option approach 中文意思是什麼

option approach 解釋
自選進近
  • option : n 選擇，取捨，選擇權，選擇自由；可選擇的東西；【商業】（在契約有效期可附加一定貼水的）選擇買賣的...
  • approach : vt 1 向…接近，走近；使接近。2 探討；看待，對待，處理。3 向…接洽[提議]。4 〈美國〉企圖收買。vi 臨...
  1. This dissertation can be divided into three parts as following : focusing on institutional risk control, this dissertation demonstrated the effect of institutional risk on dis " objects by analyzing the relationship between deposit insurance and financial development, financial stability and market discipline, in light of foreign or native primary theory and empirical results of dis. in virtue of statistical method and with the theory of game, this dissertation explored the cause the institutional risk such as moral risk and adverse selection, on the basis of which discussed the approach of controlling institutional risk and proper deposit insurance pattern. because deposit insurance assessment is the core of institutional risk control, this dissertation introduced and discussed deeply the passive casualty - insurance model, the option - pricing model, the game - theory - based pricing model, and reasonable pricing interval, and put forward the hierarchical pricing strategy of dis on the balance of information confiscatory and risk - based - assessment necessity

    本文以存款保險制度風險控制為中心，在借鑒國內外關于存款保險制度的基本理論和實證的基礎上，通過分析存款保險與金融發展、金融穩定和市場懲戒等方面的關系，論證了存款保險制度風險對存款保險制度目標的影響；並藉助統計學的方法，運用信息博弈論的觀點，從主要制度參與者? ?投保機構和存款保險機構? ?的效用函數出發，對存款保險所引發的道德風險和逆向選擇等制度風險的成因進行深入的剖析，探討有效控制制度風險的途徑和制度參數的安排模式；由於存款保險定價是制度風險管理的核心問題，本文還專門對意外存款保險消極模型、存款保險的期權定價模型、基於信息經濟學的存款保險定價模型以及合理定價區間等定價模式進行深入分析和詳細評述，闡述各種定價思路的局限性和可能運用的空間，通過權衡信息的充分性和風險定價的必要性，提出存款保險制度的層次性定價策略。
  2. Further to this, the quadrinomial approach is adopted to solve the compound option pricing problems which involve uncertainties in terms of technology and market and which are often incurred in r & d activities

    在此基礎上，引出四項式法來解決實際r & d活動中普遍帶有技術和市場不確定性的復合期權定價問題。
  3. However, the accounting method for stock option raise battle between investors and executive. after comparing the advantage and disavantage of different accounting metho, it is concluded that fair value approach can be the appropriae method to measure the real cost of remneration

    因此，司法機構雖然無法完全推託自己作為正義的最後一道防線的角色，但是其不情願、遲疑和保守的態度是毋庸疑問和可以理解的。
  4. Basing on the principle of arbitrage - free pricing theory, the basic tools of replicated pricing and dynamic programming approach, and under the guide of projection theory of hilbert space, this paper focus on the issues of pricing and hedging of real option in incomplete markets

    全文以無套利定價理論為線索；以復制定價、動態規劃為基本工具；以hilbert空間投影理論為指導，重點研究非完全市場條件下實物期權的定價與風險對沖問題。
  5. Application of option approach in patent development

    期權方法在專利開發中的應用
  6. It also studies the problem of real option pricing when the underlying assets follow the pure jump poisson, mixed jump - diffusion merton and mean - reversion model, and obtains the price formula or partial differential equation to price and hedge the real option. when the value of real option can not separate from the value of project, or the uncertainties are endogenous to real option holder, it is difficult to pricing the real option by the ways of no - arbitrage. in this paper we present a approach named valuation with comparison, its basic point is to value the project or program with flexibility by means of decision tree analysis ( dta ) and stochastic dynamic programming ( sdp ), and the results are compared with that of non - flexibility, finally,

    當實物期權的價值不能從項目價值中分離出來，或者影響基本資產價格的不確定性內生於期權的持有者時，此時實物期權的價值一般難以直接利用無套利方法得到，本文通過對現有文獻進行歸納，提出一種比較定價法，其基本要點是利用決策樹、動態規劃法或二叉樹模型等技術來確定嵌有柔性的項目或方案的價值，然後將其與沒有柔性的項目或方案進行比較，從而獲得各種柔性的價值，作為這種方法的一個應用，本文研究了柔性勞動合約的設計與定價問題，研究表明，對企業重要員工採用長期勞動合約，而對一般員工採用短期合約可以節約勞動力使用成本。
  7. In this paper we give an explicit representation of the growth optimal portfolio for a discrete - time incomplete financial market and then give the price of an option using the numeraire portfolio approach

    在這篇文章中我們給出了離散時間不完全金融市場中增長最優投資組合的顯式表達式，然後用計價單位投資組合法給出了期權的定價
  8. Real option approach to consumer transactional behavior

    消費者交易行為的實物期權方法分析
  9. Study of real option approach in the evaluation of forestry project

    林業項目評估的實物期權法淺議
  10. Real option approach to monopolistic pricing in an increasing market

    增長性市場條件下壟斷定價的實物期權方法
  11. The application of real option approach in the project investment decision

    實物期權法在項目投資決策中的應用
  12. According to the optional character of the technology innovative projects " investment, the thesis has investigated the choice and decision - making of these projects systemically with the real option theory. the main points of this thesis are as follows : firstly, it compares the similarity between real option of the technology innovative projects and option based on the summary of option pricing theory and systems analysis of these projects and their characters, which can be made as the theory and evidence of the real option approach to value these projects. secondly, based on the synthesized analysis of these projects " option, it sets up three models to value the different real option respectively in these projects such as the delaying option, growing option and multiple option

    論文的主要工作有： 1 ）在概述期權定價法和系統分析技術創新項目及其實施過程特點的基礎上，比較了技術創新項目投資與金融期權投資的相似性，作為技術創新項目投資的實物期權評價法的理論與依據； 2 ）在綜合分析技術創新項目投資所具有期權的基礎上，分別建立了技術創新項目投資的延遲期權、增長期權和復合期權模型，並進行了相應的實證研究和比較研究； 3 ）對pindyck的期權定價模型進行了推廣和改進，利用模型探討了投資時機的選擇性及其對投資機會價值和投資決策的影響，並在此基礎上確定最優投資規則，為技術創新項目投資決策提供參考； 4 ）針對定量模型難以規避技術創新項目中組織風險的特點，進一步將定量模型和定性研究方法相結合，對技術創新項目投資評價的實物期權模型進行了改進，使得評價模型更合理。
  13. As for the issues of non - traded assets, applying the approach of stochastic dynamic programming, and under the principle of no - arbitrage, we obtain optimal strategy to hedge the real option in discrete and continuous conditions. and to the problems of special distribution of underlying assets, this paper analyzes the price movement of the underlying assets from the arrival of information, the market efficiency and the market mechanism which decide the price

    對實物資產的特殊價值分佈問題，本文從決定資產價格的市場機制、信息到達方式及市場效率三方面來分析實物資產的價格變動特徵；並重點研究當基本資產遵循純跳躍poisson過程、跳躍擴散merton過程及均值回復過程時的實物期權定價問題，運用復制定價和隨機動態規劃方法，得到確定實物期權價值和風險對沖策略的偏微分方程。
  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. All three parties must form a perfect co - ordination and form a perfect mechanism in managing the financial derivatives risks and the system approach is recommended in managing the financial derivatives risks. in the fourth part, based on mathematic and statistics model, the market risk model of option is explained in detail, with a case to explain the effectiveness of the delta hedging

    防範和管理金融風險因而也是各個層次的主體所面臨的一個重要的問題，國際性的組織，國家的監管機構，各個金融衍生工具的交易微觀主體在管理和防範金融衍生工具風險的過程中都應發揮其各自的作用，形成一個系統性的工程，將金融衍生工具風險發生的概率和風險發生后所帶來的損失降到最低限度。
  16. So we introduce the concept of real option, use real options to create the valuation approach of venture capital

    因此我們引入實物期權的概念，用實物期權的思想構造風險投資項目的價值評估方法。
  17. Section three illuminates how to identify the relationship of the npv and real options, pointing out that real option approach is rather a better method in investment decisions based on the npv approach than a complete substitute for the npv method

    第三節則具體論述如何將npy方法與實物期權方法有機的聯系起來，強調實物期權方法並非是對npy方法的完全推翻和替代，相反卻是建立在其基礎之上的更好的投資決策分析方法。
  18. Since the theory of real options come from the theory of financial options, based on the comparison of the real options and financial options, this paper points out that real options are the combination of the financial options theory and the npv method. therefore, in the last part of the paper, a simple comparison of real option approach and npv approach is made, and the flexibility, which exists in the real investment decisions but is neglected by the npv approach, is specified

    考慮到實物期權理論源發于金融期權理論，因此，在本節的第四部分著手將金融期權與實物期權進行對比，在分析了兩者之間的聯系與區別后，指出實物期權實際上是針對傳統的投資決策分析方法的不足，將金融期權理論引入企業投資領域，從而產生和發展起來的一種新型投資決策理論。
  19. We value a venture capital project by net present value approach and real option approach, and find that the value of compound growth option is maximal

    我們採用傳統凈現值法和實物期權方法對某一風險投資項目價值進行計算，並摘要. .
  20. The objective of the master thesis is to study how real option approach can be practically applied on valuation of transferred techniques. current approach to value transferred techniques are on the basis of cost or market price of the techniques, mainly according to the added income owned by the purchaser in future

    當前國內的技術轉讓定價方法均未考慮受讓方擁有的決策靈活性對技術定價的影響，本文嘗試使用實物期權方法對這一不足進行補充，就實物期權方法在技術轉讓定價中的應用問題做一探討。
分享友人
分享到 Line

分享到臉書