金融参数 financial parameters(1) financial parameter(2)   financial parameters      All Factors which affected the prices of foreign exchange options should be understood in the course of hedge of the options. The paper analyzed three parameters,Delta,Gamma and Theta,and described the risk features of the options and its portfolio by using the financial parameters from the different angles. Moreover,it gave the economic implication of the three financial parameters and carried out hedge of the options how to use them.      由于对外汇期权套期保值,需要了解各种因素对外汇期权价格的影响程度,为此对外汇期权的3个参数(Delta、Gamma、Theta)进行了深入的分析,并用这些金融参数从不同角度来描述外汇期权和含期权的投资组合的风险特征,同时给出相应的经济意义以及如何利用这3个敏感性金融参数进行套期保值。 短句来源   financial parameter      The core of the monetary policy lies in the Central Bank changes certain financial parameter (such as money supply, interest rate) and achieves the goal of influencing real economy through the policy tool.      货币政策的核心在于,中央银行通过政策工具改变一定的金融参数(如货币供应量、利率)达到影响实体经济的目的。 短句来源      Technology Combining GA with BP Predicting Financial Parameter      神经网络-遗传算法耦合的金融参数预测研究 短句来源   “金融参数”译为未确定词的双语例句      Measuring the risk based on a Delta Model is unlikely to be robust when applied to the portfolio containing non-linear FX options. In this paper, we introduce finance parameter: Delta, Gamma, Theta, and develop approximate expression of the change in the value of FX options into Delta-Gamma-Theta model. Then we use Fourier-Inversion approach to compute VaR value of portfolio, compared with Cornish-Fisher Expansions normal model and Delta-Normal model.      本文引入金融参数Delta、Gamma、Theta,将外汇期权近似表达式拓展成Delta-Gamma-Theta(DGT)模型,运用Fourier-Inversion方法计算外汇期权组合的风险度,估算出VaR值并与基于Delta正态分布模型、Cornish-Fisher模型进行了比较,结果表明,该模型是一种较好的度量外汇期权风险的方法和工具。 短句来源   相似匹配句对      FINANCIAL      金融 短句来源      On financial equilibrium      金融均衡论 短句来源      Technology Combining GA with BP Predicting Financial Parameter      神经网络-遗传算法耦合的金融参数预测研究 短句来源      design factors;      设计参数; 短句来源      Scattering Parameter      散射参数 短句来源 查询“金融参数”译词为用户自定义的双语例句     我想查看译文中含有：的双语例句 为了更好的帮助您理解掌握查询词或其译词在地道英语中的实际用法，我们为您准备了出自英文原文的大量英语例句，供您参考。   financial parameters This paper develops analytical models to examine a variety of harvesting options for a single stand, including diameter-limit cutting, as mutually exclusive investments, and with stand and financial parameters defined by the landowner. 例句来源       These models are used to examine implications of changes in the financial parameters for harvesting options. 例句来源       The empirical examples reveal that which harvesting option has the largest net present value depends on the parameters of the landowner's stand and the financial parameters chosen by the landowner. 例句来源       Administrative variables can make a difference only within political and financial parameters. 例句来源       Both agreements were settled within the Village's expected financial parameters. 例句来源       更多             financial parameter Within this framework, the choice among the various discounting procedures is reduced to a choice between assumptions about various economic and financial parameter values. 例句来源       For shareholders, as financial parameter FINPLAN computes rate of return. 例句来源       Since the seed is a non-financial parameter in the simulation, this dependence is particularly disturbing in the arena of cash flow testing. 例句来源                Neural network coupled with genetic algorithm is an intelligent simulating used in predicting the financial parameter system. Genetic algorithm predicts the coefficient of the topology layers in the neural network predicting the financial parameter system. This paper predicts business debt ratio. It proves that the combining technology improves the studying efficiency and the predicting precision of the network system to realize the combination of the two intelligent simulating methods.             神经网络 -遗传算法耦合的金融参数预测系统是利用智能模拟算法——遗传算法对神经网络预测金融参量系统的拓朴结构层间权系值进行优胜劣汰演化。证明了二者耦合能提高网络系统的学习效率和预测精度 ,成功实现了这两种智能模拟方法的集成耦合。 文摘来源          In China,although the economic transformation has stepped into the phase of substantive institutional innovation,the market economy is still not mature.The further development of the market economy is restricted by factors such as the in-equilibrium of the market system, the unsymmetrization of the micro competitive mechanism, and so on.In order to perfect the socialist economic economy,attention should be paid to the new environment,and measures should be taken to guarantee the practice of civilized politi...             本文认为,按照政府行为规范化水准、经济主体自由化水准、交易环境公平化水准、生产要素市场化水准和金融参数合理化水准等五条标准来看,我国的经济转型已步入实质性的制度创新阶段,但是我国市场经济的成熟度还不是很高.还存在着市场体系发展的不均衡性,市场微观竞争机制的不对称性以及政府宏观管理职能转换还很不到位等“瓶颈”制约。文章指出,国家利益部门化和部门利益法制化的潜在风险是当前深化体制转型的障碍;完善社会主义市场经济体制要注意当前的新环境;实施政治文明是完善社会主义市场体制的根本保证。 文摘来源          Measuring the risk based a Delta Model is unlikely to be robust when applied to the portfolio containing non-linear FX_options. In this paper we introduce finance parameter: Delta, Gamma, Theta, and develop an approximate expression of the change in the value of FX options and extend it into Delta-Gamma-Theta model. Then we use Cornish-Fisher and Fourier-Inversion approach to compute VaR value of portfolio, and compare each model. The gained result indicates that the Cornish-Fisher way is simple in the proc...             引入金融参数Delta、Gamma、Theta,将外汇期权近似表达式拓展成Delta-Gamma-Theta模型(简称DGT模型),分别运用了Cornish-Fisher方法、Fourier-Inversion方法来计算外汇期权组合的风险度,并且对各自估计出的结果进行了比较分析,结果表明Cornish-Fisher方法计算简单,且能很快地计算出结果,而Fourier-Inversion比Cornish-Fisher方法更合理地度量VaR值,是一个较好的度量外汇期权风险的方法. 文摘来源   << 更多相关文摘         相关查询: 参数( 参数 参数） 金融 通话参数 金融案件 金融规范 直接金融 向量参数 终结参数 子例程参数 分类参数  对查询结果不满意

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