Binomial model(二叉树模型):an option valuation model predicated on the assumption that stock
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我们建议可以采取以下四种方法:第一,采用Binomial Trees(二叉树模型),这一种方法是主要关注市场中的微观数据,算出第二天上涨和下跌的概率,对公司所拥有的资产组合进行适当的调整。
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Thirdly, completes the pricing process by using binomial model.
最后,完成二叉树模型定价。
参考来源 - 基于二叉树模型的MBS产品定价研究Therefore we can make use of constructing a risk free portfolio or separating and compounding securities for option pricing. There are three traditional methods of option pricing:the Black-Scholes model;binomial tree methods;Martingale.
传统的期权定价方法有三种:Black-scholes模型:二叉树模型;鞅方法。
参考来源 - 保险精算方法在期权定价中的应用与研究According to the binary tree model and trigeminal tree model in four different assumptions and conditions analysis and solve the equations, respectively, in a variety of assumptions and conditions for a given formula.
本文根据二叉树模型和三叉树模型分别在四种不同的假设条件(构造模型)下进行分析以及对方程组求解,并给出了各自的求解公式。
参考来源 - 亚式期权的三叉树定价模型的探究(研究生论文)This paper applies the binary model into the management of engineering drawings and puts forward a binary tree model to indicate the relationship of drawings and also developed a management system of engineering drawings which can administrate the drawings effectively.
将二叉树模型引入工程图纸管理,提出了图纸层次关系的二叉树模型。 在此基础开发了工程图纸管理软件系统,从而可实现图纸的有效管理。
参考来源 - 二叉树模型在工程图纸管理中的应用 in C·2,447,543篇论文数据,部分数据来源于NoteExpress
提出了一种基于二叉树模型的配电网可靠性评估算法。
A reliability evaluation algorithm for distribution network based on binary tree is proposed.
并在汇率变动服从二叉树模型的前提下给出了一种期权价格界限判断方法;
Secondly, Provide one option price demarcation line judge the method base on the premise that the exchange rate change obeys two forks of tree models.
通过分析各个模型的优缺点,得出二叉树模型对于员工股票期权具有更大的弹性。
Through analyzing the advantages and disadvantages of each model, we get that binomial model has greater flexibility for Employee Stock Option.
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