考虑欧式看涨期权的定价问题。
出售保护性看涨期权是一种减轻风险的保守性策略。
Selling covered calls is a conservative strategy for reducing risk.
看涨期权赋予买方以权利,但不必负有义务。
A call is an option that gives the buyer the right, but not the obligation.
持有标的资产的投资人,卖出该标的的看涨期权。
The investor who holds the underlying assets sell the call option of this underlying.
降低风险的一个办法是购买股票的同时卖出该股的看涨期权。
One way to reduce that risk is to buy stocks now but also sell calls on those stocks, a strategy known as selling covered calls.
可以通过基于公司价值的看涨期权的价格弹性来判别。
It can be distinguished through the price elasticity based on call option of company's value.
在支付看跌期权的同时,高管还可以要求经纪商出售其股票的看涨期权。
To pay for the put, the executive simultaneously has his broker sell a call option on his stock.
从障碍期权,看涨期权和看跌期权的结构是一样的条件相同。
From the structure of barrier options, call option and put option is the same as the terms.
期权有两种形式:即看涨期权和看跌期权(亦称买权和卖权)。
上周我提到一种策略,就是在买进股票的同时卖出该股的看涨期权。
Last week I mentioned a strategy called 'covered calls,' which involves the simultaneous purchase of a stock and selling calls of the corresponding option.
该组合由两份执行价格和到期日均相同的看涨期权和看跌期权组成。
This kind of option strategy is comprised by one put and one call options with the same strike price and the same expiry date.
通过综合考虑看涨期权和看跌期权,零售商可灵活进行补货和退货。
Through integrating call option and put option, the retailer can do replenishment and withdrawal flexibly.
可转换债券是固定收益证券的一种,是债券和股票看涨期权的混合证券。
Convertible bonds belong to the fixed income bonds, as hybrids of the bonds and call option.
将高额医疗费用保险视为一种特殊的欧式看涨期权,给出了期权的定价。
Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.
同时,买进期货合同和卖出一个看涨期权的组合,叫做组合卖出看跌期权。
Also, a combination of a long futures contract and a short call, called a synthetic short put.
其中,变界障碍时刻的欧式上升敲出看涨期权的定价公式具有较好的实用性。
The pricing formula of European up-and-out call option with varied barriers is practicable.
如果牛市持续下去,小麦看涨期权被看好可能会相对于玉米和大豆会更迟一些。
If bull market conditions continue, wheat calls likely will appreciate more slowly than those of corn or soybeans.
公司的权益资本具有期权的特征,公司的股票实质上是基于公司价值的看涨期权。
Corporate equity has characteristics of options, and stock is in essence a call option based on corporate value.
比如说,一个看涨期权,可以让持有者有权在一段特定的时间内以一个特定的价格买入一个资产。
A call option, for example, gives the holder the right to buy an asset at a specified price within a specified period.
在具体金融市场,给出欧式期权的定价公式和套期保值策略,以及美式看涨期权价格的界。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
由两个有相同行使价的看跌和看涨期权形成的组合,同时二者都看跌,叫做组合卖出期货。
A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures.
利用鞅方法得到了欧式未定权益定价的一般公式,欧式看涨期权和看跌期权定价及平价关系。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
可转换债券的组成包括债券、股票看涨期权、赎回条款、接管条款和其他例如强制回售等条款。
A convertible bond is normally composed of a bond, a stock call option, a call, a takeover clause and a put, ect.
当投资者对拟开发油田具有延迟开发权利时,油田开发项目的投资决策可类比于美式看涨期权。
When investors had right to delay development for intending oilfield, the investment decision making of the oilfield development project can be similar to American call options.
(期权)到价:指期权基础资产的价格高于(指看涨期权)或低于(指看跌期权)执行价的情况。
In the money: the state of an option when the price of the underlying asset is higher (in the case of a call option) or lower (in the case of a put option) than the option's strike price.
特别地,在考虑交易费的情况下我们得到了欧式下降敲入看涨期权的最小值,即期权的实际价值。
In particular, the minimal price of the European down-and-in call option under transaction costs is obtained, which can be used as the actual price of an option.
煤炭资源采矿权具有和股票看涨期权一样的期权特性,本质上是一种按年度执行的多期看涨期权。
The coal resources mining right has the same characteristics as option, which is a multi-period call option exercised annually.
人力资本应属于“看涨期权”,物资资本所有者购买人力资本所支付的价值相当于期权的权利金。
When the owner who possesses the material capital pays for the human capita, the value is as equal as the option premium.
人力资本应属于“看涨期权”,物资资本所有者购买人力资本所支付的价值相当于期权的权利金。
When the owner who possesses the material capital pays for the human capita, the value is as equal as the option premium.
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