在非风险中性定价意义下,研究了欧式未定权益的定价和套期保值策略。
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
信用定价是信用风险管理的核心,风险中性定价方法具有传统定价方法不可比拟的优点。
Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.
本文运用期权的风险中性定价理论,通过分析资产价格过程的性质,建立了双敲出期权的数学模型。
This paper is based on the theory of the risk neutral. By analyzing the property of matingale of the option price, we construct the model of the double barriers option.
本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
现代金融学的许多经典问题,如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解,随机折现因子模型是资产定价模型的统一框架。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
将对数正态扩散过程表达的随机过程转化为风险中性,并在此条件下用鞅定价方法推导出与股票相关联的欧式汇率买入期权的价格公式。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
研究了欧式幂期权的定价问题,根据风险中性估价原理,得到了这些期权的定价公式。
The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.
通过引入二项树定价模型和风险中性原理,文章对造船业大型造船设施投入使用和悬置进行了研究。
By introducing the binomial tree model and the risk-neutral principle theoretically, the paper will study the use or the suspension of the large shipbuilding facilities in the shipbuilding industry.
通过引入二项树定价模型和风险中性原理,文章对造船业大型造船设施投入使用和悬置进行了研究。
By introducing the binomial tree model and the risk-neutral principle theoretically, the paper will study the use or the suspension of the large shipbuilding facilities in the shipbuilding industry.
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