The theory of Brownian motion is the foundation of the pricing theory of Black Scholes.
布朗运动理论是布莱克-舒尔斯期权定价理论的基础。
As the number of time steps is increased, the Binomial approximation to the underlying price movements becomes closer to the Black Scholes answer.
随着步骤的增加,二项式法对于资产价格变动的近似结果就越接近布莱克·斯科尔斯模型的答案。
Black-Scholes is just a model, not a complete description of the world.
布·斯方程只是一个模型,而并非对这个世界的完整描述。
Two academics who had studied, or taught, at the University of Chicago, Fischer Black and Myron Scholes, developed a theory of option pricing.
两个在芝加哥大学求过学的学者,FischerBlack及Myron Scholes共同开发出了期权交易价格理论。
Real Options methods treat the variance in the estimates similarly to volatility in the Black-Scholes equations.
RealOptions方法对待估计中的方差类似于Black - Schole方程中的变动性。
The black-scholes model, for example, which was invented in 1973 to price options, is still used extensively.
1973年提出的Black -Scholes期权定价模型目前仍然广泛使用。
This is a Chinese language version of an implementation of the Black-Scholes financial model for hedge fund and other pricing.
这是中国实施金融对冲基金和其他定价的布莱克·斯科尔斯模型语言版本。
This is a Chinese version of an implementation of the Black-Scholes financial model, providing call options and put options. No liability for use is accepted by the developer.
这是实施布莱克·斯科尔斯财务模型的中文版本,提供了看涨期权和看跌期权。接受由开发商使用不承担任何责任。
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.
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。
He and two other economists created the trading process called Black-Scholes that impacted the ways financial markets were informed and influenced.
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。
Thanks to Black-Scholes, options pricing no longer had to rely on educated guesses.
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。
In its nature, the state-owned stocks of corporations can be viewed as options of corporations' value. So we can set the price of state-owned stocks by using the Black-Scholes formula.
企业的国有股在本质上可以看成是基于企业价值的期权,因此可以用布莱克—斯科尔斯定价模型对企业国有股定价。
Practical mining activities characteristics of mineral resources were discussed combined with concrete cases. The improved Black-Scholes model was used in mining rights value evaluation.
将该模型应用于某矿山采矿权评估,结果表明:采矿权价值随采矿权期权期限的增加呈现出先增后减的趋势;
The option pricing problem is one of the important research topics in the field of financial economics. The Black-Scholes model has provided the way for people to study this issue.
期权定价问题历来是金融经济学中的重要研究课题之一,布莱克-斯科尔斯模型为人们提供了研究这一课题的方法。
Drawing lessons from economic Value-added concept, capital-asset-pricing model and Black-Scholes model, we have designed the phantom stock option plan of Liutie material company.
借鉴经济增加值这一概念和资本资产定价模型及布莱克-舒尔茨模型,设计了柳州材料总厂虚拟股票期权激励计划。
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.
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.
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。
应用推荐