methods, we will try to propose some ideas for SoC marketing and pricing strategies. 最后,搭配利基市场之行销理论与产品的基本定价模式,本研究将从实质选择权的评估结果中提出一些对于系统晶片行销及定价的建议。
- This is backed out of option prices. 隐含波动率在期权价格决定上影响较大。
- The forth chapter sets up a system of option approach to real option, deduces the pricing model of real option, and puts forward the decision-making tactic. 第一章概括的叙述了金融期权的特性、原理及其价格影响因素,作为实物期权比照的参照物;
- Based on the price process and the optimal output model, generation asset can be valuated by spread real option approach. 基于上述电价过程和优化输出模型,可对发电资产做实物期权估计。
- 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。
- But in the real world, the riskless rate is usually stochastic.So this paper generalized the B-S model when the riskless rate was stochastic in chapter 3,and gave the related option pricing formula. 但是在现实世界中,无风险利率通常是 随机的,本文在第三章研究了在随机利率下标准B-S模型的推广问题,并给出 了相应的期权定价公式。
- Risk Analysis and Economic Evaluation of Oil and Gas Exploration Project with Real Option Method II. 油气勘探风险分析与实物期权法经济评价2。
- 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。
- But if Bush or his successor does an Aiken on Iraq, where success is a real option, history will judge him severely. 但如果布什或他的继任者对伊拉克采用这个策略,历史会严厉评判他,因为在伊拉克,确实存在另外一个选择,那就是成功。
- 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
- Real option theory states that you shouldn't naively take the first option with a positive net present value. 实物期权理论认为,不应天真地选择第一个净现值为正的方案。
- At last, the article applies real option theory to valuate enterprise investment decision. 最后,本文将实物期权理论应用到企业投资决策中。
