binomial tree 中文意思是什麼
binomial tree
解釋
二項樹-
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。 -
Completion time of the collective communication operation is optimal in the grid environment. in this paper, we gave an example about broadcast, analyzed and compared a topology - unaware broadcast algorithm ( e. g. a binomial tree broadcast ), a two - level topology - aware broadcast ( e. g
在這篇論文中，我們以廣播通信為例，分析比較了未知拓撲型的廣播演算法，兩層的已知拓撲型廣播演算法（例如ma吵人以及多層的已知拓撲型廣播演算法（例如mh0十02l並重點研究了網格環境下的多層已知拓撲型廣播演算法。 -
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。 -
Chapter two has analyses binomial tree models fixing the price extremely to the theory of the transferable bond
筆者在第二章分析了二叉樹模型極其對可轉債的理論定價。 -
Introducing the credit risk and term structure of interest rate into the existing binomial - tree pricing model, a binomial - tree pricing model is set up in terms of stock price and interest rate as two target variables or factors
摘要將信用風險、利率期限結構引入到二叉樹定價模型中，建立以股價和利率為標的變量的二叉樹定價模型。 -
Research of the investment decision of real estate based on the binomial tree options model
基於二叉樹期權定價模型的房地產投資決策分析研究 -
Inspired by the binomial tree model, we also provide the algorithms under the multiplicative triple tree model. and the convergence is provided
這些方法都具有簡單容易實現的特點，並且給出了它們的收斂性。 -
The general thinking and logic structure of this paper is as this : first, we should introduce the general theory and classification of warrants before we deal with the pricing method in detail ; second, we choose binomial tree model because it is the most simple and practical way to assess them and add some restriction factors, which fit well with the features of chinese financial market and the reality of listing companies issuing the stock
然後，在各種權證價值評估的方法中選取最為簡單實用的二叉樹模型。採用二叉樹模型對國內的權證進行定價，不能照搬國外的模型，相反必須對國內金融市場的特徵和發行權證的上市公司的實際情況加以充分的考慮。在結合中國股市上市公司的具體情況，在二叉樹的初始模型中加入各
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