The option pricing theory gradually is also mature.
期权定价理论也不断成熟和完善。
Chapter 3 introduce the option theory and option pricing theory.
第3章,介绍期权理论和期权定价理论。
Option pricing theory is the main footstone for financial engineering.
期权定价理论是金融工程的主要理论基石。
Option pricing theory is always one of the kernel problems on financial mathematics.
期权定价理论一直都是金融数学研究的核心问题之一。
If core competence is viewed as a put option, we can use option Pricing Theory to assess it.
如果把核心能力视作一个看跌期权,我们可以应用期权定价公式对核心能力进行评估。
As one of the most successful application of mathematics in economics, modern option pricing theory plays an important role in economic study.
作为数学理论在经济学中最成功的应用之一,现代期权定价理论在经济研究中有着重要应用。
This article brings forward the methods of appraising the value of human resources in universities and puts the option pricing theory into it.
在提出高校人力资源价值估价的方法基础上,将期权定价理论拓展后应用到高校人力资源价值的评价中。
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。
Therefore, applying the real option pricing theory and its practical application to research has important theory value and practical significance.
因此,把实物期权的定价理论与它的实际应用结合起来研究就有重要的理论价值和现实意义。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
Many of the problems are relevant with the completeness of the markets. So this paper first describe the option pricing theory in the incomplete market.
这些问题中有相当部分与市场的完全性有关,为此本文首先从理论上描述非完全市场条件下的期权定价问题。
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。
The option pricing theory is a traditional field in modem finance, and the evaluation of venture capital is studied widely in economics and finance filed.
期权定价理论是现代金融学研究的传统领域,风险投资项目评价是当前令人关注的经济与金融领域的热点问题。
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 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。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在期权交易的实际操作中,红利和交易费用是不可避免的,因此在时间连续的市场模型中考虑红利和交易费,对丰富期权定价理论及指导金融实践的都有着重要的意义。
Two academics who had studied, or taught, at the University of Chicago, Fischer Black and Myron Scholes, developed a theory of option pricing.
两个在芝加哥大学求过学的学者,FischerBlack及Myron Scholes共同开发出了期权交易价格理论。
Option pricing is one of the important contents in the modern theory of finance.
期权定价是现代金融理论的重要内容之一。
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。
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。
As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
未定权益分析作为期权定价理论的推广,广泛运用于债务估值,并能给出解析表达式。
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。
The basic roadmap of stock option pricing for gaming are studied through game theory.
运用博弈论,拟定了股票期权定价博弈的基本思路。
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。
Chapter III discusses in detail the option pricing principles, including the options pricing theory and the basis of option pricing formula.
第三章详细论述了期权定价原理,包括期权定价理论基础和期权定价公式。
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。
Pricing liquidity in the real option theory is a frontier in present corporate financial theory.
采用实物期权理论对公司流动性进行定价,是目前公司金融理论的前沿课题。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
同时,探讨了模型的理论应用,给出了息票国债与基于息票国债的欧式期权定价公式。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
同时,探讨了模型的理论应用,给出了息票国债与基于息票国债的欧式期权定价公式。
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