股票指数期权是以股票指数为标的物的期权形式。
第五部分讨论股票指数期权交易中的风险控制问题。
Finally, the risk control of trade in stock index option is discussed.
该指数以为标准普尔500指数期权的价值为基础计算。
It's based on the value of Standard &Poor's 500 Index options.
本文以股指类衍生金融工具的一种——股票指数期权为研究对象,侧重于用数量方法来阐述其在我国开发应用的意义。
Targeted at one of the stock index derivative instruments-stock index option, this paper does some research work to elaborate the significance of developing it in China.
最近度量投资者们对市场的不确定性的最好方法是看看VIX即波动率指数,在芝加哥期权交易所交易。
The clearest measure of recent investor uncertainty is the VIX or volatility index, traded on the Chicago Board Options Exchange.
昨天收盘时80.86的数值是VIX——芝加哥期权交易所波动性指数从1990年创立至今的最高值。
Yesterday's close of 80.86 was the highest for the VIX, formally known as the Chicago Board Options Exchange Volatility Index, since calculations started in 1990.
《金融时报》解释称,这种风险在场外交易市场尤其普遍,而交易所开放式指数基金(etf)、外汇期权和多种大宗商品衍生品的通常进行场外交易。
The FT explains that this risk is particularly prevalent in over the counter markets, where ETFs, foreign exchange options and a number of commodity derivatives trade.
根据芝加哥期权交易所(这里交易有指数的期货和期权)的数据,VIX现在大大高于九十年代后期的平均水平。
The VIX is well above its post-1990 average, according to the Chicago Board options Exchange, which trades futures and options on the index.
这么多年来我还发现,在纳斯达克综合指数达到我的卖出下限时,卖出我已经持有的股票的看涨期权也是一个行之有效的策略。
Over the years I've found it's also an effective strategy to sell calls on stocks I already own when the Nasdaq Composite hits one of my selling thresholds.
他仍持有一些指数看跌期权,以便在股市下滑的时候保护基金。
And he still owns index puts to protect the fund during future falls.
他开始减少手头的指数看跌期权,增持基金中的公司股票。
He starting reducing the index puts and buying more shares of the companies in his fund.
除了指数期货和期权,期货交易所亦买卖四种货币期货及30种股票期货合约。
Besides Index futures and options, the HKFE also traded in four currency futures and 30 stock futures contracts.
如有可能,我们同样也愿意在市场指数的水平上购买认沽期权,以进行下跌保护。
Where possible we also like the flexibility to buy put options at the market index level, again for downside protection.
到了90年代,她的主要工作已经变成监管金融产品譬如股票指数期货和货币期权。而在华盛顿一些人看来,它应该继续只管猪肚子和黄豆。
By the '90s, its main business had become overseeing financial products such as stock index futures and currency options, but some in Washington thought it should stick to pork bellies and soybeans.
指数和期权市场—芝加哥商品交易所的一部分。
Index and Options Market part of the Chicago Mercantile Exchange.
本文讨论了股票价格服从指数O-U过程的幂型支付的双标的欧式混合期权的定价问题。
The pricing problem which bivariate European mixed options of the power payoffs on stocks driven by exponential O-U process is discussed in this paper.
一些内嵌期权与股市指数或商品的价格相联系。
Some embedded options are connected to the stock indexes or the price of products.
讨论了股票价格过程遵循指数O-U过程的变异期权定价问题。
The problem of pricing exotic options on the stocks whose price processes are driven by exponential Ornstein-Ukleuback process is discussed.
因为投资者不能直接购买或出售指数,指数期货和期权合约就采取给每个指数点规定一定的货币价值的方式进行现金结算。
Because an investor cannot directly buy or sell an index, index futures and options contracts are cash settled by allocating a dollar amount to each index point.
除了公司有价证券期权,金边债券,货币和指数都有相应的期权。
In addition to the company portfolio options, Phnom Penh bonds, currencies and indices corresponding options.
最后结合我国的实际情况,说明指数化期权的适用性以及提出相应的完善建议。
Finally, in accordance with China's present situation, this article expounds the feasibility of the indexed option and comes up with some corresponding Suggestions in order to consummate it.
最后结合我国的实际情况,说明指数化期权的适用性以及提出相应的完善建议。
Finally, in accordance with China's present situation, this article expounds the feasibility of the indexed option and comes up with some corresponding Suggestions in order to consummate it.
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