binomial model 中文意思是什麼

binomial model 解釋
二項式模型
  • binomial : adj. 1. 【數學】二項（式）的。2. 【生物學】雙名的，復名的。n. 1. 【數學】二項式。2. 【生物學】二名法，雙名法。
  • model : n 1 模型，雛型；原型；設計圖；模範；（畫家、雕刻家的）模特兒；樣板。2 典型，模範。3 （女服裝店僱...
  1. Ruin probability of the double negative binomial risk model

    雙負二項風險模型的破產概率
  2. As the hard core of this paper, this chapter gives a frame which will help us to understand the new economic evaluation method of oil - gas projects better at first, then discusses the binomial model and the parameters estimating methods of abandon real options in the exploring phase, the partial differential equation model and the parameters estimating methods of the shut - down real options in the developing phase respectively. in the course of ascertaining the parameters estimating methods, this chapter discusses the application of a mathematic method - the monte carlo simulation in this article particularly

    做為全文的核心，先提出勘探項目經濟評價新方法研究的總體框架，然後具體討論確定勘探階段放棄期權的二叉樹實物期權模型與參數確定方法、開發階段停啟期權的偏微分實物期權模型與參數確定方法，在參數確定過程中，詳細闡述了蒙特卡羅模擬這一數學工具在本論文方法中的應用；第五，案例分析及方法應用探討。
  3. Evading risk in financial trading market cries for pricing options to a nicety. asian option, as the most flourish options in the finace market, the pricing has been focused on always. the exact pricing formula for the geometric average asian option had existed, but as to the european - style arithmetic average asian option, due to the dependence structure between the prices of the underlying asset, no analytical formula exists. on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model, we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option. following rogers and shi and by jensen ’ s inequality, many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function. all of the algorithms are easy for programming. with the development of computer, more accurater price can be computed quickly. and numerical example proved that these algorithms are very accurate

    對于幾何平均亞式期權它的定價相對簡單，已經給出了定價公式。對于算術平均亞式期權，它的未定權益具有軌道依賴特性，一直沒有得到它的定價方程的解析解形式。本文基於對市場是無摩擦且在沒有交易費用的情況下，在b - s模型下，利用二叉樹模型給出了算術平均亞式期權定價方法;並總結了利用jensen 』 s不等式給出的各種不同情況下的上下界;同時應用共單調性和近似分佈函數的方法也給出了算術平均亞式期權價格的近似公式。
  4. Binomial trials model

    二項試驗模型
  5. A new economic evaluation method of oil - gas exploration and development is established in the article. the hard core of the article is that : discussing the applying theory of the oil - gas exploration and development economic evaluation based on the real options, analyzing and confirming the binomial model of the abandon option in the exploring phase and the partial differential equation of the shut - down option in the developing phase fitting for most oil - gas projects, ascertaining correlative factors based on real projects and the methods how to estimate parameters

    本文要構建一種基於實物期權法的油氣勘探開發類項目的經濟評價方法，探討基於實物期權法的油氣勘探開發經濟評價方法的應用原理，提出適合大多油氣勘探開發項目的勘探階段放棄期權二叉樹模型和開發階段停啟期權偏微分方程，確定基於該類項目實際的相關參數，並提供解決參數估計的方法。
  6. Asymptotic solution of expected discounted penalty in the compound binomial model

    離散時間模型下的罰金折現期望的漸近解
  7. Model for airline overbooking based on binomial distribution

    基於二項式分佈的航空機票超售模型
  8. But after the safety premium and after - tax cash flow advantage are considered, the explanation of the wealth transferring effect is enhanced. the above research does not consider the restriction of hard call requirement and soft call requirement on call behavior, and the call notice period is only analyzed with experiences. therefore, starting from the pricing model and after considering the restrictions of various convertible bonds contracts, this article proceeds to build a model based on binomial tree, calculate the value of convertible bonds using the numerical method of forward shooting grid and gain the operation principle of optimal call of corporations

    上述的研究沒有考慮硬贖回要求和軟贖回要求對贖回行為的限製作用，對贖回通知期的考察也只是採取了一個經驗值來刻畫，因此本文接著從定價模型出發，在綜合考慮了各種可轉換債券合約對贖回行為的限制條款后，構建了一個基於二叉樹模型並應用向前網格射擊的數值方法來求解可轉換債券的價值，並推導出了公司的最優贖回運演算法則。
  9. By introducing the associated compound geometric distribution, explicit expressions are derived for the joint and marginal distributions of the surplus immediately prior to the time of ruin and the deficit at the time of nun, for the distribution function of the amount of the claim causing ruin, for the compound binomial risk model

    摘要對于復合二項風險模型，通過引入一個復合的幾何分佈，給出了破產前盈餘及破產后赤字的聯合分佈函數和邊際分佈函數，並給出了導致破產索賠量的分佈函數的具體表達式。
  10. The security conditions of one - time - used channels are given. the probabilistic detection of subliminal channels mainly under bernoulli test with binomial distribution is studied. some results of the security of many - time - used channels in hypothesis test model based on relative entropy are obtained

    給出了一次使用通道的安全條件，研究了隨機性的統計檢測方法，主要是貝努利試驗二項分佈情況下的統計檢測，給出了基於相對熵的假設檢驗模型下關于多次使用通道安全性的一些結果。
  11. In this paper, one kind of repaired as old model is considered, and the availability function, which is under the condition of all kinds of faults are consistent in the same time intervals, in any time is derived respectively for the maintenance is a binomial or is a discrete random variable

    摘要本文考慮在維修時間為兩點取值的情況，在同一時間段里各類故障發生相容的條件下，指導出了設備在任意時刻可用度函數的表達式。
  12. Delayed double type - insurance compound binomial risk model in fully discrete setting

    帶延遲的雙險種完全離散復合二項風險模型
  13. On the basis of this, the chapter presents detailed analyses of the application of the binomial option valuation model and the black - scholes valuation model in real options

    因此，在對金融期權定價理論進行基本介紹的基礎上，重點分析了二項式方法和black - scholes定價模型在實物期權中的應用。
  14. Part two researches systematically real - options approach ' s application scope, pricing, commonly procedure and many problems regarded, present evaluating approach choose and option types " judging standard, analyses parameter ' s identity, deduce binomial option valuation model. it narrates several options " calculation, thought and application range

    第二章系統研究了實物期權方法的應用范圍及定價，運用該方法的一般程序以及應注意的問題，給出了評估方法選擇以及期權類型的評判標準，分析了確定期權參數是應注意的問題，推導出二項式期權的定價公式。
  15. The survival probablities in finite time period in fully discrete binomial risk model

    一類索賠時間相依的離散時間的二元風險模型的破產概率
  16. A real options framework of venture capital investment decision in discrete - time is build. based on the extended npv formula, binomial model combined with black - scholes formula, an integrated model of venture capital investment decision evaluation is given. there are five parts in the model, and five steps to get the solution to

    構建了離散狀態下風險投資決策的實物期權框架：以擴展的凈現值法計算公式為基礎，將二叉樹模型與black - scholes模型結合，構建了一個評價評價風險投資決策的綜合模型，模型分為五部分，分五步求解。
  17. A research on strategic flexibilities value based on binomial model

    基於二叉樹模型的戰略柔性價值研究
  18. The algorithm for real - options evaluation based on quantum binomial model

    基於量子二項式模型的實物期權估值演算法
  19. Section three introduces three different pricing models of real option : partial differential equation ( pde ), simulation method and dynamic procedural method. among of them, binomial option pricing model is the most important. the beauty of the binomial model is its simplicity

    文章首先分析石油行業的特點，緊接著對我國石油行業幾十年來主要應用的項目評估方法進行分析，比較它們和實物期權法的不同，最後結合石油勘探開發的具體例子展示應用實物期權法給項目經濟評價帶來的影響。
  20. Individual risk models approximation by compound poisson approximation is discussed. three principles are presented, and the optimal choice of poisson parameters under the three principles is discussed. it is proved that the individual risk model is also a compound binomial model ; and formulas on the calculation of the optimal parameters are given. for two distributions, exponential and pareto, calculating results are given

    具體討論個體風險模型的復合poisson逼近。引入了3個準則，在這3個準則下，分別討論poisson參數的選取。證明了個體風險模型為一復合二項分佈模型在3種準則下，討論了參數的計算，並給出參數的計算公式對指數分佈和pareto分佈，給出計算結果。
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