查询词典 Black Scholes pricing model

While Scholes's clubmate Wayne Rooney and the rest of the England squad are preparing for their second game in Group C, against Algeria in Cape Town on 18 June, Scholes will be near Orlando.

斯科尔斯的俱乐部队有门大都正在国家队准备自己的世界杯比赛，斯科尔斯则跑到了奥兰多。

Some of famous scholars focused on evaluation model known as "Black and Scholes option evaluation model" which was established by Fisher Black and Myron Sholes in 1973. Option evaluation is no doubt very important to trader but how to make capital gain through put-call strategy is more concerned.We examined if we can make profit by the evaluation model of option and spot to research Taiwan option market merely through strategy implementation.

有的学者著重于评价模式之建立，如Fisher Black与Myron Scholes於1973年，提出所谓的&Black and Scholes选择权订价模型&交易人对於选择权评价的方式虽然重视，但是他们更想知道的事如何运用选择权的买卖策略来获取资本利得，但在相关研究上，对於此领域的研究却不是很完善，所以本文将对选择权与现货标的的评价方式透过策略的运用，重新评价，以台湾选择权市场为研究物件，仅就策略性操作是否有其获利模式进行研究。

In Black-Scholes pricing model, there was five variables impact the option price that we take to be the input variable in artificial neural network, both Back-Propagation Network and Radial Basis Function Network are used. Base on the difference analysis, we find out another variable that can improve learning efficiency and affectivity.

为避免差异，以Black-Scholes模式中，五项影响权证价格之因子为输入变数，分别以倒传递网路与半径式函数网路建立模式，並藉差异分析找出可改善学习绩效之变数。

The Black-Scholes options pricing model is one of the most famous equations in finance and offers a useful first approximation for prices for option contracts.

的Black - Scholes期权定价模型是在金融业中最有名的方程，并提供一个有用的为期权合约价格首次逼近。

This study deals with the prices of American option on dividend-paying. Because American call option can early exercise, in my master thesis, with Black-Scholes Option Pricing Model, I design integral representation to obtain the optimum early exercise boundary, this can evaluate the price of American call option on dividend-paying assets and compare with Europe call option.

中文摘要本研究报告主要在探讨发放股利之美式买权定价之问题，由於美式买权可以提前履约，本文以Black-Scholes Option Pricing Model为其数学模型，再设计一积分表现式，用叠代法来求得最佳履约价格，进而求得标的资产发放股利之美式买权价格，其结果再与欧式买权价格比较。

Such as Markowitz"s modern assets portfolio theory, Sharp, Minter and Mossin"s Capital Assets Price Model; Ross"s Arbitrage Pricing Theory; Black-Scholes"s the option of fixes the price classical capital market theories. They are all based on EMH.

例如马克维兹现代资产组合理论，Sharp、Minter、Mossin的资本资产定价模型，罗斯的套利定价理论，Black-Scholes的期权定价公式等经典资本市场理论，都是以有效市场假设为前提的或者与之有密切的联系。

This paper will assume that there are effective stock market and effective executive market, and the basic hypothesises in Black-Scholes Stock Options Pricing Model are correct. We will discuss the optimal repricing scheme under three situations, one is that the board of the company considers repricing when the price declines straightly ; the second is at the beginning of stock life,the board promises to reprice under some conditions at a certain coming time; the third is when some condition happens at an uncertain coming time, the board promises to reprice the ESO.

本文在有有效的股票市场，也有有效的经理人市场，Black-Scholes期权定价模型中的基本假设是正确的条件下，分别讨论了公司的董事会在股价持续下跌时考虑重新定价、在授予经理人期权的时候就承诺在未来某一确定时刻一定条件下可以进行重新定价和未来不确定时刻一定条件下可以进行重新定价三种情况下的最优重新定价问题。

This paper,to more complicated stock product,makes use of martingale measure and the method of stochastic analyse,gives the mult-factor pricing model of convertible bonds with redeemable clauses ,combines the actual circumstance of market disburses dividends,discusses the martingale pricing of n-factor convertible bonds with periodic dividends,and induces the pricing formula.

针对较为复杂的股票产品，利用鞅测度和随机分析的方法给出了附有回购条款的可转换债券多因素定价模型，并结合市场分红的实际情况，探讨了在周期付红利下n-因子可转换债券的鞅定价，且给出了价格公式

In real option pricing, it is impractical to assume the present value of expected cash flow payoff as an exact number because it is a forecast one. Generally, the number is regarded as a triangular or trapezoidal fuzzy number to give its estimated interval values and the Black-Scholes (abbreviated as B-S) formula is used to price the real option.

针对实物期权定价中预期现金流收益的现值是个预测值，而采用精确值给出不太合理的问题，分析了三角模糊数或梯形模糊数给出它的区间估计值，并利用Black-Scholes公式为之定价的方法。

Two academics who had studied, or taught, at the University of Chicago, Fischer Black and Myron Scholes, developed a theory of option pricing.

两个在芝加哥大学求过学的学者，Fischer Black及Myron Scholes共同开发出了期权交易价格理论。

The witness also told the jury at the Royal Courts of Justice in London that he saw a paparazzo fighting with a member of the public who was trying to stop him taking pictures in the minutes before the emergency services arrived.

他还告诉在伦敦皇家法庭的陪审团，在急救服务到来之前，他当时看见一个狗仔队正和一群阻止他拍照的人打架。

The entire N／C program on a tape is made up of an accumulation of these successive data blocks.

纸带上的整个数控程序由这些连续数据单元连接而成。