查询词典 option

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。

When the time reaches to the option expiration date, there is no more time value for that option.

当期权到期的时间到达，没有更多的时间价值，选择。

For the American put option and binary option which do not have analytical solution, we propose algorithms based on explicit scheme and implicit difference scheme and then

对不存在解析解的美式看跌期权和两值期权分别给出了显式、隐式差分算法，并对格式的相容性、稳定性、收敛性进行了分析。数值实验结果表明这种方法是有效而实用的。

Under the hypothesis of stock price submitting to exponential Ornstein-Uhlenbeck process ,we solve the formula of pricing of stock and analyse the kind of the option formula, and then aiming at the blemish to suppose to interest rate before and considering the relation of the fluctuation of interest rate and the fluctuation of stock price , we bring up the model of the market interest rate and focus on analyzing the effect of the fluctuation of market interest rate on the option price based on the model.

本文首先在股票价格服从指数Ornstein-Uhlenbeck过程模型假设下，求解了股票的定价公式，分析了期权公式的性质，然后针对以往对利率假定的缺陷，考虑到市场利率波动与股价波动的相关性，提出了市场利率模型，并在此基础上，着重分析了市场利率的波动对期权价值的影响，求得了适合于期权有效期较长情形下的期权定价公式，并将该公式通过实例与著名的Black-Scholes期权定价公式进行了深入比较。

Under the assumption that the expected rate μS(t , volatilityσS(t are functions of risk asset S, and stock pricing process respectively driven by a general O-U process and an exponential of a Levy process, we obtain the accurate pricing formulas and put-call parity of European option. In the end, assume that riskless rate is given, we deal with pricing formulas of European option on foreign currency and apply the approach to the pricing of the convertible bond.

利用保险精算方法给出了股票价格遵循广义0一U过程模型的欧式期权的精确定价公式和买权与卖权之间的平价关系以及股票价格过程遵循指数Levy过程的定价模型，最后推导出利率确定情形下外汇期权的定价公式，并且给出了保险精算方法在可转换债券定价中的应用。

In the third part (chapter 5,6) is the analysis of the equilibrium of interest rate, exchange rate, foreign exchange option and forward exchange option.

第三部分分析了利率、汇率与货币期权、远期汇率的均衡关系。

In chapter 3, we study pricing of geometric average Asian capped calls, pricing of geometric average Asian option with transaction cost, pricing of the two kinds of exotic option in Fractional Brownian motion environment, pricing of capped calls with transaction cost in fractional Brownian motion environment.

在本文的第三章，研究了几何平均亚式上限型买权的定价，有交易成本的几何平均亚式期权的定价，分数次布朗运动环境中两种奇异期权的定价，以及分数次布朗运动环境中有交易成本的上限型买权的定价。

In spite of foreign currency option is a good evade risk tool, foreign currency option as a financial derivative itself gestate huge risk because of foreign currency produced as evading risk demand.

尽管外汇期权是一个非常好的避险工具，但是外汇期权组合作为规避风险需要而产生的金融衍生工具本身就孕育着极大的风险，因此对金融衍生工具的核心之一—外汇期权的风险进行研究是非常必要和适时的。

Grayling, for example, makes a distinction between two types of TAs – option-A and option-B. These two options differentiate between TAs that have metaphysical conclusions ("The world must be thus and so") and those that have conceptual ones ("We must not deny thus and so because of our conceptual scheme").

例如，Grayling在两类TAs之间作出区分，A型和B型：前者结论是形而上学的"世界必须如此"；后者结论是概念的"我们无法拒绝如此这般，因为我们的概念框架"。

Option (2)例句:Under such circumstances, we have no option but to abandon our original plan.

在这种情况下，我们别无选择只好放弃原计划。

Through comparing with the results by simulation to study the effects of theprojectile"s final velocity, the angle of rotation and the ballistic trajectory"s migration withdifferent projectile"s rotating speeds, different target"s moving speeds and differentpenetration angles.

通过比较数值模拟的结果来研究不同弹头转速、目标速度、侵彻角对侵彻过程中弹头最终速度、翻转角度和弹道偏移的影响。

I love stationery and all the accoutrement of writing.

我爱文具以及所有的书写的工具装备。