Our conclusion provides a new perspective in understanding derivative pricing in the emerging market.
本文结论对于理解新兴市场中的衍生产品定价提供了新的思路。
The part of this text introduction has done the reviewing of generality to the financial derivative and pricing theory.
本文绪论部分对金融衍生工具及其定价理论作了概括性的回顾。
Methods for constructing standard Winner Process can have a very important influence on estimation result of Monte Carlo simulation in the course of pricing financial derivative securities.
在伪蒙特卡罗模拟应用于金融衍生证券定价过程中,标准维纳过程的构造方法对模拟估计的效果具有十分重要的影响。
This paper summarizes the pricing theory of derivative securities.
本文对衍生证券的定价理论进行了论述。
In this paper, we mainly discuss the derivative security pricing problem for the untradable underlying assert.
作者主要讨论了标的资产为不可交易情形下衍生证券的定价问题。
As a kind of financial derivative which has both traditional bond property and option property, convertible bonds pricing is a quite complicated problem.
作为一种既具有传统的债券性质,又具有期权性质以及一些其它条款限制的金融衍生产品,可转债的定价是一个相当复杂的问题。
As a new financial derivative instrument, mixed asset bonds adopt a pricing model different from traditional bonds due to its unique attribute.
作为一种新型金融衍生产品,混合资本债券以其特有的资本属性形成了区别于传统债券的定价模式。
The main objective of this paper is that using three models to obtain the homologize pricing of derivative security.
本文的目标是通过三个模型,得到其相应的衍生证券的定价公式。
Research and teaching: Asset Pricing, Empirical Finance, Econometric Methods, and Derivative Markets.
主要研究和教学领域:资产定价,实证金融,计量经济学方法,金融衍生产品市场。
Research and teaching: Asset Pricing, Empirical Finance, Econometric Methods, and Derivative Markets.
主要研究和教学领域:资产定价,实证金融,计量经济学方法,金融衍生产品市场。
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