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valuation formula
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  定价公式
     The American put valuation problem is very important and complicated in the Option Pricing Theory (OPT), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found.
     在期权定价理论中 ,美氏卖权定价问题是相当重要又是相当复杂的 ,迄今还未找到恰当的美氏卖权连续时间定价模型和紧凑的定价公式
短句来源
     In this paper, we evaluate the value of patents right by using the real option theory, and obtained the analytic valuation formula of the patents right through the valuation formula of real options.
     专利权的价值评估 ,在我国经济发展过程中起着非常重要的作用 ,根据具体实施专利权过程中的不确定性 ,针对专利权价值评估传统方法的一些缺陷 ,引入了实物期权价值评估方法 ,利用实物期权理论研究了专利权的价值评估问题 ,并利用实物期权定价公式给出了专利权的价值评估公式 .
短句来源
     On the one hand, the valuation formula to the option is sometimes ideal finance service to investor.
     期权定价公式为投资者提供了一种非常理想的金融服务;
短句来源
     The real option theory is applied to evaluate the value of financial lease asset through considering the uncertainty during using financial lease asset, and obtained the analytic valuation model of the financial lease asset through the valuation formula of real options.
     根据融资租赁资产投资及使用过程中的不确定性,针对现有评估方法的一些缺陷,引入了实物期权价值评估方法,利用实物期权定价公式建立了融资租赁资产价值评估模型,并给出了实际算例,从而解决了现有方法中未考虑实物投资中风险和管理柔性的问题.
短句来源
     The existence and uniqueness of the adapted solutions with respect to the jump-diffusion backward stochastic differential equations are proved, the fundamental valuation formula of European contingent claim about several securities is obtained. Finally, by using the Feynman-Kac theorem for Cauchy problem of extended Second-order parabolic equation obtained in [ 1 ] , the Black-Scholes pricing equation of European contingent claims of model is deduced.
     这里首先证明了这一模型下联系于财富过程的跳跃扩散型正倒向随机微分方程组适应解的存在唯一性,由此获得了联系于跳跃扩散型多股票价格过程欧式未定权益的条件期望定价公式,最后利用文献[9]获得的推广线性二阶抛物型方程Cauchy问题解的Feynman-Kac定理导出了欧式未定权益所满足的Black-Scholes方程。
短句来源
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  评价公式
     Research on Foreign Currency Options Valuation Formula
     外汇期权评价公式研究
短句来源
     This change of the circumstance will largely simplify the deduction of the Valuation Formula.
     接下来,在上述理论的支持下推出了外汇期权的评价公式
短句来源
  计价公式
     The oil export countries of Middle East use different valuation formula when they export the same crude oil to places at the same time,which develops Asia Premium that is the crude oil import prices of Asian countries are higher than that of European and American countries.
     由于中东石油输出国对同一时间出口到不同地区的同种原油采用不同的计价公式,使亚洲原油进口价格高于欧美等国的进口价格,形成亚洲溢价。
短句来源
  “valuation formula”译为未确定词的双语例句
     The foreign currency options is not only a new concept in domestic financial market, but also a very complicated financial derivative instrument, which contains the knowledge of interest rate and exchange rate, and also needs a good command of mathematics and options, in the deduction of the Valuation Formula, we should think greatly of the problems from both the interest rates belonging to the two countries which can be easily solved only by a new way named martingale.
     外汇期权在我国市场上是一个比较新的概念,也是一个非常复杂的金融衍生工具,它不仅包含了利率和汇率的知识,而且还需要有很强的数学和期权功底,特别是在它的期权价格的推导过程中,要涉及到两个国家的利率问题,只有通过一些比较特别的方法才能得到比较好的解答,如鞅(martingale)评价方法。
短句来源
     And the following step is to deduce the Valuation Formula of foreign currency options from which 8 parameters are deduced. This thesis generally analyzes the principle and the use of the 8 parameters and presents the strategies to avoid risks individually.
     在知道了期权价格的推导后,本文重点介绍了在外汇期权使用中需要特别关注的8个避险参数,分别就这8个参数的原理和运用作了详细的分析,同时分别提出了避险策略。
短句来源
     This paper presents a simple two period model of the proportional frictional financial markets. The economic agents with mean variance preferences take transaction costs in the process of trading the financial assets,the buying and selling proportional per unit commission of the financial assets. The existence and uniquity of general equilibrium with two financial assets are shown,and basic valuation formula on asset pricing is given.
     本文建立具有比例摩擦金融市场的简单两时期模型.经济人具有均值-方差偏好,并且在交易金融资产的过程中支付交易费用.本文证明了两种金融资产的一般经济均衡与资产定价的基本估值公式.
短句来源
     Gives a definition of approximate arbitrage of one-period financial markets with countable infinite states, and obtains the equivalent relations between it and the existence of measure of equilibrium price and that between them and system of equilibrium price. Gives a valuation formula of contingent claims.
     给出了单期可数无限态金融市场的渐近套利概念 ,得到了它与均衡价格测度存在性的等价关系 ,同时证明了它们与均衡价格系统之间的一致性 ,给出了未定债权的估价公式 ;
短句来源
     A valuation formula is introduced based on the future cash flow and CAPM. Then it is shown that the value of some new assets by use of the formula may be negative in some market cases, which implies that there may exist arbitrage opportunities when CAPM is abused.
     在CAPM的世界里导出根据资产的期未价值评估资产当前价值的估价公式,然后证明市场引入的某些新资产如果用CAPM估价其价值将会为负,从而说明CAPM滥用将会出现套利机会.
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  valuation formula
The general equilibrium considerations allow us to derive an alternative option valuation formula that is as simple as the Black and Scholes formula, and that exhibits different behavior with respect to the exercise price and time to expiration.
      
Assuming that the default intensity processes followthe extended Vasicek model with a correlation structure, an analyticexpression of the valuation formula is derived.
      
A second key result inverts the valuation formula to show how one expresses cost-of-capital as a function of the forward eps to price ratio and the two measures of growth in expected eps.
      
The purpose of this research is to provide a valuation formula for commodity spread options.
      
Under these conditions, the valuation formula for a mortgage as well as a partial differential equation (PDE) that the mortgage value satisfies is provided.
      
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This paper presents a simple two period model of the proportional frictional financial markets.The economic agents with mean variance preferences take transaction costs in the process of trading the financial assets,the buying and selling proportional per unit commission of the financial assets.The existence and uniquity of general equilibrium with two financial assets are shown,and basic valuation formula on asset pricing is given.

本文建立具有比例摩擦金融市场的简单两时期模型.经济人具有均值-方差偏好,并且在交易金融资产的过程中支付交易费用.本文证明了两种金融资产的一般经济均衡与资产定价的基本估值公式.

Gives a definition of approximate arbitrage of one-period financial markets with countable infinite states, and obtains the equivalent relations between it and the existence of measure of equilibrium price and that between them and system of equilibrium price. Gives a valuation formula of contingent claims. This result extends it of one_period financial markets with finite states.

给出了单期可数无限态金融市场的渐近套利概念 ,得到了它与均衡价格测度存在性的等价关系 ,同时证明了它们与均衡价格系统之间的一致性 ,给出了未定债权的估价公式 ;这些结果推广了单期有限态时的相应结果 .

This paper deals exclusively with a type of security market model in which the prices of d securities are derived by a m-dimensional Brownian motion and a l-dimentional Poisson process and d - m + I. The existence and uniqueness of the adapted solutions with respect to the jump-diffusion backward stochastic differential equations are proved, the fundamental valuation formula of European contingent claim about several securities is obtained. Finally, by using the Feynman-Kac theorem for Cauchy problem of...

This paper deals exclusively with a type of security market model in which the prices of d securities are derived by a m-dimensional Brownian motion and a l-dimentional Poisson process and d - m + I. The existence and uniqueness of the adapted solutions with respect to the jump-diffusion backward stochastic differential equations are proved, the fundamental valuation formula of European contingent claim about several securities is obtained. Finally, by using the Feynman-Kac theorem for Cauchy problem of extended Second-order parabolic equation obtained in [ 1 ] , the Black-Scholes pricing equation of European contingent claims of model is deduced.

仅讨论一种类型的证券市场模型,其d种股票的价格过程满足一特殊的跳跃扩散型随机微分方程组,即市场风险源的个数与市场风险证券的个数相同。这里首先证明了这一模型下联系于财富过程的跳跃扩散型正倒向随机微分方程组适应解的存在唯一性,由此获得了联系于跳跃扩散型多股票价格过程欧式未定权益的条件期望定价公式,最后利用文献[9]获得的推广线性二阶抛物型方程Cauchy问题解的Feynman-Kac定理导出了欧式未定权益所满足的Black-Scholes方程。

 
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