interest in the black 中文意思是什麼
interest in the black
解釋
意為「應收利息」。-
On may 3, invited by the institutes deputy directors liu xiaobing and hu naizhe, dr. mclaughlin visited the experimental park in harbin and the black soil ecological experiment station in hailun. with deputy director liu xiaobing and the research fellow zhang xingyi, he had an in - depth discussion of some issues of common interest to both sides, like the deterioration and management of black soil, conservation farming, compacting of soil
5月3日， neil博士應劉曉冰副所長和胡乃哲副所長的邀請，訪問了我所哈爾濱園區以及海倫黑土生態實驗站，與劉副所長張興義研究員等圍繞黑土退化與管理保護性耕作土壤壓實等雙方感興趣的問題進行了深入的交流。 -
A slow, black boat setting out from the pier at twenty - seventh street upon its weekly errand bore, with many others, his nameless body to the potter s field. thus passed all that was of interest concerning these twain in their relation to her
一隻每星期從二十七街碼頭慢慢駛出的黑船，把他的和許多其他的無名屍體一起載到了保得墳常這兩個傢伙和她之間的有趣故事，就這樣結束了。 -
4. after changing the short - term profit function to possion jump process, in the view of that the derivated partial differential equation of the option pricing which different from black - scholes partial differential equation still is that interest rate is constant ( 4. 2 ), the model which does not accord with the real market under the assumption. at last, we derivat a new model of option pricing whoso profit rate is possion jump process under stochastic interest rate ( 5. 13 ), this model not only changes the form of the short - term profit function of the stock price model and avaids the simplization of the profit rate function the unusual flunction sources bring about, but also relaxes the basis assumption of black - scholes option pricing model and makes that the partial differential equation builds the foundation which even approaches the actual market
4 、將短期收益率函數由確定函數修改為possion跳躍過程后，文[ 15 ]推導出的期權定價偏微分方程（見方程4 . 2 ）雖然推廣了black - scholes期權定價偏微分方程，但此時依舊假設利率是常數，這與實際生活中的不符，我們研究了一個隨機利率下短期收益率函數是possion跳躍過程的期權定價模型（見5 . 13 ） ，該模型既改變了股票價格波動源模型中短期收益率函數的形式，避免了異常波動源帶來的收益率函數的簡單化。 -
Finally, in consideration of volatility of both firm market value and term structure of interest rate ad the correalation between them, the thesis deduced black - scholes double - factors option pricing model. at the same time, the thesis also compared and analyzed the consistency and difference between convertible bond theoretical pricing and practical pricing, it afforded theories analysis and substantial evidence method for publisher design issue - caluses and investor make choice of investment strategy
最後推導可轉換債券的雙因素期權定價模型，採用matlab6 . 5工程軟體對模型進行模擬計算並進行了實證分析，為發行人發行可轉換債券的條款設計和投資者選擇如何投資可轉換債券提供了理論分析和實證方法。
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