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exchange option

  • 交换期权

专业释义

  • 互换期权 - 引用次数:5

    We price exchange options under the constant interest rate and stochastic interest rate. To credit default swap, we get the answers of discrete and continuous cash flow, and we pricing a basket credit default swap provided with distrete cash flow.

    对于互换期权,在常数利率和随机利率假设下分别建立了定价模型;对于信用违约互换,分别求出了连续支付和离散支付的现金流,并在离散现金流支付下,定价了一篮子信用违约互换

    参考来源 - 结构化模型下公司债券及信用衍生产品的定价研究

·2,447,543篇论文数据,部分数据来源于NoteExpress

双语例句原声例句权威例句

  • For example, stock, foreign exchange, foreign exchange options, and so on.

    比如股票外汇、外汇期权等等

    youdao

  • The problem of pricing exchange options in a jump-diffusion model is considered.

    考虑扩散模型交换期权定价问题

    youdao

  • We price exchange options under the constant interest rate and stochastic interest rate.

    对于互换期权,在常数利率随机利率假设分别建立了定价模型;

    youdao

更多双语例句
  • The options have been traded for several decades, starting with the Chicago Board Options Exchange.

    期权最初从芝加哥期权交易所进行交易,到现在已经交易了几十年

    耶鲁公开课 - 金融市场课程节选

更多权威例句
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