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新型期权
相关语句
  exotic option
     PRICING FOR EXOTIC OPTION OF INTERRUPTIBLE ELECTRICITY CONTRACTS
     可中断电力合同中新型期权的定价
短句来源
     In this dissertation, the evolution and development of option pricing theory is introduced firstly. Then Black-Scholcs option pricing model and its modified models are described. At last, a new approach of exotic option is provided.
     本文首先简要介绍了期权定价理论的产生和发展,其次介绍了期权定价理论的数学理论基础知识,再次描述了Black-Scholes期权定价模型并对这一模型进行了修正,得到了欧式或有债权的一般公式,最后计算得出了两类新型期权的定价公式。
短句来源
     Exotic Option is for the sake of the market need and the oneself business development, Asian options is one of the normal exotic Option , it is a kind of strong path dependence options, whether the Asian option would be performed, which depends on the stock average price of the period [0,T] .
     新型期权更是为了适应市场需求和自身业务发展而产生的,亚式期权就是常见的新型期权中的一种,它是一种强路径依赖期权,亚式期权的执行与否是取决于合同期[0,T]内股价的平均价格的高低。
短句来源
     In this parper,we consider a kind of exotic option—binary option pricing problem,construct stock pricing model whose price is driven by a possion jump—diffusion process. Under the frame of this market,we deduce the value equation,and give option pricing formula.
     本文讨论了一种新型期权——两值期权的定价问题 . 建立由 Possion跳—扩散过程驱动下的股票价格模型 ,在此模型下推导出期权的价值方程 ,并给出期权定价公式
短句来源
     Firstly, the Black Scholes option pricing model, i.e. single factor option pricing model is introduced. With the changes of the hypotheses, a kind of exotic option pricing model - a multi factor option pricing model is then derived, and with the boundary conditions, the analytic solution of a rainbow option based on two underlying variables is given.
     先介绍了标准期权即Black Scholes单因素期权定价模型及其解析解 ,然后在多个标的变量的情况下 ,通过调整Black Scholes期权定价模型的基本假设条件 ,推导了一种新型期权定价模型———多因素型期权定价模型 ,并结合边界条件 ,给出了基于 2个标的变量的彩虹期权的解析解 ;
短句来源
  exotic options
     Studies on Exotic Options and Its' Pricing Model
     关于新型期权及其定价模型的研究
短句来源
     The First Hitting Time with Applications to Exotic Options Pricing
     首中时及其在新型期权定价中的应用
短句来源
     Asian options are one of the most popular exotic options in OTC markets, but there is no closedform solution for its price yet.
     亚洲期权是场外交易中几种最受欢迎的新型期权之一,但它的价格却没有解析表达式,到目前为止,亚洲期权的定价仍是个公开问题.
短句来源
     In this paper, first, we consider the Exotic options—compound options and reset options— pricing.
     本文首先讨论了两种新型期权—复合期权和重置期权—的定价问题。
短句来源
     Applications of the first hitting time to price exotic options
     首中时在新型期权定价中的运用
短句来源
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  “新型期权”译为未确定词的双语例句
     The Pricing of European Power Options
     基于新型期权—欧式幂期权的定价
短句来源
     All the paper is based on the structual model. First, under different hypothesises, we link with the exotics options and pricing the zero coupon coporate bonds on the basis of Merton's model;
     在结构化模型下,首先基于Merton的经典模型,在各种不同的假设条件下,与新型期权联系,定价贴现债券。
短句来源
     In addition, barrier option is also introduced and researched in the article, and as a new option, it has played more and more important role in financial exchange market.
     此外,本文还对障碍期权进行了一些介绍和研究,它作为一种新型期权在金融交易市场的作用也越来越明显。
短句来源
     Being one of the typical non-standard derivative securities, Asianoption is the most active one in financial derivative market.
     亚式期权正是其中的一种代表性的产品,同时它也是当今金融衍生品市场中最为活跃的一种新型期权
短句来源
     Recently,in addition to known European options and American options, there appear many new varieties which are evolved from vanilla options in international financial market.
     国际金融衍生市场除了人们熟知的欧式期权和美式期权之外,还涌现出了大量由标准期权衍生出的新型期权
短句来源
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  exotic option
This generalization was inspired by certain types of exotic option in finance.
      
Exotic option contracts typically specify a contingency upon an underlying asset price monitored at a discrete set of times.
      
Application of the Singularity-Separating Method to American Exotic Option Pricing
      
Several risk management and exotic option pricing models have been proposed in the literature which may price European options correctly.
      
After the estimation of the volatility one has two alternatives to price an exotic option.
      
更多          
  exotic options
The problem of valuating exotic options, namely, the option on the spread between two forward interest rates is considered.
      
A generalization of exotic options pricing formulae
      
This latter distribution complements that of returns and provides new and possibly crucial information for portfolio design and risk-management, as well as for pricing of more exotic options.
      
In the complete market model of geometric Brownian motion, all kinds of exotic options can be priced and hedged perfectly using a delta hedging strategy which duplicates the option's payoff.
      
Valuation of exotic options under shortselling constraints
      
更多          


This paper analyses the origins and characteristics of exotic options, and the classes of exotic options are catalogued. Based upon the study of Black Scholes model,the pricing models are derived which correspond to their characteristics. Furthermore,the path dependent options are discussed and its' pricing model are created including path dependent factor. The pricing models of multi factor options are prospected at the end of the paper.

本文剖析了新型期权的生成机理和主要特征 ,由此归纳出新型斯权的主要类型。在标准期权定价模型的基础上 ,深入讨论了各类新型期权的定价模型 ,并重点研究了路径依赖型期权的定价问题 ,创建了包含路径因子在内的定价模型 ,最后对多因素新型期权的定价进行了展望。

In this paper, We conside a kind of exotic option, down and out option. We construct stock pricing model whose price is driven by a Possion jump diffusion process. Under the frame of this market, We deduce an European down and out call option pricing formula.

本文讨论了一种新型期权 -下降敲出买入期权定价问题 .建立了由Possion跳 -扩散过程驱动下的股票价格行为模型 .在此模型下 ,推导出一种欧式下降敲出买入期权的定价公式

In this parper,we consider a kind of exotic option—binary option pricing problem,construct stock pricing model whose price is driven by a possion jump—diffusion process.Under the frame of this market,we deduce the value equation,and give option pricing formula.

本文讨论了一种新型期权——两值期权的定价问题 .建立由 Possion跳—扩散过程驱动下的股票价格模型 ,在此模型下推导出期权的价值方程 ,并给出期权定价公式

 
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