期权定价理论是金融数学的核心内容。
第3章，介绍期权理论和期权定价理论。
Chapter 3 introduce the option theory and option pricing theory.
期权定价是现代金融理论的重要内容之一。
Option pricing is one of the important contents in the modern theory of finance.
粗略地介绍数学金融学中的期权定价问题。
This paper introduces the problem of option pricing in mathematical finance.
此处运用动态规划方法推出期权定价公式。
This part derives the option pricing formula by using the dynamic programming method.
期权定价理论是金融工程的主要理论基石。
Option pricing theory is the main footstone for financial engineering.
运用博弈论，拟定了股票期权定价博弈的基本思路。
The basic roadmap of stock option pricing for gaming are studied through game theory.
本文将期权定价模型运用于财产保险的偿付能力分析。
This article will put option model use into the solvency analysis of property - liability insurance.
布朗运动理论是布莱克-舒尔斯期权定价理论的基础。
The theory of Brownian motion is the foundation of the pricing theory of Black Scholes.
提供一种基于有限差分格式的数值方法为复合期权定价。
Based on the differential scheme, a numerical method of pricing compound options is presented.
准确地为期权定价是金融交易市场规避风险的迫切需要。
Evading risk in financial trading market cries for pricing options to a nicety.
提供一种基于有限差分格式的数值方法为美式看跌期权定价。
Based on the differential scheme, presents a numerical method of pricing for American put options.
这种期权定价方法简单且直接，提供了定价新型期权的另一种途径。
This way of option pricing is simple and direct. It provides another way to price exotic options.
采用偏微分方程方法讨论了带跳扩散项的永久百慕大期权定价问题。
In this paper, we study the pricing problem of the perpetual Bermudan option with jump-diffusion by PDE (partial differential equation) method.
在金融数学与金融工程中，期权定价理论是我们的主要研究领域之一。
In financial Mathematic and financial Engineering, the theory of options pricing is the core of our study fields.
包括：(1)B - S期权定价模型在企业战略投资决策中的应用。
Includes: (1) The application of B-S option pricing model in enterprise strategy investment decision.
随着计算机、先进通讯技术的应用，复杂期权定价公式的运用成为可能。
The application of computers and advanced communication technology makes it possible to use complicated option pricing formulas.
当期权定价理论被应用于理财、评估等领域时，我们称为实物期权定价。
When the theory of options pricing is applied to financing and assessment and other fields, we call it real options pricing.
在期权定价的蒙特卡罗模拟中，重要性抽样是一种有效的方差减小技术。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
1973年提出的Black -Scholes期权定价模型目前仍然广泛使用。
The black-scholes model, for example, which was invented in 1973 to price options, is still used extensively.
本文基于实物期权思想，提出一种利用期权定价模型来评价高技术项目的方法。
Based on real options thinking, this paper proposes an approach for the appraisal of hi-tech projects when option-pricing models are employed.
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.
跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。
Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.
未定权益分析作为期权定价理论的推广，广泛运用于债务估值，并能给出解析表达式。
As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
如果把核心能力视作一个看跌期权，我们可以应用期权定价公式对核心能力进行评估。
If core competence is viewed as a put option, we can use option Pricing Theory to assess it.
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.
只有针对标的资产的价值漏损对期权定价模型进行相应的调整，才能正确估计期权的价值。
To properly appraise the optional value, the optional pricing model should be modified to account for the value leaking losses of real assets.
作为数学理论在经济学中最成功的应用之一，现代期权定价理论在经济研究中有着重要应用。
As one of the most successful application of mathematics in economics, modern option pricing theory plays an important role in economic study.
作为数学理论在经济学中最成功的应用之一，现代期权定价理论在经济研究中有着重要应用。
As one of the most successful application of mathematics in economics, modern option pricing theory plays an important role in economic study.
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