If it purchased a call option, it would compound its current interest-rate mismatch.
如果它买进买入期权，就会加剧其目前利率期限方面的不对称。
Meanwhile, it introduces three kinds of financial derivative tools: Finance Future, Finance Option and Interest Rate Swap.
同时，介绍了期权、期货和利率互换三种金融衍生工具的实际应用。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
It analyzes the main factors of interest rate changing and price fluctuating that influences the real option value of the coal resource.
对影响煤炭资源实物期权价值的主要因素中的利率变化和价格波动进行了分析。
Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.
跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。
Interest rate risk management for commercial Banks with embedded option is investigated based on the convexity gap model in this paper.
研究基于凸度缺口模型的具有隐含期权的商业银行利率风险管理问题。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
The marketing of interest rate will inevitably bring the commercial Banks the risk of option, fixing the price again, credit, market competition and the morality of operation.
推行利率市场化，必然会给商业银行带来选择权、再定价、信用、市场竞争、经营道德等风险。
Some new option pricing formulas are derived on condition that the model is jump-diffusion, the stock pays dividends and the stochastic interest rate are continuous or discontinuous.
分别在股票支付红利、跳-扩散模型，在连续随机利率、跳-扩散模型，和在不连续随机利率、跳-扩散模型的假设下，推导出了各自新的期权定价公式。
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。
The combination of fixed interest rates and an option to prepay helps to shield borrowers from interest-rate risks.
固定利率和提前还款期权相结合有助于保护借款人免于利率风险。
Interest rate Collar an option hedging strategy involving the purchase of a cap and the sale of a floor to confine interest rate movements to a range.
利率上下限涉及购买上限和出售下限来限制利率在一定范围浮动的选择权保护策略。
If the average risk premium rises above the strike rate in three months, the higher interest payments will be offset by gains from the option.
如果在3个月内平均的风险溢价上升超过了执行价，期权的收益可以抵消高出来的利息支付。
Interest rate CollarAn option hedging strategy involving the purchase of a cap and the sale of a floor to confine interest rate movements to a range.
利率上下限涉及购买上限和出售下限来限制利率在一定范围浮动的选择权保护策略。
In one hypothesis, discussed reset option pricing when interest rate is non-random variable , obtained its pricing formula;
②在①的假设下，讨论了当利率为非随机变量时重设型期权的定价问题，得到了其定价公式；
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非，股息，支付的股票四个月呼叫选项的价格势必当股票的价格是$28，行使价$25，无风险利率每年8％？
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非，股息，支付的股票四个月呼叫选项的价格势必当股票的价格是$28，行使价$25，无风险利率每年8％？
应用推荐