Binary tree option pricing model;
二叉树期权定价模型；
Using insurance actuary pricing, we gain the European option pricing model.
使用保险精算法，给出了欧式期权的定价公式。
Includes: (1) The application of B-S option pricing model in enterprise strategy investment decision.
包括：(1)B - S期权定价模型在企业战略投资决策中的应用。
The conclusion is that ESO should be measured by fair value. To be specific, ESO should be measured by stock option pricing model.
笔者的结论为：对经理人股票期权应采用公允价值的计量属性，具体而言，就是采用期权定价模型来计量经理人股票期权。
Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.
利用概率论的理论，推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
A measure of sensitivity derived from an option pricing model. It measures how much an option's price will change for one unit of change in the underlying price.
是期权价格最为重要的敏感性指标，它表示期权的标的物价格的变动对期权价格的影响程度。
The fifth chapter introduces the Black-Scholes option pricing model, Prices one representative CB issued in 2003 and contracts the results with the market price.
第五章介绍了 Black-Scholes期权定价模型， 同时运用 B-S 模型对 2003 年发行的代表性的可转换债券——国电转债进行定价分析并与市场价格比较。
The B-S model and binary model are used in the evaluation of intangible asset and real option pricing model and identification of its parameters are formed accordingly.
在这之后，把期权的B - S模型及二叉树模型应用于无形资产的价值评估中，并由此建立了无形资产的实物期权定价模型及其参数确定方法。
Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project.
在分析R&D项目技术和市场不确定性分布特征的基础上，提出多步骤四项式期权定价模型，用于R&D项目进展评估。
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
Since the Azure pricing model is based on how long a role is deployed, not how long it is actually running, using internal timers isn't an option.
由于Azure的定价模型是基于角色被占用的时间有多长，而不是它实际运行的时间有多长的，使用内部的定时器是不行的。
The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.
运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失，从而能合理地确定贷款利率。
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。
Chapter three studies the model of American option pricing.
第三章研究美式期权的定价模型。
This paper summarizes the study on options pricing in view of quantum finance, such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.
综述了新兴的量子金融理论在期权定价上的应用，包括量子力学路径积分方法和虚拟套利动态测量理论，以及二项式期权定价的量子模型。
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。
Chapter three introduces the concept, type, basic parameter of the option and theoretical foundation and model of option pricing as well as the real option and the compound option.
第三章介绍期权的概念、类型及基本参数、期权定价的理论基础和模型以及实物期权和复合期权。
The European B-S model of option pricing is extended.
对欧式期权定价的B-S模型进行了推广。
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。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
本文的主要目的是解决金融数学中标的资产带跳的欧式期权的定价问题和套期保值。
And option pricing considers the flexibility of investment. So valuation model according to theory of EVA and option can estimate the firm value more accurately and objectively than other models.
在EVA评估模型基础上嵌入实物期权定价理论后，由于考虑了公司的柔性价值，所以能更准确和客观地估计上市公司的价值。
Then the stock index path modeled by the CRSLN model is used to pricing stock index option, although it is only a primary design.
最后，基于CRSLN模型描述的股指动态过程，对股指期权的定价提出初步的构思。
We can account Human Capital of the enterprisers by using F. Black - M. scholes model of option pricing. Through this model, we can get the reasonable price when we inspire a special Human Capital.
可以用布莱克·舒尔斯期权定价模型对企业家型人力资本进行定量计算，使得对特殊的人力资本的激励有了合理的价格依据。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设标的股价服从不变方差弹性（CEV）模型下，推导出两值期权的定价公式。
In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比较和归纳了可转换债券期权部分价格确定的经典理论，阐明了本文采用二叉树模型的原因。
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。
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 paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
综述了新兴的量子金融理论在期权定价上的应用，包括量子力学路径积分方法和虚拟套利动态测量理论， 以及二项式期权定价的量子模型。
The paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
综述了新兴的量子金融理论在期权定价上的应用，包括量子力学路径积分方法和虚拟套利动态测量理论， 以及二项式期权定价的量子模型。
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