查询词典 pricing
- 与 pricing 相关的网络例句 [注:此内容来源于网络,仅供参考]
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Each store manager is given full authority over pricing and other operating activities.
Each店经理是给予充分的权力价格及其他经营activities。
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This paper had looked back the theory for pricing credit derivatives with different aspects, and we also try to forecast how the theory will develop in the fut...
通过信息完全性方面不同的视角系统的梳理和回顾了近几十年来的主流信用衍生品定价理论,并对未来该理论的发展趋势进行评述与总结。
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Chapter two uses game theoretic model of bargain between the two property-trading parties to analyze the pricing mechanism of enterprises property rights and gives some policy suggestions to enhance monitoring and governing the process of property trading and avoid rent-seeking behaviors in the process.
本章重点研究国有产权的定价机制,对产权交易双方讨价还价的博弈模型进行分析,就政府加强对产权交易定价的监督和治理,避免交易过程中的寻租行为提出建议。
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At the same time , the innovation of this paper is to work out the three kinds of pricing formulas of barrier options of the geometric average assets .
同时,本文的创新之处是将上式三个障碍期权的定价公式推广到资产几何平均情况下时的期权定价公式。
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In this paper we considered three problems on Asian options pricing: The valuation of geometric average Asian options with stochastic averaging period, the valuation of Asian options with fixed strike price and floating strike price in the case of arithmetic average.
本文考虑了三个关于亚式期权的定价问题:平均周期是随机的几何平均亚式期权的定价;具有固定执行价格的算术平均亚式期权的定价和具有浮动执行价格的算术平均亚式期权的定价。
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3By applying the geometric average to compute the average price of assets which consists of two cases of continuous and discrete,the pricing formula for the Asian option of averag asset and average strike price and the parity relationship are obtained.
3采用几何平均计算资产的平均价格,在连续平均和离散平均两种情形下,分别给出了平均价格型和平均执行价格型亚式期权的定价公式及相应的买权和卖权的平价关系。
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Using martingale methods, and choosing the stock as numeraire asset and corresponding equivalent martingale measure, the author gets the simple pricing formula by the Asian option in the case of geometric average.
主要研究了股票价格过程由几何Lévy过程驱动的亚式期权的定价问题,利用鞅方法,选择股票作为计价单位及相应的等价鞅测度给出了几何平均亚式期权简单的定价公式。
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4Based on a fact that the price formula of Asian options can be transformed into that of vanilla European option when the time to maturity is less than or equal to the length of average, we skillfully obtain the analytical price formula for the option on the minimum or the maximum of two geometric average prices and generalize it to obtain the price formula of several average prices for the first time. We also apply the method of [121], which approximates the arithmetic average by the geometric average, to the pricing of opitons on the minimum or the maximum of two arithmetic average prices to obtain Its approximated price formula. Numerical results show that the approximated price is relatively accurate when the riskless interest rate is large or the option is in the money and the volatility of two underlying assets are high and its accuracy is a little reduced but still good when the dividends are considered. However, it is hardly affected by the sampling number.
我们基于观察到的一个事实即当离到期时间小于或等于平均期间时亚洲期权的价格可变换成普通的欧式期权的价格,从而巧妙地得到了两个几何平均价格的最小或最大值期权价格的解析公式,通过简单地推广,首次得到了多个几何平均时的价格公式;将[121]用于算术平均亚洲期权的定价方法推广到两个算术平均价格的最小或最大值期权,从而得到它的渐进公式,数值结果表明:渐进价格的准确性在无风险利率较大或期权为实值且两标的资产的波动率较小时较好,抽样的个数对它没有影响,但考虑红利时它稍有下降但仍较好。
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Specially, we primary deals with the option pricing of Black-Scholes model with continuous dividend payments then get the call option and put option formulas: And the model of geometric average Asian options with fixed strike price then we get the call option formula: The relevant formulas about call option and put option,which are all identical with the classical ones.
其中,特别是对连续支付红利的欧式Black-Scholes期权定价模型求得其买权和卖权的定价公式分别为:此外,还对具有固定敲定价格的几何平均亚式期权的模型给出买权的定价公式:所得结果与用经典解法求得的定价公式完全一致。
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The influences of Iraq war on the general situation of world petroleum industry will appear in four aspects, including the break of original pattern of world energy geostrategy, the changes of structure of world petroleum industry, the variation of situation and center of gravity of the world oil investment, and the influences on international oil price and pricing mechanism.
伊拉克战争对今后世界石油业总体格局的影响将表现在世界能源地缘政治原有格局将打破、世界石油工业的格局有所变化、世界石油投资格局和重心发生变化、对未来国际油价和定价机制产生影响四个方面,对此我们应认真应对。
- 推荐网络例句
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I will endeavour to find you some assistance.
我尽力帮你找人帮忙。
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At first I only know bruck is the idol of American younglings, afterwards I returned back to Taiwan ,even in Beijing last year ,I saw her poster everywhere, I was so surprised at her charm.
起初我只晓得布鲁克雷德丝是美国少男少女崇拜的偶像,后来回台湾,甚至去年在北京,居然也四处看见她的海报,才惊讶她的魅力之大。
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Ah may dee:You are chinese living in a democratic country.
你是居住在民主国家的中国人吧。