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## 互换期权

### 网络释义专业释义

Swaption

Swap Options

swapping options

Swaptions

...acts）、利率互换（Interest- rateswaps）、上限期权（Caps）、下限期权（Floor）、双限期权（Collars）、互换期权Swaptions）等。

• exchange options - 引用次数：5

We price exchange options under the constant interest rate and stochastic interest rate. To credit default swap, we get the answers of discrete and continuous cash flow, and we pricing a basket credit default swap provided with distrete cash flow.

对于互换期权,在常数利率和随机利率假设下分别建立了定价模型;对于信用违约互换,分别求出了连续支付和离散支付的现金流,并在离散现金流支付下,定价了一篮子信用违约互换

参考来源 - 结构化模型下公司债券及信用衍生产品的定价研究
swaption - 引用次数：2

The development of interest rate term structure model and interest rate derivatives pricing theory are complementary,the former provides an enrich basic theory for later. In the fifth chapter of this article,we state a pricing method of swaption.

最后介绍了仿射期限结构模型下一类利率衍生产品——互换期权的定价方法。

参考来源 - 仿射期限结构模型理论及应用

·2,447,543篇论文数据，部分数据来源于NoteExpress

### 双语例句

• 也可以通过期权进入一个互换合约，这种期权合约叫做“互换期权[4](swaption)”。

You can buy an option to take part in a swap, a contract dubbed a “swaption”.

• 对于互换期权常数利率随机利率假设分别建立了定价模型

We price exchange options under the constant interest rate and stochastic interest rate.

• 对冲基金深入进行 错综复杂互换期权和此类业务那些资产提供服务的肯定获益，因为复杂性带来利润

And as hedge funds tread deeper into elaborate swaps, optionsand the like, those who service such assets stand to gain, for withcomplexity comes profit.

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