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catastrophe option

  • 巨灾期权

网络释义专业释义

  巨灾期权

...:是以巨灾风险指数或巨灾损失率为交易标的的期货商品,最重要的条件是期货的价格变动必须与现货的价格变动存在一定程度的相关性。 巨灾期权(Catastrophe option,CATOption):是给合同持有者在一个特定的日期或特定日期之前以执行价买入或卖出某一资产的权利。

基于24个网页-相关网页

  • 巨灾期权 - 引用次数:6

    Firstly, catastrophe option will be regarded as the double trigger option according to dynamic asset pricing theory.

    首先,依据动态资产定价理论,将巨灾期权视作双触发原因期权,运用鞅过程原理、随机过程理论,建立基于地震害损失分布的巨灾期权定价公式。

    参考来源 - 巨灾期权定价模型研究 (研究生论文)

·2,447,543篇论文数据,部分数据来源于NoteExpress

双语例句权威例句

  • Although catastrophe option has been an important product of diversifying risks, but the market is still not well launched.

    期权作为巨灾市场一种主要风险转移方式,得到了学术界和巨灾风险市场的青睐

    youdao

  • If you are to avoid catastrophe when confidence evaporates, as it has done in the recent turmoil, the only option is for the state to underpin the core financial institutions.

    信心消失时,就目前我们遭遇的一样,如果避免更大灾难仅有选择给予核心金融机构国家支持

    youdao

更多双语例句
  • CatEputs (short for Catastrophe Equity Put Option) are derivative contracts that give the insured the right to sell new shares at a fixed price, which the investor promises to buy in the event of a catastrophe.

    ECONOMIST: Insurance

  • "International supervision over the issue of US dollars should be introduced and a new, stable and secured global reserve currency may also be an option to avert a catastrophe caused by any single country, " the commentary said.

    BBC: US loses AAA credit rating after S&P downgrade

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