在非风险中性定价意义下，研究了欧式未定权益的定价和套期保值策略。
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
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。
The main purpose of this article is to solve European option pricing and hedging in a jump-diffusion model in financial mathematics.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
模型的错误设定往往对推断和检验造成误导，进一步，错误拟合的模型可能会导致定价，套期保值以及风险管理上大的错误。
Model misspecificaton generally leads to misleading conclusions in inference and hypothesis testing, more, misspecified model can yield large errors in pricing, hedging, and risk management.
中国期货市场主力合约在时间维度上的这种远期性特征与套期保值和定价功能发挥所要求的近期性特征无法一致，这样就严重影响了期货市场这两种功能的发挥和作用。
S sight contracts come into being by hedger's need for sight contracts in real economy. The time feature of dominant contracts on China's futures market cannot match with the sight feature req…
中国期货市场主力合约在时间维度上的这种远期性特征与套期保值和定价功能发挥所要求的近期性特征无法一致，这样就严重影响了期货市场这两种功能的发挥和作用。
S sight contracts come into being by hedger's need for sight contracts in real economy. The time feature of dominant contracts on China's futures market cannot match with the sight feature req…
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