The option of the system of exchange rate and the changes of the countries system exchange rate accompanies have produced another important problem, which is exchange rate regime transition problem.
世界各国汇率制度的变迁与汇率制度的选择相伴产生了另一个重要问题,即汇率制度转换问题。
Once the exchange rate is agreed upon between the customer and the bank, no one can come and ask the customer for more money, except the option premium the customer has paid to the bank.
一旦客户与银行的合约中规定了某一汇率,那么,除了支付银行一笔保险今后,就再也不会有人来向客户要一分钱了。
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.
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。
Quanto option is a kind of exotic options and its income depends on not only the change of price in foreign assets, but also the fluctuations of exchange rate.
双币种期权就是其中的一种,其收益不仅依赖于外国资产价格的变化,还受到汇率波动的影响。
The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously.
汇率连动期权是一种未定权益,其投资者不得不同时规避国外股票和外汇价格变动的风险。
Secondly, Provide one option price demarcation line judge the method base on the premise that the exchange rate change obeys two forks of tree models.
并在汇率变动服从二叉树模型的前提下给出了一种期权价格界限判断方法;
In addition, the price evolution of foreign currency option when interest rate and exchange rate and their volatility move, is examined.
此外,定性分析了短期利率、汇率及其波动率变化对期权价格的影响。
This mechanism is contrary to the applied economic condition according to the hypothesis of optimal monetary area. So, a new option has to be made for RMB exchange rate mechanism.
用最优货币区理论假说来衡量,这一制度与它所要求的经济条件之间存在很大反差,所以,人民币汇率制度存在重新选择的必然性。
This mechanism is contrary to the applied economic condition according to the hypothesis of optimal monetary area. So, a new option has to be made for RMB exchange rate mechanism.
用最优货币区理论假说来衡量,这一制度与它所要求的经济条件之间存在很大反差,所以,人民币汇率制度存在重新选择的必然性。
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