Chinese translation for "neutral pricing"
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- 满意定价
Related Translations:
- Example Sentences:
| 1. | From the broad definition of option , this paper derives the concept of real option . further , based on theories of net present value , decision tree , and real options , the risk - neutral pricing theory is introduced 本文从广义的期权定义中引出实物期权的概念,从净现值、决策树和实物期权的比较着手,引入风险中性定价理论。 | | 2. | And we affirm the importance of the black - scholes formula at the option pricing . then we successfully make use of three - step method to eliminate the esos ’ characteristic influence to risk neutral pricing condition 在该模型中考虑了black - scholes定价公式的重要性,并利用三步法规避了风险中性条件对esos定价的影响,建立了一个动态定价模型。 | | 3. | The introduction black - scholes models still assumed , namely the introduction of modern process ( wiener process , also called brownian motion ) to save the stock yield random fluctuations , weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process , the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale , established european style to the value of stock options with mathematical models 本文仍然引入black - scholes的模型假定,也即引入维纳过程( wienerprocess , alsocalledbrownianmotion )来刻画股票收益率的随机波动,采用与弱型市场有效性相一致的股价的马尔可夫性( markovproperty )来描述股票价格变化的随机过程,运用风险中性定价理论,通过分析资产价格过程鞅的性质,建立了欧式再装股票期权价值的数学模型。 | | 4. | Chapter three studies basic knowledge about reset option , including types , structures and features of reset option . chapter four firstly introduces risk - neutral pricing theory , and on the basis of single - point reset option , designs a two - points reset option , at the same time under condition that the price of stock follows geometric brown motion in risk - neutral condition : ds ( t ) = s ( t ) [ ( r ( t ) 第四章首先介绍了风险中性定价原理,然后在单点重设型期权的基础上设计了一种两点重设型期权,同时考虑股票价格在风险中性下遵循以下几何布朗运动: ds ( t ) = s ( t ) [ ( r ( t ) |
- Similar Words:
- "neutral pre ure level" Chinese translation, "neutral pressure" Chinese translation, "neutral pressure level" Chinese translation, "neutral pressure plane" Chinese translation, "neutral pressure process" Chinese translation, "neutral principle" Chinese translation, "neutral prior probability" Chinese translation, "neutral process reclaim" Chinese translation, "neutral proflavine sulfate" Chinese translation, "neutral propeller" Chinese translation
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