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multi factor
相关语句
  多因素
    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
    In addition, the model is extended, and a multi factor option pricing model with the dividend is derived.
    并对此进行了扩展 ,推导出支付股票红利的多因素型期权定价模型 ,从而解决了多因素条件下的模型描述问题 ;
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  “multi factor”译为未确定词的双语例句
    By the capital and asset theory of Markowits, integrating to Chinese security market, a new model of assets price is built with multi factor analysis method.
    根据 Markowits的资本资产定价理论 ,结合中国证券市场的具体情况 ,采用多元分析方法 ,建立了一种新的证券价格波动模型 .
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  multi factor
With Lo; Reducing total tardiness cost in manufacturing cell scheduling by a multi-factor priority rule.
      
With this technique, we are able to demonstrate statistically significant single and multi-factor interactions.
      
We will introduce a multi-factor jump-diffusion model which significantly extends existing models in the literature.
      
We also show how the two-factors can be combined with other identity information available in the federation to provide multi-factor authentication.
      
We cal1such an interval a multi-factor interval for that polynomial.
      
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This paper analyses the origin and characteristics of Asian option. Used Noarbitrage principle,the multi-factors pricing model is derived which corresponds to the path-dependent characteristic of Asian option. Further more, the pricing of two kinds of Asian option,i. e. average rate option and average strike option,are discussed at the end of the paper.

本文首先剖析了亚式期权的主要特征和价值生成机理。然后,利用无套利 原理,创建了能够反映亚式期权路径依赖特征的多因素定价模型,并针对 亚式期权的不同品种──平均价格型期权和平均执行价格型期权的定价 分别进行了讨论。

The origin mechanisms of price and characteristics of path dependent options are analysed,and the classes of path dependent options are catalogued.Based upon the study of Black Scholes pricing model,the pricing models are discussed which corresponds to their characteristics.Further more,the multi factors pricing model are derived including path dependent factor.

剖析了路径依赖型期权的主要特征和价值形成机理 ,归纳出路径依赖型期权的主要类型 .在Black Scholes模型的基础上 ,讨论了各类期权的定价模型 ,并创建了包含路径因子在内的多因素定价模型

By the capital and asset theory of Markowits, integrating to Chinese security market, a new model of assets price is built with multi factor analysis method.It reveals the principle of assets price about macro factor (discount rate )and micro factor (corporate net return per share, bonus share, current capital),and depicts the weightings of the factors.With T method the markable test is gained about the model, and the measure and control of risk are given.

根据 Markowits的资本资产定价理论 ,结合中国证券市场的具体情况 ,采用多元分析方法 ,建立了一种新的证券价格波动模型 .此模型揭示了证券价格与宏观因素 (利率 )、微观因素 (收益、股本、分红 )的规律 ,刻划了它们影响证券价格的具体权重 ;同时用 T-检验法对模型进行了显著性检验 ,并给出了投资风险的度量和控制 .

 
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