The binomial tree is one of the numerical methods in common use.
二叉树方法就是比较常用的数值方法之一。
At last, its approximate solution is seeked by the binomial tree.
随后又运用了二叉树方法求出其近似解。
Binomial tree can be applied to pricing of all kinds of options, but it has a lot of flaws, such as accuracy.
二叉树定价模型虽然适合各种期权估价,但存在缺陷,如精度问题。
The method exploits regularities both in the communication phases and in the topological communication structure of a binomial tree.
这一方法不仅利用二项树通信步中的规则性,而且利用了二项树拓扑结构的规则性。
At present, the most commonly used methods include: Monte Carlo methods, binomial tree, finite element and finite difference methods.
目前比较成熟的数值方法有:蒙特卡罗方法,二叉树方法,有限元和有限差分方法。
After compared with other traditional pricing methods, find out that the Binomial Tree Model is more effective in Convertible Bonds pricing.
然后通过对传统的可转债的定价方法的比较得出二叉树模型在可转债定价中具有很强的实用性。
Then this paper gives a particular introduction of the Binomial Tree Model and improves it according to the additive terms of China which make it fit the actual market more.
接着对二叉树理论进行了详细介绍,并针对我国可转债的附加条款对传统的可转债二叉树模型进行了改进,提出了更符合现实市场操作的定价模型。
Secondly, selects the binomial tree model for pricing convertible bonds by comparing a variety of pricing methods and combining with the actual situation of the domestic market.
其次,通过比较各种定价方法,并结合国内市场的实际状况,选择二叉树模型来为可转换债券定价。
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。
In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比较和归纳了可转换债券期权部分价格确定的经典理论,阐明了本文采用二叉树模型的原因。
In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比较和归纳了可转换债券期权部分价格确定的经典理论,阐明了本文采用二叉树模型的原因。
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