查询词典 pricing

By changing basic assumption of Merton option pricing model to the assumption that jump process is a kind of special compound Poisson process and volatility without jump is the function of time, it is established that the behavior model of the stock pricing process is jump-diffusion process.

改变了Merton期权定价模型的基本假设，认为股票价格的跳跃过程为一类特殊的复合Poisson过程且无跳时的波动率为时间的函数，建立了股票价格服从跳扩散过程的行为模型。

This paper first briefly sums up the relationship between a default option pricing model and the solution to the Klein model, discussing the factors which impact the options pricing.

本论文首先简单总结了有违约风险期权定价模型的发展概况，然后针对到期日发生违约的Klein模型，运用蒙特卡罗模拟方法进行计算，并且比较了模拟解和由Klein模型公式解的关系，讨论了影响该期权定价的各个因素。

During the transformation, there are two main forces: modern investment theory and IT. Modern investment theory led investors to accept the idea of risk management. Besides, it brought the instruments measuring risks and pricing risk assets, which promoted market participant to understand derivatives very well. IT provided powerful technical support for massy calculations which is necessary for risk measurement and pricing and for instant reaction capacity to market opportunities.

在这一转化过程中，现代投资理论和信息技术是两大主要推动因素，现代投资理论不仅使风险管理的理念深入人心，还具体提供了风险度量和风险资产定价的工具，增强了市场参与者对衍生金融工具的认知能力，信息技术则为风险度量和风险资产定价所需的深度计算，以及对市场机会的迅速反应能力提供了强大的技术支持。

The time-inconsistency of monopolist's pricing have an effect on its pricing of first period.

垄断商定价上的动态不一致性影响了第一阶段的定价决策。

Ross(1976) has put forward again pricing theory of APT, Fischer Black and Myron Scholes (1973) has built the pricing theory of Options , and investment theory system has been built.

80年代末期，随着现代数学统计技术的发展，存在着大量的金融异常现象在有效市场假说下却无法得到合理的解释。

Currently, although the state provides free real estate business to provide "management space" and "neighborhood committees space," but because their prices by real estate developers rather than national pricing pricing, such provisions exist.

目前，虽然国家规定房地产商要免费提供"物业管理用房"和"居委会用房"，但由于房价由房地产商自己定价而非国家定价，这种规定形同虚设。

So pricing of A-share will be different from foreign share's pricing. Policy intervened is an important factor of unusually fluctuates on the stock market of China, and exert a great influence on the skew of the market price. The arrangement of market system and market assured by government make the market up and down caused by policy.

七、政策干预是中国股票市场异常波动的一个重要因素，并对市场定价偏移产生重大影响，我国股市制度安排和政府为股市隐形担保导致政府时刻受制于股市的涨跌，而频繁调控股市又造成股市的政策依赖性较强、市场系统风险加大等不良后果，最终使政策稳定市场能力逐步减弱，甚至失去效用。

Consideration on the basic value of corporation, market value and behavioral value integrally, it chooses indexes, filter indexes with principal component method, distills principal factors, builds up pricing model under seeking system, and checks up the application effect of model, so that it proves that pricing model importing the behavioral factors is more availability than the models before.

在综合考虑公司基本价值、宏观市场价值、心理行为价值三方面因素的基础上，选取指标，运用主成分分析法筛选指标，提取主成分因子，建立了询价制度下的新股定价模型，并对模型的应用效果进行了检验，证实了引入心理因素的定价模型要比以往的定价模型更有效。

Firstly, Using an actuarial approach, we deal with pricing formula of European option On Quanto option , and obtain pricing of European call and put option and put-call parity.

首先，利用保险精算方法给出了汇率连动期权的定价公式，获得了欧式看涨期权和看跌期定价公式及平价公式。

In the research of normal pricing decision, study the methods of production determining and pricing upon condition that demand function permits random deviation and that consumer tastes may be uncertain, On the assumption that p...

从需求不确定情形下一般厂商产品定价决策研究及其风险度量到垄断厂商差别定价决策及其风险度量研究，在对需求不确定情形下一般厂商产品定价决策研究中，假设企业产品产量可能不等于销量，分两种情形讨论了需求可以发生随机扰动情形下和消费者口味不确定情形下一般厂商产量决策和定价问题。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。