你没有必要出售看跌期权，因为下跌的风险实在太大。
You do not want to sell puts to pull in premium to cover cost as downside risk is too great.
他开始减少手头的指数看跌期权，增持基金中的公司股票。
He starting reducing the index puts and buying more shares of the companies in his fund.
墨西哥购买了看跌期权——令持有者有权以预订价格卖出石油的合约。
Mexico bought put options - contracts that give the holder the right to sell oil at a predetermined price.
提供一种基于有限差分格式的数值方法为美式看跌期权定价。
Based on the differential scheme, presents a numerical method of pricing for American put options.
如果美国股市在未来十年走高，出售这些看跌期权就可以获利。
Selling those puts will be profitable if U.S. stocks go up over the next decade or so.
从障碍期权，看涨期权和看跌期权的结构是一样的条件相同。
From the structure of barrier options, call option and put option is the same as the terms.
期权有两种形式：即看涨期权和看跌期权（亦称买权和卖权）。
通过综合考虑看涨期权和看跌期权，零售商可灵活进行补货和退货。
Through integrating call option and put option, the retailer can do replenishment and withdrawal flexibly.
实际上，这意味着看跌期权方法仅限用于在股票交易所上市的银行。
In fact, this means that the option method can only be used in the Banks that have stock exchanges.
该组合由两份执行价格和到期日均相同的看涨期权和看跌期权组成。
This kind of option strategy is comprised by one put and one call options with the same strike price and the same expiry date.
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。
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.
基于实物期权理论，限制竞争担保是一种看跌期权，具有一定价值。
According to real option theory, restrictive competition guarantee is a kind of put option with certain values.
在支付看跌期权的同时，高管还可以要求经纪商出售其股票的看涨期权。
To pay for the put, the executive simultaneously has his broker sell a call option on his stock.
这些本质上都是看跌期权，潜在利润有限，产生灾难性损失的概率虽小但确实存在。
These were essentially put options, with limited upside and a low but real probability of catastrophic losses.
发行看跌期权就像是在空气里抓钱，但是一个凶猛的波动就会让你破产。
Writing naked options feels like taking money out of thin air, but a violent move can put you out of business.
由买入一个期货合同和买入一个看跌期权的组合，就叫做组合买入看涨。
A combination of a long futures contract and a long put, called a synthetic long call.
同时，买进期货合同和卖出一个看涨期权的组合，叫做组合卖出看跌期权。
Also, a combination of a long futures contract and a short call, called a synthetic short put.
西吉认为，现时各公司均处于弱势，而买入领先的科技股的看跌期权正是好时机。
Hickey sees weakness all about and opportunities to take advantage by buying puts on technology leaders. Here's a smattering of his discoveries.
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。
If core competence is viewed as a put option, we can use option Pricing Theory to assess it.
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.
有些投资者表现的更加激进，沃思堡顾问公司的马克·哈特，已经在使用看跌期权做空人民币。
Some investors are more creative. Mark Hart of Corriente Advisors, a hedge fund, has bought put options on the yuan, betting that the value of the currency will decline.
(期权)到价：指期权基础资产的价格高于(指看涨期权)或低于(指看跌期权)执行价的情况。
In the money: the state of an option when the price of the underlying asset is higher (in the case of a call option) or lower (in the case of a put option) than the option's strike price.
除了卖出大豆或者玉米的看涨期权，可以保持在这些市场里做空看跌期权并且卖出你的小麦看涨期权。
Instead of selling bean or corn calls, stay short the puts in these markets and sell your calls in wheat.
美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。
The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
看跌期权承销者已经同时将该基础证券卖空，或者在现金账户存入相当于期权执行价的现金或现金等价物。
A put option position in which the option writer also is short the corresponding stock or has deposited, in a cash account, cash or cash equivalents equal to the exercise of the option.
投资人可在市场上涨时履行看涨期权，同理在下跌时履行看跌期权。从而可以享受到价格波动较大时的好处。
The investor could exercise call option when the price moves higher on the other hand, the investor could exercise put option so that the investor can enjoy the benefit from the large price movements.
可赎回债券可以分解成普通债券和债券看涨期权的组合，可回售债券可以分解成普通债券和债券看跌期权的组合。
Callable bonds can be decomposed into bond and bond's call option, while puttable bonds can be decomposed into bond and bond's put option.
这是实施布莱克·斯科尔斯财务模型的中文版本，提供了看涨期权和看跌期权。接受由开发商使用不承担任何责任。
This is a Chinese version of an implementation of the Black-Scholes financial model, providing call options and put options. No liability for use is accepted by the developer.
这是实施布莱克·斯科尔斯财务模型的中文版本，提供了看涨期权和看跌期权。接受由开发商使用不承担任何责任。
This is a Chinese version of an implementation of the Black-Scholes financial model, providing call options and put options. No liability for use is accepted by the developer.
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