contingent claims 中文意思是什麼

contingent claims 解釋
或有索取權
  • contingent : adj 1 可能的；偶然的 （to）; 臨時的；附隨的。2 因情況而異的，視條件而定的 （upon）。3 應急（用）...
  • claims : 「
  1. The risk management of contingent claims in commercial banks

    簡議我國商業銀行表外業務風險管理
  2. Secondly, it discusses the core issues on contingent claims of the risk - return and managerial procedures of risk identifying, measuring, controlling and decision - making. thirdly, it introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, hedge, comprehensive risk management. next, it expatiates the current risk management method which are extensively used in the real world, especially, the applying of var model in our country. finally, on the basis of above, the paper sets forth presentiment and administrative system

    第三章首先分析了投資銀行風險管理的內涵、風險管理的目標，闡述了風險管理的軸心-風險和收益的相機抉擇和風險的識別、衡量、控制和決策的管理程序。詳細介紹了資產組合管理理論、資本資產定價理論、套利定價理論、期權定價理論、套期保值理論和綜合風險管理理論等風險管理理論工具。對目前在國內外應用成熟的風險管理方法也作了闡述，特別對var模型在我國的應用進行了探討。
  3. To begin with, we point changes of martingale measures can be replaced by the choice of numeriare, and improve the price process of the replicatable contingent claims is independent of the changes of numeriare, for a market under semimartingale model. and, we give the valuation of the options in a stochastic interest rate model, by choosing a special numeriare

    首先，在半鞅模型下討論公平市場中期權定價和記帳單位的選擇之間的關系，得到等價鞅測度的變換可以通過記賬單位的選擇來代替以及期權定價與記帳單位選擇無關的結論，並將結果應用於隨機利率模型中的期權定價
  4. In this paper, i introduced a new method, namely the contingent claims analysis or real options analysis ( roa ) for the decision - making of investment under uncertainty. beginning with financial options, i introduced the relationship between financial options and real options, and then made a comparison between roa and the npv method which is popular now in decision - making of investment, and through two examples, illustrated how to solve for the values of real options by various methods, such as binomial trees and definite difference methods

    論文以金融期權的相關理論為起點，引入了實物期權的相關概念，分析了金融期權和實物期權的關系，並對實物期權與傳統的投資決策方法? npv法進行了比較，指出npv法由於無法適當的估計蘊含于投資項目中的管理靈活性的價值而往往容易造成對投資項目的低估；在兩個實例中通過使用不同的方法介紹了如何求解實物期權的價值。
  5. An pricing formulas and hedging stratagem for european contingent claims with no risk - neutral valuation

    非風險中性定價意義下歐式未定權益定價及其套期保值策略
  6. The pricing of contingent claims in continuous time incomplete financial markets

    一類連續時間的不完全金融市場中未定權益的定價
  7. Based on some non - attainable contingent claims which present prices are known in the incomplete markets, the paper provides more investment opportunities to the investers, then modifies the expression of martingale representation theorem, so that the inner risk is reduced

    摘要利用不完備市場中有限個當前價格已知的不可獲得或有權益來增加投資者投資機會，從而改進鞅表示定理的形式，達到減小內部風險的目的。
  8. 6 the legal claims including present, future, actual and contingent claims by or against the land development corporation and judicial proceedings instituted by or against the land development corporation that existed immediately before the commencement of parts ii to viii, do not abate by reason only of the fact of the repeal of the land development corporation ordinance cap. 15, and the authority is substituted for the land development corporation in any proceedings pending before any court or tribunal

    6在緊接第ii至viii部生效日期之前既有的由土發公司提出或是針對該公司而提出的法律申索，包括現有的未來的實有的及或有的申索，以及由該公司提起或是針對該公司提起的司法程序，不得僅因土地發展公司條例第15章被廢除的事實而中止任何仍待法庭或審裁處進行的法律程序，均以市建局取代土發公司作為當事人。
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