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- This options file is included using the call option. 这些配置文件通过call选项来读取。
- An option which provides the right to buy a currency and sell the base currency is a call option. 买方期权是指期权买方有权买进一种货币,卖出另一基准货币。
- Aggregate Exercise Price The strike price of a put or call option multiplied by its contract size. 总行使价格出售或买入期权的行使价格乘以合约金额。
- The 8.38 per cent stake BofA will acquire under the call option cannot be sold until August 2011. 美国银行将根据买入期权购入的8.;38%25股权,在2011年8月前不能出售。
- No bidders have been named in the call option sale, but it remains possible Qatar is also involved in those talks. 任何投标人已被命名的看涨期权出售,但它仍有可能卡塔尔还参与这些会谈。
- SNP ANNOUNCES EARLY EXERCISE OF CALL OPTION TO ACQUIRE REMAINING 40% OF HONG KONG-BASED SNP YAU YUE PAPER PRODUCTS LIMITED. SNP宣布,提早行使认购期权来收购其余40%25有余纸品有限公司的股份。
- The author take European call option as the example, dissecting the conventional assumptions in Black-Scholes formulation. 我们以欧式看涨期权为例 ,分析Black -Scholes定价思路中的数理逻辑的演绎过程。
- European call option pricing formula and put-call parity were obtained considering the price of stock dividends-payment and a jump-diffusion process. 得到了支付红利的跳-扩散过程的欧式看涨期权的定价公式及欧式看涨看跌期权之间的平价公式。
- When interest rate is constant, I have put forward option price formula of the discounted value of the European call option. 讨论了当利率是常数时 ;欧式看涨期权价格折现值所满足的微分方程 .
- Under uncertain con dition, the process is not reversible and the opportunity may be delayed.It is similar to American-style call option. 不确定性投资条件下的不可逆投资过程及投资机会的可延迟性,使得投资机会类似于美式看涨期权,其时间选择权具有价值。
- Abstract:Callable bonds can be decomposed into bond and bond’s call option, while puttable bonds can be decomposed into bond and bond’s put option. 摘要: 摘要:可赎回债券可以分解成普通债券和债券看涨期权的组合,可回售债券可以分解成普通债券和债券看跌期权的组合。
- A financial security such as a bond with a call option attached to it; i.e., the issuer has the right to call the security. 可赎回的,指债券发行或优先股票,在到期日之前,在一定的条件下发行公司可将其全部或部分地买回。
- Or they can ensure the over electricity could sell out at an anticipant price by buy and sell call option and put option. 水电商也可以通过购买看涨或看跌期权,保证水电厂合约外的剩余电量在期望价格销售,减少弃水。
- This paper gives VaR formula of Europe style call option and put option whose mark is stock according to logarithmic normal dis tributions stock's price change . 根据股票价格变化的对数正态分布模型;给出标的物为股票的欧式看涨期权和欧式看跌期权的VaR计算方法.
- So if shares in Acme reach 115p by the end of June, the holder of the call option described above will exercise the option, and make the fund sell its Acme shares at 110p. 因此,如果顶点集团股价在6月底达到115便士,那么上文中提到的买入期权持有者将行使期权,迫使该基金以110便士的价格售出所持顶点集团股票。
- By applying equivalent martingale measure transformation within the framework of our model,a closed form analytic solution for vulnerable European call option is given. 在这样的模型假定下;采用等价鞅测度变换方法;对有违约风险的欧式看涨期权给出了封闭形式的解析定价公式.
- My investor informed me of several call options that were available. 我的投资人告诉了我几个可行的认购期权。
- Under the hypothesis of underlying asset price being driven by ajump-diffusion process that is a count process discussed the option pricing when interest rate is random variable, we obtain the pricing formula of European call option. 在(1)的假设下,讨论了当利率为随机变量时的期权定价问题,给出了欧式买权与卖权的定价公式以及平价关系。
- Under the market conditions supposed in Black-Scholes model and assumption that an investment object is a European call option,in this paper an investment-consumption problem is investigated. A utility maximization model is constructed. 本文在Black-Scholes模型假设的市场条件下,假定投资者的投资对象中含有一个欧式看涨期权,讨论了在该情形下投资者如何进行投资和消费的问题。
- We establish an generalized exponential O-U model with "jump" ,and the option value equation and the pricing formula of European call option are deduced under incontinuous stochastic interest rate model. 创建带跳跃的指数O-U随机过程扩展模型,并在利率为跳-扩散过程的假设下,给出了相应的期权价值方程以及欧式看涨期权的定价公式。