看跌期權 的英文怎麼說

中文拼音 [kāndiēqīquán]
看跌期權 英文
put options
  • 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 （...
  • 期權 : options
  1. The model of asian put option pricing with geometric averaging and transaction costs under the cev process

    下有交易費用的亞式看跌期權定價模型
  2. 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。
  3. After the introduction of the principle of portfolio insurance, which is based on the stock index put option ; this thesis discusses how to create synthetic put option with the stock index futures

    基於投資組合保險策略的復雜性，本文在介紹以股票指數看跌期權為基礎的投資組合保險原理的基礎上，探討了如何運用股指期貨構造合成看跌期權的方法。
  4. But when the markets went into a tailspin in august, volatility suddenly surged ; it became much more likely that those who had previously bought options would be able to exercise them ( particularly put options, which grant the right to sell at a given price )

    但當市場在8月捲入漩渦之中時，波動性就突然暴增了；這樣，那些之前買入期權的人就非常有可能去執行它（特別是看跌期權，它有權以約定價格出售資產） 。
  5. The act of purchasing an " in the money " put option so that the buyer can capitalize on a bear market by effectively shorting a stock without waiting for an uptick

    買入價內看跌期權，買方因此可賣空相關股份，從而可以在熊市裡無需等待股價回升而獲利。
  6. Bull spread constructed through the purchase of a put option with a lower strike price and the simultaneous sale of a put option with the same expiration but with a higher strike price

    是指投資者賣出一個執行價格較高的看跌期權，同時買入一個執行價格較低的看跌期權，也稱為賣權空頭價差（交易） 。
  7. A dual option position involving a bull and bear spread with identical expiry dates

    一種期權策略，這種策略可以借具有相同有效期的看跌期權或者看漲期權得以貫徹。
  8. Call options and put options

    看漲期權和看跌期權
  9. A combination of a long futures contract and a long put, called a synthetic long call

    由買入一個期貨合同和買入一個看跌期權的組合，就叫做組合買入看漲。
  10. Also, a combination of a short futures contract and a short put, called a synthetic short call

    同時，由賣出一個期貨合同和賣出一個看跌期權的組合，叫做組合賣出看漲。
  11. Article 18 if an enterprise fails to satisfy the conditions to stop the recognition due to it sells a put option or holds a call option, and it measures the financial asset at the amortized cost, it shall recognize the liability formed by its continuous involvement in the light of the consideration it receives on the date of transfer

    第十八條企業因賣出一項看跌期權或持有一項看漲期權，使所轉移金融資產不符合終止確認條件，且按照攤余成本計量該金融資產的，應當在轉移日按照收到的對價確認繼續涉入形成的負債。
  12. It is the main problem that how we make out the uncertain surplus and minimum interest rate guaranteed which constitutes the expense of the participation policy

    我們可將分紅保單投保人視為向壽險公司購買了一份身故保障、按比例分得投資收益以及以保證最低收益率為執行價格的歐式看跌期權的組合。
  13. 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。
  14. See easily from the definition above, according to the exercise direction of the right, it is ok to identify equity evidence cent is subscribe authority card and card of authority identifying carry out, subscribe authority card attributes period advantageous position in the center " bullish period authority ", card of authority identifying carry out is belonged to " period of be expected to fall counterpoises "

    從上面的定義就輕易看出，根據權利的行使方向，認股權證可以分為認購權證和認售權證，認購權證屬于期權當中的「看漲期權」 ，認售權證屬于「看跌期權」 。
  15. 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。
  16. 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。
  17. They could be classified as call options, put options, american options, european options, financial options, real options and so on according to different benchmarks

    按不向標準，期權可分為看漲期權和看跌期權、美式期權和歐式期權、金融期權和實物期權等。
  18. On the assumption of continuous dividend of shares award, we ' ll establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and european rising option pricing all through martingale theory and stochastic analysis

    摘要假定在股票支付連續紅利率的情況下，我們將建立支付連續紅利率服從跳過程的股票期權定價模型，並利用鞅論和隨機分析的方法給出歐式看漲期權定價模型及看漲和看跌期權的平價關系式。
  19. 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。
  20. 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。
分享友人
分享到 Line

分享到臉書