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)。
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.
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.
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.
这是实施布莱克·斯科尔斯财务模型的中文版本,提供了看涨期权和看跌期权。接受由开发商使用不承担任何责任。
This is a Chinese version of an implementation of the Black-Scholes financial model, providing call options and put options. No liability for use is accepted by the developer.
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.
在假定支付连续的红利率和定期支付的条件下,得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
本论文在第一章中首先介绍了期权、看涨期权、看跌期权、美式期权和欧式期权的概念,然后在此基础上引入了障碍期权的概念。
In the first chapter, the paper first introduced the definition of option, call option, American option, Europe option and then introduce the definition of barrier option.
可赎回债券可以分解成普通债券和债券看涨期权的组合,可回售债券可以分解成普通债券和债券看跌期权的组合。
Callable bonds can be decomposed into bond and bond's call option, while puttable bonds can be decomposed into bond and bond's put option.
可赎回债券可以分解成普通债券和债券看涨期权的组合,可回售债券可以分解成普通债券和债券看跌期权的组合。
Callable bonds can be decomposed into bond and bond's call option, while puttable bonds can be decomposed into bond and bond's put option.
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