The Par and Discount bond options are equivalent from a valuation perspective.
债券的票面价值和贴现债券选择权估价的前景是一样的。
The prepayment option, like bond issuers' options to call some bonds before they mature, saddles the lender with more risk.
借款人的提前还款期权和债券发行人拥有的在债券到期前赎回部分债券的期权一样,也使贷款人承担了更多风险。
We consider the pricing model for European foreign currency options where the domestic and foreign bond rates are assumed to be stochastic.
本文考虑国内外债券利率均为随机条件下的欧式外币期权定价。
We consider the pricing model for European foreign currency options where the domestic and foreign bond rates are assumed to be stochastic.
本文考虑国内外债券利率均为随机条件下的欧式外币期权定价。
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