二叉树期权定价模型；
本文将期权定价模型运用于财产保险的偿付能力分析。
This article will put option model use into the solvency analysis of property - liability insurance.
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
由于期权定价模型，期权的价格不再仅依赖于学者们的猜测。
Thanks to Black-Scholes, options pricing no longer had to rely on educated guesses.
包括：(1)B - S期权定价模型在企业战略投资决策中的应用。
Includes: (1) The application of B-S option pricing model in enterprise strategy investment decision.
1973年提出的Black -Scholes期权定价模型目前仍然广泛使用。
The black-scholes model, for example, which was invented in 1973 to price options, is still used extensively.
本文基于实物期权思想，提出一种利用期权定价模型来评价高技术项目的方法。
Based on real options thinking, this paper proposes an approach for the appraisal of hi-tech projects when option-pricing models are employed.
期权定价模型作为一种衡量风险和收益的工具在并购评估中有很好的应用前景。
The optional pricing model, as a tool of measuring risk and return, has a bright prospect when being used in such an evaluation.
他和另外两名经济学奖共同创立了期权定价模型，在金融市场产生了重大影响。
He and two other economists created the trading process called Black-Scholes that impacted the ways financial markets were informed and influenced.
给出动态随机弹性的概念及运算性质，讨论了动态随机弹性在期权定价模型中的应用。
The dynamic stochastic elasticity is introduced and its applications on the pricing option models are discussed.
只有针对标的资产的价值漏损对期权定价模型进行相应的调整，才能正确估计期权的价值。
To properly appraise the optional value, the optional pricing model should be modified to account for the value leaking losses of real assets.
期权定价模型的应用为正确认识原料基地的战略价值，分析木材限额采伐政策等提供了良好的基础。
This apply of the option model offers a good foundation to understand the strategic value of materials base, and analyze the felling quota policy.
本文在分析了重置期权与带违约风险的期权定价模型的特点基础上，研究了随机时间的重置期权的定价问题。
Basing on the analysis of those models, this paper studies the default risk valuation model, investigates reset option with random time.
利用梅林变换和傅利叶变换技巧，得到了连续支付红利的Black-Scholes期权定价模型的一新解法。
We use the theory of Mellin transformation and Fourier transformation to solve the model, then get a new pricing formula ahout it.
在分析R&D项目技术和市场不确定性分布特征的基础上，提出多步骤四项式期权定价模型，用于R&D项目进展评估。
Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project.
笔者的结论为：对经理人股票期权应采用公允价值的计量属性，具体而言，就是采用期权定价模型来计量经理人股票期权。
The conclusion is that ESO should be measured by fair value. To be specific, ESO should be measured by stock option pricing model.
实证工作中着重于二元期权的定价，尤其是最大认购期权。通过比较不同的二元期权定价模型，本文方法的优势尤为突出。
We concern on pricing bivariate options, particularly, call-on-max options in the empirical work, and we compare different bivariate option pricing models, which presents our method's advantages.
可以用布莱克·舒尔斯期权定价模型对企业家型人力资本进行定量计算，使得对特殊的人力资本的激励有了合理的价格依据。
We can account Human Capital of the enterprisers by using F. Black - M. scholes model of option pricing. Through this model, we can get the reasonable price when we inspire a special Human Capital.
对证券市场包括股票市场中的一些经典方法有：均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
在不确定环境下，本文通过结合利率随机过程模型、房价随机过程模型和其它因素模型，构建了双因素的贷款结构化期权定价模型。
In uncertainty fiction circumstance, this paper constructs the two factors mortgage pricing model including interest rate, house price and other factor models.
参照一篮子期权的几何平均B-S期权定价模型，给出了基于实物期权的多项土地资源储备与开发的算术平均收益的夏普比率优化目标函数。
The objective Sharpe ratio function of land development arithmetic average value portfolio is deduced based on the geometric average B-S model of the basket options in the paper.
在这之后，把期权的B - S模型及二叉树模型应用于无形资产的价值评估中，并由此建立了无形资产的实物期权定价模型及其参数确定方法。
The B-S model and binary model are used in the evaluation of intangible asset and real option pricing model and identification of its parameters are formed accordingly.
第五章介绍了 Black-Scholes期权定价模型， 同时运用 B-S 模型对 2003 年发行的代表性的可转换债券——国电转债进行定价分析并与市场价格比较。
The fifth chapter introduces the Black-Scholes option pricing model, Prices one representative CB issued in 2003 and contracts the results with the market price.
这些模型曾是更多异类期权定价唯一标准，其崩溃使风险转变为完全的不确定性(因此波动性极大)。
The breakdown of the models, which had been the only basis for pricing the more exotic types of security, turned risk into full-blown uncertainty (and thus extreme volatility).
运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失，从而能合理地确定贷款利率。
The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.
第三章研究美式期权的定价模型。
详细探讨了折现现金流量法、市场比较法和期权定价法的原理、价值评估模型及其适用条件。
It discusses the principles, the model of value assessment and the suitable conditions for Discount Cash Flow (DCF), market comparative method and option pricing method.
考虑跳扩散模型中交换期权的定价问题。
The problem of pricing exchange options in a jump-diffusion model is considered.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
应用推荐