On the base of the Prospect Theorywhich has been revamped, we obtain the common option pricing method.
本文在修正后的预期理论基础上，研究了期权的一般定价方法。
Using option pricing method, this article obtained a new pricing model of convertible bond with credit risk.
利用期权定价方法对可转换债券进行定价，并得到了一个考虑违约风险的可转换债券定价新模型。
Curently, we pricing of guarantee is based on experience or directly employs single-stage option pricing method.
目前对担保的定价是在单阶段清偿的前提下，采用经验定价和单阶段期权定价两种方法。
In traditional option pricing method the volatility is assumed as a constant, but this is contradicted to the fact.
传统的期权定价都是假设波动率为固定常数，而这与实际不太相符。
There are mainly three evaluation methods: Discounted Cash Flow method, Relative Comparables method and Option Pricing method.
估价方法主要有三种：贴现现金流估计法、相对估计法和期权估计法。
It discusses the principles, the model of value assessment and the suitable conditions for Discount Cash Flow (DCF), market comparative method and option pricing method.
详细探讨了折现现金流量法、市场比较法和期权定价法的原理、价值评估模型及其适用条件。
The author also analysis the existing methods of assets assessment, puts forward that the option pricing method fits with the assets assessment for the venture enterprises.
本文还对现有的资产定价方法进行了分析，指出了适合风险企业资产定价的方法是期权定价方法。
The results showed that the option pricing method to compute net present value of item and necessary parameters were more reasonable and easy decided than the traditional method.
结果表明，利用期权方法计算项目净现值及所需参数比传统的净现值方法更合理和易于确定。
So measuring value of material option by pricing theory option is a break-through method and can be more scientific and reasonable.
将期权定价理论应用于度量实物期权的价值，是对传统财务决策方法的突破，使企业财务决策行为更为科学化、理性化。
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。
In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.
本文利用鞅方法重新推导出了欧式期权和一些奇异期权的定价公式。
In this paper, we study the pricing problem of the perpetual Bermudan option with jump-diffusion by PDE (partial differential equation) method.
采用偏微分方程方法讨论了带跳扩散项的永久百慕大期权定价问题。
This part derives the option pricing formula by using the dynamic programming method.
此处运用动态规划方法推出期权定价公式。
This thesis gives a new evaluation method on the important factor—volatility, which has an important influence on the pricing of option, based on the research of option characters.
本文在研究期权特性的基础上，对影响期权定价的重要因素波动率给出了一种新的估计方法。
The traditional cash flow analysis method hardly assess the value of high tech enterprise correctly, while the option pricing theory can compensate the traditional pricing method shortage.
价值评估机制是风险投资战略联盟的重要机制，传统现金流分析法难以准确评估高新技术企业的价值，但期权定价理论却可弥补传统定价方法的不足。
Making use of Martingale method and Girsanov theorem, pricing major medical expense insurance option.
将高额医疗费用保险视为一种特殊的欧式看涨期权，给出了期权的定价。
By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
Consider that the uncertain variables involved in B-S model, utilize the method of Monte Carlo to pricing real option contained in IT project, etc.
考虑B - S模型所涉及的变量的不确定性问题，利用蒙特卡罗方法求解it项目中蕴含的实物期权等。
Now, it has three pricing modes of the MBS: the method of establishing a pre-payment model, the method of the option-adjusted spread and the method of the option pricing.
从目前国外学术界和业内基于债券定价原理对MBS的定价思路上，主要有三种定价模式：建立提前偿付模型法、期权调整价差法和期权定价法。
On this basis and considering the practical situation at present stage, the electricity pricing model that relates to above-mentioned option evaluation method and the option pricing al...
在此基础上，结合现阶段实际情况，就该期权方法所涉及的电价模型以及与动态效益相对应的期权定价算法进行了讨论。
Option is a kind of important financial derivatives, when it appeared in the financial markets, option pricing theory and method have became hot issues.
期权是一种重要的金融衍生工具，自它在金融市场中出现，其定价理论及定价方法一直备受关注。
Option is a kind of important financial derivatives, when it appeared in the financial markets, option pricing theory and method have became hot issues.
期权是一种重要的金融衍生工具，自它在金融市场中出现，其定价理论及定价方法一直备受关注。
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