本文在分析了重置期权与带违约风险的期权定价模型的特点基础上，研究了随机时间的重置期权的定价问题。
Basing on the analysis of those models, this paper studies the default risk valuation model, investigates reset option with random time.
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.
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.
这些模型曾是更多异类期权定价唯一标准，其崩溃使风险转变为完全的不确定性(因此波动性极大)。
The breakdown of the models, which had been the only basis for pricing the more exotic types of security, turned risk into full-blown uncertainty (and thus extreme volatility).
第三章研究美式期权的定价模型。
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.
考虑跳扩散模型中交换期权的定价问题。
The problem of pricing exchange options in a jump-diffusion model is considered.
对欧式期权定价的B-S模型进行了推广。
第二部分介绍了实物期权的定价模型。
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.
同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
在跳扩散过程模型下研究了远期起点期权的定价问题。
The problem of forward starting options in jump-diffusion models is considered.
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.
通过对股票价格变动的二项式模型的分析，以鞅理论为基础，讨论与轨道相关的期权的定价方法。
This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
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.
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.
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.
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.
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.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
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.
对证券市场包括股票市场中的一些经典方法有：均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
期权定价模型的应用为正确认识原料基地的战略价值，分析木材限额采伐政策等提供了良好的基础。
This apply of the option model offers a good foundation to understand the strategic value of materials base, and analyze the felling quota policy.
最后，基于CRSLN模型描述的股指动态过程，对股指期权的定价提出初步的构思。
Then the stock index path modeled by the CRSLN model is used to pricing stock index option, although it is only a primary design.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
应用推荐