本文针对我国股改中的百慕大权证提出了新的“模拟树-市场情绪”定价模型。
This paper puts forward a pricing model based on Simulation Tree and market sentiment for Bermudan warrants under Equity Division Reform.
研究标的股票收益与波动率相关下的备兑权证定价。
Studies the pricing of covered warrants on correlation between returns and volatility.
本文研究了带基差风险和交易费用的不完全市场中的权证定价与避险策略的建构问题。
In this thesis, the pricing and hedging in incomplete markets with transaction cost and basis risk are examined.
本文研究了在确定性分红和随机性红利率模型下的权证定价问题。
We conduct research on warrant pricing under determined dividend model and stochastic dividend yield model.
如何给认股权证进行科学定价，是一项值得研究的课题。
How to give recognizes the stockholder's rights card to carry on the science fixed price, is topic which an item is worth studying.
因此基于同一主体的多种认股权证的定价问题不容忽视。
For above reasons, we should pay more attentions to the multiple warrants pricing model based on the same body.
之后，以穗机场认沽权证为例子进行定价研究，同时考虑了认沽权证前三个月不能行权对定价所造成的影响。
Then Guangzhou Airport Put warrant is taken as the example to study the pricing method, and also consider the condition that the warrant can't be executed in the first three months.
因在权证的定价中缺乏对标的证券价格变化原因的分析，无法满足权证投资者的需求。
Because the causes of the price change of underlying stocks are not explained in the pricing, it cannot meet the requirements of investors.
我们发现中国权证市场的定价偏离可以在很大程度上被流动性测度和动量性测度来解释。
We show that the warrant pricing deviation can be significantly explained by liquidity measures and momentum measures calculated from the warrant and the underlying stock market.
我们发现中国权证市场的定价偏离可以在很大程度上被流动性测度和动量性测度来解释。
We show that the warrant pricing deviation can be significantly explained by liquidity measures and momentum measures calculated from the warrant and the underlying stock market.
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