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.
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.
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.
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.
综述了新兴的量子金融理论在期权定价上的应用，包括量子力学路径积分方法和虚拟套利动态测量理论，以及二项式期权定价的量子模型。
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
从目前国外学术界和业内基于债券定价原理对MBS的定价思路上，主要有三种定价模式：建立提前偿付模型法、期权调整价差法和期权定价法。
Now, it has three pricing modes of the MBS: the method of establishing a pre-payment model, the method of the option-adjusted spread and the method of the option pricing.
第三章介绍期权的概念、类型及基本参数、期权定价的理论基础和模型以及实物期权和复合期权。
Chapter three introduces the concept, type, basic parameter of the option and theoretical foundation and model of option pricing as well as the real option and the compound option.
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；
We price exchange options under the constant interest rate and stochastic interest rate.
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.
在EVA评估模型基础上嵌入实物期权定价理论后，由于考虑了公司的柔性价值，所以能更准确和客观地估计上市公司的价值。
And option pricing considers the flexibility of investment. So valuation model according to theory of EVA and option can estimate the firm value more accurately and objectively than other models.
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.
综述了新兴的量子金融理论在期权定价上的应用，包括量子力学路径积分方法和虚拟套利动态测量理论， 以及二项式期权定价的量子模型。
The paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
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.
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。
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.
在期权交易的实际操作中，红利和交易费用是不可避免的，因此在时间连续的市场模型中考虑红利和交易费，对丰富期权定价理论及指导金融实践的都有着重要的意义。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在期权交易的实际操作中，红利和交易费用是不可避免的，因此在时间连续的市场模型中考虑红利和交易费，对丰富期权定价理论及指导金融实践的都有着重要的意义。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
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