查询词典 swaptions

This paper describes the pricing of credit default swaps and credit default swaptions using market model with jumps.

本文以一个考虑跳跃的信用市场模型定价信用违约交换与信用违约交换选择权。

We also make two numerical illustrations to show the flexibility of this model: The first one is the calculation of default probability and the second one is the reproducing of implied volatility curve for credit default swaptions.

我们也提出两个数值的实例来显示本模型的弹性：第一个是违约机率的计算，第二个是信用违约交换选择权的隐含波动度曲线之重制。

Exchange traded options include: stock options, commodity options, bond options, interest rate options index options, currency cross rate options, and swaptions.

外汇买卖的期权包括：股票期权，期货期权，债券期权，利率期权指数的选择，交叉货币利率期权，掉。

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。