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 ability of making contingent decisions under uncertainty makes the value of Real Option.
企业在不确定条件下相机决策的能力具有实物期权价值。
An option is particularly useful for covering contingent cash flows.
期权对可能的现金流动最有用。
The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously.
汇率连动期权是一种未定权益,其投资者不得不同时规避国外股票和外汇价格变动的风险。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式,欧式看涨期权和看跌期权定价及平价关系。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式,欧式看涨期权和看跌期权定价及平价关系。
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