分红率
- 网络Dividend rate;dividend yield;rate of dividend;Div Yield
分红率-
讨论在无风险资产有依赖时间的随机银行利率、随机期望收益率、分红率以及随机的波动率下美式看涨期权的定价问题。
American call option is generalized to the case where the riskless asset earns a time-dependent interest rate r ( t ), a stochastic rate of return μ( t ), a time-dependent dividend yield ρ( t ) and stochastic volatility σ ( t ) .
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抵押资产价值的波动率、利率、分红率的增加能分别降低贷款的供给。最后以个人住房抵押贷款为例对上述结论进行了解释。
Increases in the volatility of the value of the collateral , interest rate , and dividend rate of the collateral independently depress the loan supply .