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。
To precisely price the financial derivative security is imperative necessity of avoiding the risk in the financial market.
准确地为金融衍生证券定价是金融交易市场规避风险的迫切需要。
The spreading trade, including hedging and the arbitraging, is the important and safe operations in derivative security market.
对冲交易包括套期保值和跨期套利，是金融衍生商品交易市场中非常重要且较为安全的交易方式。
In this paper the models, methods and algorithm of minimum risk of price difference in the derivative security market are discussed.
本文讨论了跨期套利交易的价差风险极小化模型、方法和算法。
Financial derivative security, basic tools employed by financial engineering, refers to financial products whose value relies on underlying asset.
金融衍生工具是指其价值依赖于标的资产的一类金融产品。
The purchase or sale of a derivative security (such as options or futures) in order to reduce or neutralize all or some portion of the risk of holding another security.
指买入或卖出一种衍生证券(如期权或期货)以对冲部分或全部所持其它证券风险的行为。
When the market is complete, the present value of any derivative security is equivalent to mathematical expectation of its underlying profit discount value under equivalent martingale measurement.
当市场是完备时，任意衍生证券的现值等于该证券未来收益折现值在等价鞅测度下的数学期望。
A derivative is a security which "derives" its value from another underlying financial instrument, index, or other investment.
衍生工具是一种金融工具，它是从其他原生金融工具如指数衍生出来的。
Derivative a financial instrument that is attached to an underlying security or commodity, with the aim to protect against adverse price fluctuations.
衍生工具附在基础证券或商品上，用来保护不利价格波动的金融工具。
The value of a derivative is based on another security.
金融衍生工具的价值以另一种债券为基准。
After the first warrant was traded in the domestic security market, this new financial derivative become the focus of investor's interest, and the price of warrant fluctuated violently.
随着国内第一支权证上市交易，这种新型的金融衍生品成为了市场的焦点，其价格也经历了跌宕起伏的大幅波动。
After the first warrant was traded in the domestic security market, this new financial derivative become the focus of investor's interest, and the price of warrant fluctuated violently.
随着国内第一支权证上市交易，这种新型的金融衍生品成为了市场的焦点，其价格也经历了跌宕起伏的大幅波动。
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