English translation for "binomial tree"
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- 二项树
Related Translations:
- Example Sentences:
| 1. | Research of the investment decision of real estate based on the binomial tree options model 基于二叉树期权定价模型的房地产投资决策分析研究 | | 2. | Chapter two has analyses binomial tree models fixing the price extremely to the theory of the transferable bond 笔者在第二章分析了二叉树模型极其对可转债的理论定价。 | | 3. | Inspired by the binomial tree model , we also provide the algorithms under the multiplicative triple tree model . and the convergence is provided 这些方法都具有简单容易实现的特点,并且给出了它们的收敛性。 | | 4. | 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 然后,在各种权证价值评估的方法中选取最为简单实用的二叉树模型。采用二叉树模型对国内的权证进行定价,不能照搬国外的模型,相反必须对国内金融市场的特征和发行权证的上市公司的实际情况加以充分的考虑。在结合中国股市上市公司的具体情况,在二叉树的初始模型中加入各 | | 5. | 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 在这篇论文中,我们以广播通信为例,分析比较了未知拓扑型的广播算法,两层的已知拓扑型广播算法(例如ma吵人以及多层的已知拓扑型广播算法(例如mh0十02l并重点研究了网格环境下的多层已知拓扑型广播算法。 | | 6. | 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 对于几何平均亚式期权它的定价相对简单,已经给出了定价公式。对于算术平均亚式期权,它的未定权益具有轨道依赖特性,一直没有得到它的定价方程的解析解形式。本文基于对市场是无摩擦且在没有交易费用的情况下,在b - s模型下,利用二叉树模型给出了算术平均亚式期权定价方法;并总结了利用jensen ’ s不等式给出的各种不同情况下的上下界;同时应用共单调性和近似分布函数的方法也给出了算术平均亚式期权价格的近似公式。 | | 7. | This paper will simply introduce three numerical procedures that include binomial trees methods , monte carlo simulation and finite difference methods , meanwhile , it also makes a comparison among theses three numerical procedures so as to know their advantages and disadvantages , to see their relation and difference 文章将对二叉树法、蒙特卡罗模拟和有限差分法三种常用的数值方法的应用作出介绍,并对这三种数值方法各自的优势与缺陷,以及相互之间的联系和区别作出定量分析和研究比较。 | | 8. | 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 论文以金融期权的相关理论为起点,引入了实物期权的相关概念,分析了金融期权和实物期权的关系,并对实物期权与传统的投资决策方法? npv法进行了比较,指出npv法由于无法适当的估计蕴含于投资项目中的管理灵活性的价值而往往容易造成对投资项目的低估;在两个实例中通过使用不同的方法介绍了如何求解实物期权的价值。 | | 9. | 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 上述的研究没有考虑硬赎回要求和软赎回要求对赎回行为的限制作用,对赎回通知期的考察也只是采取了一个经验值来刻画,因此本文接着从定价模型出发,在综合考虑了各种可转换债券合约对赎回行为的限制条款后,构建了一个基于二叉树模型并应用向前网格射击的数值方法来求解可转换债券的价值,并推导出了公司的最优赎回运算法则。 |
- Similar Words:
- "binomial system" English translation, "binomial tables" English translation, "binomial test" English translation, "binomial theorem" English translation, "binomial traffic distributions" English translation, "binomial trials" English translation, "binomial trials model" English translation, "binomial two- sample model" English translation, "binomial variable" English translation, "binomial variance" English translation
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