option pricing model
期权定价模式
常用释义
英式发音
美式发音
基本释义
- 期权定价模式
例句
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1·Binary tree option pricing model;二叉树期权定价模型;
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2·Using insurance actuary pricing, we gain the European option pricing model.使用保险精算法,给出了欧式期权的定价公式。
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3·Includes: (1) The application of B-S option pricing model in enterprise strategy investment decision.包括:(1)B - S期权定价模型在企业战略投资决策中的应用。
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4·The conclusion is that ESO should be measured by fair value. To be specific, ESO should be measured by stock option pricing model.笔者的结论为:对经理人股票期权应采用公允价值的计量属性,具体而言,就是采用期权定价模型来计量经理人股票期权。
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5·Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.利用概率论的理论,推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
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6·A measure of sensitivity derived from an option pricing model. It measures how much an option's price will change for one unit of change in the underlying price.是期权价格最为重要的敏感性指标,它表示期权的标的物价格的变动对期权价格的影响程度。
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7·The fifth chapter introduces the Black-Scholes option pricing model, Prices one representative CB issued in 2003 and contracts the results with the market price.第五章介绍了 Black-Scholes 期权定价模型, 同时运用 B-S 模型对 2003 年发行的 代表性的可转换债券——国电转债进行定价分析并与市场价格比较。
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8·The B-S model and binary model are used in the evaluation of intangible asset and real option pricing model and identification of its parameters are formed accordingly.在这之后,把期权的B - S模型及二叉树模型应用于无形资产的价值评估中,并由此建立了无形资产的实物期权定价模型及其参数确定方法。
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9·Besed on the analysis of technology and market uncertainty of R&D project, a multi-step quadranomial option pricing model is presented for valuing an ongoing R&D project.在分析R&D项目技术和市场不确定性分布特征的基础上,提出多步骤四项式期权定价模型,用于R&D项目进展评估。
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10·This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.本文原创地提出了基于偏最小二乘回归(PLS)的可转债定价模型,将基于PLS的美式期权定价方法拓展到了可转债的定价;