看跌期權價值 的英文怎麼說

中文拼音 [kāndiēqīquánjiàzhí]
看跌期權價值 英文
put value
  • 看 : 看動詞1. （守護; 照料） look after; take care of; tend 2. （看押; 監視; 注視） keep under surveillance
  • 跌 : 動詞1. （身體失去平衡而倒下; 摔倒） fall; tumble 2. （物體落下） fall; go down 3. （物價下降） drop; fall
  • 期 : 期名詞[書面語]1. （一周年） a full year; anniversary 2. （一整月） a full month
  • 權 : Ⅰ名詞1 [書面語] （秤錘） counterpoise; weight （of a steelyard）2 （權力） power; authority 3 （...
  • 價 : 名詞1. （價格） price 2. （價值） value 3. [化學] （化合價） valence
  • 期權 : options
  1. Henriksson and merton ( 1981 ) regard the timing ability as a free put option. goetzmann, ingersoll and ivkovic ( 2000 ) try to catch the accumulated value of a sequence of such options. we conclude that gii model may pay a more applicable role in the timing study from the theoretical point of view

    在對模型的構造進行深入的研究后，我們發現， tm模型假設時機選擇使組合的系統風險呈非線性特徵， hm模型將時機選擇視為一免費的看跌期權， g模型進一步捕捉看跌期權在整個評價期間內的價值。
  2. A condition in which the strike price of an option is equal to ( or nearly equal to ) the market price of the underlying security

    一項期權到價指該期權的行使價格相等於相關證券的市場價值，是指看漲期權或看跌期權的履約價格等於標的股票的現價。
  3. For a long put, equal to the put value minus the premium. for a short put, equal to the premium minus the put value

    對于買入看跌期權的人，等於期權價值減去期權金。對于賣出看跌期權的人，等於期權金減去價值。
  4. Secondly, the article in detail researches the forming principle of american call and put values and their computing methods in the third chapter

    然後，在第三章分別對美式看漲、看跌期權的價值形成機理及其定價進行了較為詳細的論述。
  5. By valuing six american put options, the numerical experiment and analysis show that the euler method with fft is a fast and highly accurate numerical method

    在數值實驗中，對六個美式看跌期權價格進行了計算，通過分析比較，結果表明：快速傅里葉變換法加歐拉法是一種快速的高精度的數值計算方法。
  6. At the beginning of fourth chapter, the article transforms the solving problem of partial differential equation for the american put price into a standard initial and boundary value problem of parabolic type by making some transformations. afterwards, the solving problem of parabolic type is transformed into a initial value problem of ordinary differential equation with respect to through fourier transform again. at the last section of the fourth chapter, the article solves the initial value problem with the progressive euler method and the finite element method

    在第四章，對美式看跌期權價格所滿足的偏微分方程定解問題通過作一系列變換，使之轉化為一個標準的拋物型初、邊值問題，接著又通過傅里葉變換，把拋物型初、邊值問題轉換為一個關于時間變量的常微分方程初值問題，然後再分別利用改進的歐拉法和有限元法對其進行了求解。
  7. This paper analyses the government supports in infrastructure concessionary projects ; points out the options character of government support and evaluates its values by using options theory ; provides a kind of quantitative analysis method for government concession awarding

    本文在對基礎設施特許經營項目的政府保證進行了深入分析，指出了特許權的看跌期權特徵，並使用實物期權的分析方法對政府保證的價值進行了定量研究，為政府特許權的授予提供了定量分析的參考方法。
  8. For the american put option which does not have analytical solution, several new numerical algorithms are presented on its pricing, each of them is given finite difference method and finite element method on variables based on individual underlying variable and two underlying variable respectively. for finite element method, bilinear interpolation of rectangular sectioning is adopted

    另外，對不存在解析解的美式看跌期權的定價給出了幾種新的數值演算法，分別對基於單個標的變量和兩個標的變量的美式看跌期權定價給出了有限差分法和有限元法，有限元法採用了矩形剖分的雙線性插值。
  9. The content of the first part is the systematic introduction of the generation, deduction and development of the option pricing theory. emphasis is laid on the black - scholes option pricing model and its analytic solution with the restriction of the boundary condition. by adjusting the basic hypothesis of the model, the model is broadened to the multi - factor option pricing model

    通過引入風險中性假設，推導期權價格滿足的微分方程，結合基於股票的不付紅利歐式看漲看跌期權價格的邊界條件，得出方程的解析解，並通過轉化得出支付紅利的歐式期權的價格，以及美式期權和以其他資產為標的的期權的價值，如貨幣期權和股票指數期權。
  10. Where an enterprise obtains a new financial asset or undertakes a new financial liability due to the transfer of a financial asset, it shall, on the date of transfer, recognize the financial asset or liability according to its fair value ( including the call option, put option, guaranteed liability, future contract, interchange, etc. ), and shall treat the net amount as an integral part of the aforesaid consideration through deducting the financial liability from the financial asset

    因金融資產轉移獲得了新金融資產或承擔了新金融負債的，應當在轉移日按照公允價值確認該金融資產或金融負債（包括看漲期權、看跌期權、擔保負債、遠期合同、互換等） ，並將該金融資產扣除金融負債后的凈額作為上述對價的組成部分。
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