备兑认股权证 covered warrant ; Covered warrould like ; Covered warrish ; covered d warrant
一篮子备兑证 Basket Covered Warrants ; basket warrant ; haha basket warrant
备兑权证 Covered Warrant ; Derivative Warrant
备兑证 Equity Warrants ; Covered Warrant ; Covered Card
备兑期权 covered option
备兑认股证 Covered Warrants ; Covered Call Warrant
沽出备兑期权 covered writing ; haha covered writing ; awninged autograph
指数备兑证 Index Covered Warrants
备兑认购期权 covered call
无备兑期权 uncovered option
研究标的股票收益与波动率相关下的备兑权证定价。
Studies the pricing of covered warrants on correlation between returns and volatility.
发行人在发行备兑权证之后，通常需要以各种各样的对冲策略对风险进行规避。
After the covered warrants were issued, the issuer had to use various strategies to hedge the risk exposed.
由于备兑权证本质上是期权，因此本文考虑采用有交易成本的期权间断复制模型作为发行人的风险对冲策略。
Since the covered warrant is option essentially, this paper considers using option replication strategies to hedge the issuer's risk exposure.
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