american option 中文意思是什麼
american option
解釋
美式期權可在有效期間隨時行使的期權-
American call option with stochastic market model
隨機市場下美式看漲期權的定價 -
Linear complementary problem and american option pricing
線性補問題與美式期權定價 -
American option pricing of a special model
一類特殊模型的美式期權定價 -
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 -
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 -
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。 -
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。 -
The problem on defautable american call - option pricing
具有違約風險的美式買權的定價問題 -
Program " means the american express membership rewards program for centurion card members with the option to redeem frequent traveler rewards plus an earn rate of 3 points for every hk 1 charged and billed to the card account. triple points are applicable to the first hk 312, 000 spent for each program year
3倍積分優惠適用於加入3倍加賞積分計劃之會員，由加入計劃後起每12個月內憑卡簽付之首港幣312 ， 000簽賬而港幣312 ， 001及其後之簽賬，每港幣1隻可獲1分。 -
Chapter 3 describes a normal stock option plan of american, which content covers from the type, management system, system of accounting to practical effect
從其分類、基本內容、如何管理以及會計制度，到實踐中的激勵效果都作了深度的描述。 -
On this basis, the paper mainly proves that the value process { v ( t tl h, s ) ; 0 t t } of european continuous - time knock - out double - barrier put option is a martingale in the complete market without transaction costs, and the martingale property of single - barrier put option is given. at the same time, the pricing problem of american knock - out double - barrier put option is also being discussed, and the formula for determining its value at any time t ( 0 t t ) is obtained
在此基礎上，本文主要證明了在不存在交易成本的完全市場條件下連續時間歐式觸銷式雙障礙賣權貼現到0時刻的價值過程{ v （ t _ l _ h ， s _ （ t _ l _ h ） ） ； 0 t t ） }為鞅，並且給出了對應單障礙賣權價值過程的鞅性質。 -
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。 -
Among these accounting standards, apb opinion no. 25 and fasb statement 123 are most important rules. this article first introduces american ' s main stock option accounting rules, including two ways to account for employee stock options - the intrinsic value based method and the fair value based method
在此基礎上，運用基礎會計理論中關于會計主體假設、費用等會計學基本概念的分析，發現並總結了設計和規范股票期權會計處理方法時應解決的核心問題。 -
For the american put option which does not have analytical solution, several new numerical algorithms are presented on its pricing, each of them is given finite difference method and finite element method on variables based on individual underlying variable and two underlying variable respectively. for finite element method, bilinear interpolation of rectangular sectioning is adopted
另外，對不存在解析解的美式看跌期權的定價給出了幾種新的數值演算法，分別對基於單個標的變量和兩個標的變量的美式看跌期權定價給出了有限差分法和有限元法，有限元法採用了矩形剖分的雙線性插值。 -
Chapter two analyses the problems that fixes the convertible bond price in our country. many listed companies generally use european option price at the formula, namely black - scholes model. because of the multiple option nature and the american option nature contained in the transferable bond, black - scholes model ca n ' t be applied mechanically to fix the price of the convertible bond
第二章分析了可轉換債券定價在我國所存在的問題，即從我國上市公司發行可轉換債券的公告來看，一般都使用歐洲期權定價公式，這是由1973年fischerblack和myronscholes在其《期權和公司負債定價》的著名論文中所建立起的歐式期權定價解析表達式，即black - scholes模型而成。 -
The famous social psychology experiments of the 1960s [ see “ the effects of observing violence, ” by leonard berkowitz ; scientific american, february 1964 ] used electric shock, but safety concerns have largely removed that as an option
1960年代，著名的社會心理學實驗使用電擊，但是基於安全的考量，我們放棄做這種嘗試。 -
Although options have been traded in american chicago board option exchange since 1973, almost nobody could, at that time, foresee that they would bring about enormous pound and influence on practice and financial and banking theory in the following several decades
雖然期權在一九七三年的美國芝加哥期權交易所開始交易，但當時幾乎沒有人能夠預料到在其後的幾十年中，它會對實踐和財務金融理論帶來巨大沖擊和影響。 -
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。 -
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。 -
Finally, this article points out that the traditional method of net present value has the defect to assessing investment decision of company, also proves that investment of the company has the characteristic of the american call option through introducing the concept of the option of investment and the material object option
最後，本文將在指出傳統的凈現值法在評估公司投資決策缺陷的基礎上，通過引入投資期權和實物期權的概念，來論證公司的投資決策具有美式看漲期權的特性。
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