股票价格或许是下跌了,但相应的期权价格也同样下跌了。
While stock prices may have dropped, so have the corresponding options prices.
期权价格中包括两个部分期权的内在价值和时间价值。
The price of an option consists of two components- intrinsic value and time value.
用技术语言来说,期权价格的隐含波动性结果都要比实际波动性高。
To put this in technical terms, the implied volatility in the option price turns out to be higher than the realised volatility.
跟股票一样,我喜欢高卖低买,因此在期权价格高的时候我往往会卖出。
Just like stocks, I like to sell high and buy low, so when options prices are high, I tend to be a seller.
最后运用期权价格理论给出了确定工程担保费用的一种方法。
In the end, it provides a method by option price theory to estimate the costs of construction bond.
这一新的模型展示了如何从股票与债券的已知价格行为中推导期权价格的方法。
The new model showed how to work out an option price from the known price-behaviour of a share and a bond.
此外,定性分析了短期利率、汇率及其波动率变化对期权价格的影响。
In addition, the price evolution of foreign currency option when interest rate and exchange rate and their volatility move, is examined.
随后进行数值分析,验证了交易对手风险对期权价格的影响不容忽视。
Moreover, we prove that counterparty risks of vulnerable option have an effect on its price.
期权价格的敏感性参数是金融机构利用期权进行风险管理的重要参数。
Sensitivity parameters of option prices are important parameters for financial institutions to take up risky management.
实际价格与未知的期权价格联系得越好,参与者便越有信心去承担任何水平的风险。
The better that real prices correlate with the unknown option price, the more confidently you can take on any level of risk.
讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。
We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.
介绍了一些与期权价格计算密切相关的随机金融模型和它们的模拟算法。
Introduced some financial models and functions which is closely related to pricing option.
并在汇率变动服从二叉树模型的前提下给出了一种期权价格界限判断方法;
Secondly, Provide one option price demarcation line judge the method base on the premise that the exchange rate change obeys two forks of tree models.
如果期权价格移动方向相反,则期权到期失效,买主只损失其所付出买入时投入。
If prices do not move that way, the option lapses and the buyer only loses the premium.
投资者“劫持”这些股票——压低它们的股价(和股票期权价格),迫使公司派息。
Investors are holding these stocks hostage — weighing down their prices (and the value of those stock options) until they pay a dividend.
在具体金融市场,给出欧式期权的定价公式和套期保值策略,以及美式看涨期权价格的界。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
是期权价格最为重要的敏感性指标,它表示期权的标的物价格的变动对期权价格的影响程度。
A measure of sensitivity derived from an option pricing model. It measures how much an option's price will change for one unit of change in the underlying price.
研究表明,股票价格在漂移项和扩散项具有时滞时,股票支付红利时对期权价格有一个调整。
Research shows that stock option price be adjusted for stock the payment of continuous dividends with having time-delay in the diffusion term and drift term.
这个根据参数形式的最优可执行边界得出的期望贴现收益就是我们所求的美式一篮子期权价格。
The expected discounted payoff corresponding to the optimal parametric exercise boundary is the final result for the American basket option price.
投资者愿意支付的期权价格取决于一系列因素,包括利率以及标的资产的市场价格和行权价格的关系。
The price an investor is willing to pay for an option depends on a number of factors including interest rates and the relationship between the market price and the exercise price.
利用抛物型偏微分方程的极值原理,得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
算例以某实际水电厂为例,分析了水文波动性、合同电量和合同价格对复合期权价格以及社会效益的影响。
A practical hydropower plant is selected in case study, and the influences of the hydrological variation, contract price and contract volume on the option price and social benefit are analyzed.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
在数值实验中,对六个美式看跌期权价格进行了计算,通过分析比较,结果表明:快速傅里叶变换法加欧拉法是一种快速的高精度的数值计算方法。
By valuing six American put options, the numerical experiment and analysis show that the Euler method with FFT is a fast and highly accurate numerical method.
绝大多数期权直到过期都没有执行;因为资产的价格的波动不足以让它值得执行。
The vast majority of options expire without being exercised; the asset price never moves sufficiently to make it worthwhile.
在市场平静的时候,愿意出售期权的人增加,使它们的价格,也就是隐含波动性的等级下降。
In quiet markets, the number of people who want to sell options increases, driving their prices, and thus the level of implied volatility, down.
140多家公司卷入此种丑闻,70位执行官丢掉他们的饭碗,很多公司面临特意在有利价格给予雇员股票期权的指控。
Over 140 firms have been embroiled and 70 executives have lost their jobs. Firms granting share options to employees stand accused of picking dates with particularly favourable prices.
墨西哥购买了看跌期权——令持有者有权以预订价格卖出石油的合约。
Mexico bought put options - contracts that give the holder the right to sell oil at a predetermined price.
如果投资者担心失去他们的赢利,他们将会购买期权以抵御股票价格的突然下跌。
If investors were worried about losing those gains, they would be paying up for options to protect against a sudden fall in share prices.
如果投资者担心失去他们的赢利,他们将会购买期权以抵御股票价格的突然下跌。
If investors were worried about losing those gains, they would be paying up for options to protect against a sudden fall in share prices.
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