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binomial model
二项式模型:一种用于计算金融衍生品价格的数学模型
常用释义
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基本释义
  • 二项式模型:一种用于计算金融衍生品(如期权)价格的数学模型,通过构建一个离散时间的二叉树来模拟资产价格的变化。
例句
  • 1·The value by binomial model is the closest value to actual market value, especially to the In-the-money CBs.
    二项式方法产生的理论值最接近实际值,尤其对于实值可转债更是如此。
  • 2·The main aim of this paper is to study the first two moments of ruin and recovery times in the compound binomial model.
    本文主要研究了复合二项模型中破产时刻与恢复时间的前两阶矩。
  • 3·AIM: to apply negative binomial model for the safety assessment of a new drug, so as to analyze the occurrence of adverse events.
    目的:将负二项回归用于新药的安全性评价,以此分析评价不良事件的发生情况。
  • 4·The main aim of this paper is to study the joint distributions of some actuarial random vectors in the continuous-time compound binomial model.
    本文主要研究了连续时间复合二项模型的包含破产时间在内的多维精算量的联合分布。
  • 5·Through analyzing the advantages and disadvantages of each model, we get that binomial model has greater flexibility for Employee Stock Option.
    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。
  • 6·This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
    通过对股票价格变动的二项式模型的分析,以鞅理论为基础,讨论与轨道相关的期权的定价方法。
  • 7·Supposed the income flow of the insurance company is a serial of random variables in the compound binomial model, we generalized the compound binomial model.
    本文假设在复合二项模型中保险公司的保费收入流为一个随机变量序列,将模型进行推广。
  • 8·This paper improves binomial model in some aspects to make it more suitable to the properties of convertible bonds, then more accurate to pricing such a financial asset.
    在传统的二叉树模型上加以一定的改进,使其能更适合可转换债券的特点,从而对可转换债券的定价达到更高的准确度。
  • 9·The paper expounds the application of real option in the financing decision of startup firms in uncertainty on the theoretical basis of riskneutral pricing approach and binomial model.
    综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论, 以及二项式期权定价的量子模型。
  • 10·The effect of deep tube well use on the incidence of childhood diarrhoea was assessed using a random effects negative binomial regression model.
    采用随机影响负二项回归模型,评估深管井的使用对儿童发生腹泻的影响。