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Using Basket warrants transaction data on TSEC from September 4, 1997 to June 25, 2001, the combination of five volatility models classical history volatility; Parkinson's(1980 high, low history volatility model; Garman and Klass's(1980) high, low, opening, closing history volatility model; Trippi's(1977) equal weights implied volatility model; Bollerslev's(1986)GARCH volatility model with two pricing models Black and Sholes's(1973 option pricing model, henceforth BS pricing model; Chen and Cheng's(2000) basket option pricing model, henceforth CC pricing model are discussed on valuation performance to obtain superior basket warrants pricing model.

本文利用1997年9月4日至2001年6月26日间在台湾证券交易所发行且已到期的组合型认购权证,使用五种波动性估计模型历史波动性模型、Parkinson(1980的最高、最低价历史波动性模型、Garman and Klass(1980)的最高、最低、开盘、收盘价历史波动性模型、Trippi(1977)的等加权平均隐含波动性模型、Bollerslev(1986)的GARCH波动性模型与Black and Sholes(1973)选择权评价模式、陈松男与郑翔尹(2000)的组合型认购权证评价模型(CC组合型认购权证评价模型)配对成十种评价模型,并比较其评价绩效,冀期能得到一较佳的组合型认购权证评价模型。

Black Beard is a warrior hero and outcast of the dwarf society.

Black Beard 是一位被逐出矮人群体的英雄武士。

I spoke with Black Ice and got their blessing.

接著我跟Black Ice谈过,得到她们的肯首。

The resounding tone of reviews for Black Ice has been that it's solid and more of the same.

那些关於Black Ice的专辑评论,不断提到它与之前作品的一贯性和相似性。

It's not clear whether such behavior extends to career choice, but Sandra Black, an associate professor of economics at ucla, is intrigued by findings that firstborns tend to earn more than later-borns, with income dropping about 1% for every step down the birth-order ladder.

人们不清楚在择业上是否也存在这样的行为。但是,让美国加州大学的经济学副教授Sandra Black感兴趣的是第一胎比晚出生的人往往赚钱更多。出生顺序排在后一位在收入上约下降1%。

The ropes used during this accident were sent to Black Diamond Equipment's lab in Salt Lake City, Utah, and the figure-eight knot (as well as an overhand rappel knot) were tested.

在此次意外中所使用的绳子被送到盐湖城的 Black Diamond 实验室做检测,八字结以及 overhand 结型同样在此测试。

But some technophiles have accused Cisco of trying to suppress news of its routers' vulnerabilities, a charge that led to an ugly scene at a recent Internet security conference sponsored by an organization known as Black Hat.

但有些技术爱好者指责Cisco企图压制对其路由器易受攻击的报道。在最近由Black Hat组织的互联网安全会议上,这一指控造成了非常不愉快的一幕。

One of the raids was at an establishment called Your Black Muslim Bakery which was the subject of a story a journalist was working on before he was shot to death Thursday.

其中一次是在一个名叫Your Black Muslim Bakery的公司。主题是一个记者在星期四被射杀之前还在工作。

One of the raids was at an establishment called Your Black Muslim Bakery which was the subject of a story a journalist was working on before he was shot to death Thursday.

其中有一次袭击发生在一家名为Your Black Muslim Bakery的公司。一个正在以此为主题写作的记者于周四被射杀。

Will the main character fulfill this old man s dream and land a catch of this legendary Black Bass ?

究竟主角是否能實現老人未能完成的夢想,釣到傳說中的「Black Bass」呢?

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推荐网络例句

The concept of equivalent rotationally rigidity is offered and the formula of rotationally rigidity is obtained.

主要做了如下几个方面的工作:对伸臂位于顶部的单层框架—筒体模型进行分析,提出了等效转动约束的概念和转动约束刚度的表达式。

Male cats normally do not need aftercare with the exception of the night after the anesthetic.

男猫通常不需要善后除了晚上的麻醉。

Its advantage is that it can be used in smaller units.

其优点在于可以在较小的单位中应用。