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
For example, stock, foreign exchange, foreign exchange options, and so on.
比如股票、外汇、外汇期权等等。
The problem of pricing exchange options in a jump-diffusion model is considered.
考虑跳扩散模型中交换期权的定价问题。
We price exchange options under the constant interest rate and stochastic interest rate.
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;
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
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