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。
To mitigate the risks, this paper presents a concept of interruptible options and corresponding mathematic model based on the option theory.
为了规避这种风险，基于期权理论，提出了断电期权的概念，并建立了相应的数学模型。
Mining rights of coal resources can be regarded as a multi-stage compounding real call option based on the option theory.
煤炭资源采矿权可以被认为是一个多期多阶段的复合看涨实物期权。
This paper is based on the theory of the risk neutral. By analyzing the property of matingale of the option price, we construct the model of the double barriers option.
本文运用期权的风险中性定价理论，通过分析资产价格过程的性质，建立了双敲出期权的数学模型。
Based on the analysis of the tradition Net Present Value method, this paper introduces the real option theory in combination with the NPV method in the venture investment project decision.
在对传统的NPV法分析的基础上，利用实物期权方法结合NPV法对风险投资项目进行投资决策。
To solve those problems, this paper brings up the idea that applicants Monte Carlo method in the evaluation based on real option theory.
针对这些问题，本文提出了将蒙特卡洛法应用到实物期权的评价中来。
The formation mechanism of mining right value of mineral resources based on option is the basis of the mining right evaluation of mineral resource with the theory of option price.
基于期权的矿产资源采矿权价值形成机理是运用期权定价理论估价矿产资源采矿权价值的基础。
The formation mechanism of mining right value of mineral resources based on option is the basis of the mining right evaluation of mineral resource with the theory of option price.
基于期权的矿产资源采矿权价值形成机理是运用期权定价理论估价矿产资源采矿权价值的基础。
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