美式期權 的英文怎麼說

中文拼音 [měishìqīquán]
美式期權 英文
america tyleoption
  • 美 : Ⅰ形容詞1 （美麗; 好看） beautiful; pretty 2 （令人滿意; 好） satisfactory; satisfying ; good; ple...
  • 式 : 名詞1 （樣式） type; style 2 （格式） pattern; form 3 （儀式; 典禮） ceremony; ritual 4 （自然科...
  • 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 （...
  • 美式 : american
  • 期權 : options
  1. American call option with stochastic market model

    隨機市場下美式看漲期權的定價
  2. Linear complementary problem and american option pricing

    線性補問題與美式期權定價
  3. American option pricing of a special model

    一類特殊模型的美式期權定價
  4. Comparison of three kinds of monte carlo methods for american option pricing

    美式期權的幾種蒙特卡羅模擬定價方法比較
  5. Asymptotic analysis and numerical computation of american option when expiry date runs to infinity

    美式期權執行日趨于無窮大的漸近分析及計算
  6. The numerical solution for pricing american options under stochastic volatility is considered

    摘要考慮隨機波動率下美式期權定價問題的數值模擬求解。
  7. The pricing problem of the american option is currently studied as one of the important items in finance

    美式期權的定價問題是當前金融學面臨的重要研究課題之一。
  8. Because the american option may early be exercised before the expiration date, its pricing is generally more difficult than that of the european option

    由於美式期權可以提前執行，故為其定價要比為歐式期權定價困難得多。
  9. He does not have $ 43bn to spare ( berkshire hathaway ' s cash pile happens exactly to match mcdonald ' s stock market value ) and had to amass his 5 per cent stake in mcdonald ' s mostly in options

    他沒有430億美元的機動資金（伯克希爾哈撒韋的現金儲備恰巧等於麥當勞的市值） ，而且不得不主要以期權形式積聚他在麥當勞5 %的股份。
  10. Firstly, the paper retrospects the development of eso and tries to probe into the theoretical field : the explanation of it ' s definition, the conclusion of it ' s characters, the comparison of eso and other stock inspiration system, followed by the analysis of it ' s theoretical basis and incentive effect ; meanwhile, the paper probes into the realistic situations of eso in usa and china in order to seek the regulation and draw the advantages and disadvantages ; to this part, the paper takes the following four items as the main barriers to eso ' s implementation in china : the over restriction of current law system, the low efficiency of the market, the poor corporate governance structure and a lack of a reasonable performance index system, and elaborately analyze the impacts of the obstacles on eso ; after the analysis made above, the paper gets down to taking some methods to solve the problems in accordance with the characteristic of the barriers. as far as the internal defects of the mechanism are concerned, the paper begins with the scientifically design of the key components, studying the aspects of bestowal, change, loss, the executive method and the executive time. then the paper focuses on designing a performance index system which is an essential part of eso, introducing the bsc to improve the present performance index system, under the reasonable guidelines resigning it at both the levels of company ' s and employee ' s levels. finally, as regards how to perfect the outside surrounding of eso, the thesis makes some suggestion

    本文首先回顧了股票期權制在國內外的發展及較為詳盡的分析了股票期權制度的相關理論：闡述了其涵義，特徵，理論基礎，激勵效應並於其他幾個較易混淆的股權激勵機製作逐一的比較，以進一步澄清人們對其的錯誤認識；同時，對股票期權制在美國和我國的現狀進行深入的實證研究，探求其內在規律，在肯定其成果時指出其不足；至此，筆者認為，我國上市公司要推行股票期權制度將主要面臨以下四類障礙：公司治理結構不完善、市場有效性差、現行法規體系不完善及缺乏客觀的業績考評指標體系，並詳細分析了各類障礙的現狀及對股票期權制的負面影響；在此基礎上，針對各類障礙的不同性質，著手探討消除這些障礙的措施：對于股票期權制內部的缺陷，本文先對各個關鍵要素進行科學設計，系統的剖析了贈與、變更、喪失、執行方式、股票來源等技術性問題，再以大量篇幅研究了如何構建出一套與實施股票期權制相配套的業績考核指標體系，引進平衡計分卡的思想對國內現有的指標體系加以改進，以一組合理的評價原則為指導，從公司及員工個人業績考評兩個層面上來設計該指標體系。
  11. In the 3rd section we introduce how to use mathematical model to study financial problems, whose assets running on mixed jump - diffusion process, first we get the famous non - linear feynman - kac formula by fbsde, then let the solution of the bsde be a investor ' s utility function, and it ' s the so - called recurse utility function. second, we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above, and we get the comparison theory. third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option

    第三章介紹了利用金融資產價格運行基於復合跳躍? ?擴散過程的數理模型來研究金融經濟問題，通過結合運用正倒向隨機微分方程，推導得到著名的非線性feynman - - kac公式，並且將相應的倒向隨機微分方程的解記為投資者的值函數，這也就是通常所說的效用值函數；接著我們可以證明此效用值函數為某一偏微積分變差不等式的連續粘性解，並且得到了比較原則；這些結果可以應用到金融領域用於消費投資組合的選擇或是美式期權的估值。
  12. 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。
  13. 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。
  14. 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。
  15. Then two optional pricing models are constructed, one of which can solve the investment pricing of seed stage and start - up stage rightly, the other of which is suitable to the investment pricing of expansion stage and mature stage

    論文接著建立了兩個分別適用於種子期和導入期的歐式期權定價模型以及成長期和成熟期的美式期權定價模型。
  16. Furthermore, i also research on the problem of american option pricing when there being no transact cost using the property of martingale process. and i give correspondent buying price, selling price and some conclusions

    另外，本文還利用鞅過程的性質討論了當不存在交易成本時美式期權的定價問題，並給出了相應的買價和賣價公式以及相關的一些結論。
  17. Choice of optimal hedging time in discrete - time america option

    離散型美式期權的最優套期交易時刻的選擇
  18. Just because of these reasons, cox, ross and rubinstein put forward the foundation of the algorithm, solving the pricing problem of the american option, which is significant to the development of the pricing theory of the option and option products

    正是因為這些原因， 1979年， cox ， ross和rubinstein發表了《期權定價：一種簡化方法》的論文，提出演算法的基礎，解決了美式期權的定價問題，對期權定價理論和期權產品的發展具有重要意義。
  19. ( 3 ) discussed the problem of option pricing under the condition of a market ' s completeness got the option ' s exact hedging trade formula. ( 4 ) with the fixed conditions of the black - scholes formula, improved the european price formula and combined the character of america option, concluded that under the same condition, call america option price equals call european option price

    （ 3 ）利用市場的完備性條件，在完備性市場中討論了期權定價，得出在確定條件下套期交易策略的具體表達式（ 4 ）利用black - scholes公式的固有假設條件，對原有的歐式期權的價格計算公式進行延拓，同時結合美式期權的相關性質，得出在同等條件下，美式看漲期權和歐式看漲期權的價格相等。
  20. American style option

    美式期權
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