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american option造句

"american option"是什麼意思  american optionの例文  
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  • Linear complementary problem and american option pricing
    線性補問題與美式期權定價
  • American option pricing of a special model
    一類特殊模型的美式期權定價
  • Comparison of three kinds of monte carlo methods for american option pricing
    美式期權的幾種蒙特卡羅仿真定價方法比較
  • Asymptotic analysis and numerical computation of american option when expiry date runs to infinity
    美式期權執行日趨于無窮大的漸近分析及計算
  • The numerical solution for pricing american options under stochastic volatility is considered
    摘要考慮隨機波動率下美式期權定價問題的數值模擬求解。
  • The pricing problem of the american option is currently studied as one of the important items in finance
    美式期權的定價問題是當前金融學面臨的重要研究課題之一。
  • The problem of valuation for american options is extended to deal with both constrained portfolio and different interest rates for borrowing and lending
    在金融資產的定價中,另一類重要問題是期權定價。
  • Because the american option may early be exercised before the expiration date , its pricing is generally more difficult than that of the european option
    由于美式期權可以提前執行,故為其定價要比為歐式期權定價困難得多。
  • Germany ' s deutsche b ? rse , which had wanted euronext , has consoled itself by agreeing to buy ise , an american options market , for $ 2 . 8 billion
    原本覬覦歐洲證交所的德意志證交所,在同意以28億美元的價格收購一家美國期貨交易所? ? ise后,實力更進一步。
  • Complete ski vacations with emphasis on european resorts . also offers north american options . packages include air , lodging , lifts and other tour features
    在歐洲勝地上與強調完成滑雪假期。另外提供北美的選擇。包裹包括空氣,住宿,電梯和另外的旅游特征。
  • It's difficult to see american option in a sentence. 用american option造句挺難的
  • They could be classified as call options , put options , american options , european options , financial options , real options and so on according to different benchmarks
    按不向標準,期權可分為看漲期權和看跌期權、美式期權和歐式期權、金融期權和實物期權等。
  • The article detailedly researches the characters of the american option and the principle of forming its value , and offers a new , very fast and accurate numerical pricing method of the american put option ? " fft " method
    本文深入剖析了美式期權特點及其價值形成機理,提出了一種新的快速的高精度的美式看跌期權定價的數值方法?快速傅里葉變換法。
  • Furthermore , i also research on the problem of american option pricing when there being no transact cost using the property of martingale process . and i give correspondent buying price , selling price and some conclusions
    另外,本文還利用鞅過程的性質討論了當不存在交易成本時美式期權的定價問題,并給出了相應的買價和賣價公式以及相關的一些結論。
  • Just because of these reasons , cox , ross and rubinstein put forward the foundation of the algorithm , solving the pricing problem of the american option , which is significant to the development of the pricing theory of the option and option products
    正是因為這些原因, 1979年, cox , ross和rubinstein發表了《期權定價:一種簡化方法》的論文,提出算法的基礎,解決了美式期權的定價問題,對期權定價理論和期權產品的發展具有重要意義。
  • In the 3rd section we introduce how to use mathematical model to study financial problems , whose assets running on mixed jump - diffusion process , first we get the famous non - linear feynman - kac formula by fbsde , then let the solution of the bsde be a investor ' s utility function , and it ' s the so - called recurse utility function . second , we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above , and we get the comparison theory . third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option
    第三章介紹了利用金融資產價格運行基于復合跳躍? ?擴散過程的數理模型來研究金融經濟問題,通過結合運用正倒向隨機微分方程,推導得到著名的非線性feynman - - kac公式,并且將相應的倒向隨機微分方程的解記為投資者的值函數,這也就是通常所說的效用值函數;接著我們可以證明此效用值函數為某一偏微積分變差不等式的連續粘性解,并且得到了比較原則;這些結果可以應用到金融領域用于消費投資組合的選擇或是美式期權的估值。
  • Chapter two analyses the problems that fixes the convertible bond price in our country . many listed companies generally use european option price at the formula , namely black - scholes model . because of the multiple option nature and the american option nature contained in the transferable bond , black - scholes model ca n ' t be applied mechanically to fix the price of the convertible bond
    第二章分析了可轉換債券定價在我國所存在的問題,即從我國上市公司發行可轉換債券的公告來看,一般都使用歐洲期權定價公式,這是由1973年fischerblack和myronscholes在其《期權和公司負債定價》的著名論文中所建立起的歐式期權定價解析表達式,即black - scholes模型而成。
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