Secondly, interest rate derivatives show different convergence speed from that of stock option. Specifically, the convergence speed is higher than 1/2-order for zero coupon bonds, lower for bond option.
其次,我们发现利率衍生品的对冲误差的收敛速度明显不同于股票期权,准确地说,债券期权的收敛速度低于交易频率的1/2阶,而零息债券则高于1/2阶。
参考来源 - 随机利率下欧式期权的离散对冲误差分析·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
Such a scenario will also favour the Discount bond option.
这样的情形也会钟情于折扣债券的选择。
But that would be a dangerous option to adopt and may not even be possible, given that markets can see such policies coming and demand higher bond yields.
但是考虑到市场当前的调控政策和更高的债权市场利息率,通货膨胀将是一个非常危险的选择甚至不可能实行。
By itself, that is not a reason for the Fed to step up bond purchases, an option it has kept open.
单单这一条,还不是联储公开地加紧收购债券的原因。
This is very easy molecule because we know exactly where to put them without even having to think, we only have one option, and we'll make a triple bond between the carbon and the nitrogen.
这个分子非常简单,因为我们知道应该把它们放在哪里,甚至不用去想,我们只有一个选择,我们将在碳与氮之间形成一个三键。
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