目前对担保的定价是在单阶段清偿的前提下,采用经验定价和单阶段期权定价两种方法。
Curently, we pricing of guarantee is based on experience or directly employs single-stage option pricing method.
在考虑商品的便利收益情况下,探讨了商品互换及其期权的定价。对价格是随机的情形建立了单因素模型;
This paper explores the pricing of commodity swaps and options on commodity swaps in the presence of convenience yields.
定价研究的对象包括四种不同的期权,即单资本期权、双资本篮子期权、连续算术平均亚式期权和离散算术平均亚式期权。
We resolve four different types of Option: Single-asset Option, Two-asset Basket Option, Continuously Observed Asian Option and Discretely Observed Asian Option.
交易商必须取消或者调整同一货币对或期权在同一时间内受影响而执行的所有客户订单,不论是多单还是空单。
The FDM must either cancel or adjust all customer orders executed during the same time period and in the same currency pair or option regardless of whether they were buy or sell orders.
交易商必须取消或者调整同一货币对或期权在同一时间内受影响而执行的所有客户订单,不论是多单还是空单。
The FDM must either cancel or adjust all customer orders executed during the same time period and in the same currency pair or option regardless of whether they were buy or sell orders.
应用推荐