The engineers designed derivatives and securitisations, from simple interest-rate options to ever more intricate credit-default swaps and collateralised debt obligations.
工程师设计出金融衍生物并把资产证券化,从简单的利率期权到错综复杂的信用违约互换和担保债务凭证。
A manufacturing firm has many opportunities or options to eliminate interest rate risk, foreign exchange risk, liquidity risk, and the risks associated with property and casualty perils.
一家产业公司有许多机会或选择来消除利率风险、外汇风险、资金流通风险以及与财产和意外伤害的危险相关的风险。
We price exchange options under the constant interest rate and stochastic interest rate.
对于互换期权,在常数利率和随机利率假设下分别建立了定价模型;
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。
After the interest rate cut, the Bank of England still has a lot of options to stimulate the economy.
在降息后英国央行仍有很多选项来刺激经济。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下,无套利条件之组合型选择权的近似封闭解。
Implied Volatility is calculated from the options and their influence factors such as stock price, strike, time value, interest rate and bonus.
引伸波幅从期权或认股证价格本身配合其他客观影响因素如正股价格、使价、间值、利率及派息计算出来。
Implied Volatility is calculated from the options and their influence factors such as stock price, strike, time value, interest rate and bonus.
引伸波幅从期权或认股证价格本身配合其他客观影响因素如正股价格、使价、间值、利率及派息计算出来。
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