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。
Chapter three studies the model of American option pricing.
第三章研究美式期权的定价模型。
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。
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。
This paper introduces the problem of option pricing in mathematical finance.
粗略地介绍数学金融学中的期权定价问题。
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。
This dissertation mainly study the option pricing problem of the extendible option.
本文主要研究可延期权的定价问题。
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。
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。
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。
This way of option pricing is simple and direct. It provides another way to price exotic options.
这种期权定价方法简单且直接，提供了定价新型期权的另一种途径。
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。
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。
Under this hypothesis, the option pricing formula is deduced. So a reference price is offered in practice.
在此假设下，推导出了欧式期权的定价公式，为实践者提供一个参考价格。
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。
These pricing formulas generalize the corresponding European option and European exchange option pricing on jump-diffusions.
该公式是标准跳扩散模型下的欧式期权及欧式交换期权定价公式的推广。
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。
The application of computers and advanced communication technology makes it possible to use complicated option pricing formulas.
随着计算机、先进通讯技术的应用，复杂期权定价公式的运用成为可能。
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。
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。
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。
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。
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。
This suggests that using GH as building block, we may hopefully get some more realistic models in Value at Risk modelling and option pricing.
从而，以GH分布为基本模块构造风险管理模型和金融衍生产品定价公式在理论和实际应用中都将有重要意义。
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。
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。
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。
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。
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