看跌期权

Erlang（2）过程的风险分析与美式看跌期权

Ruin Analysis for Erlang ( 2 ) Risk Process and American Put Option

以实物期权的观点看，政府通过对BOT高速公路的双边保证，获得两个实物期权价值：看跌期权价值及看涨期权价值。

From real options perspective , through the BOT highway bilateral guarantee the government access to two real options value : a put option value and a call option value .

Facebook认股权证的投资者们正双倍买入看跌期权，很多人都下注该公司股票到12月将跌破每股22美元。

Investors in Facebook warrants are buying twice as many puts as calls , with many betting the stock will be below $ 22 a share by December .

Black-Scholes定价模型对美式看跌期权不存在解析公式，无法求其精确解。

Black-Scholes pricing model has no analytical formula of American put options , thus it cannot get accurate solution .

纽约商品交易所（newyorkmercantileexchange）的数据显示，提供针对油价在今年年底前跌破每桶100美元的看跌期权合约数量，在过去6周内增长了1倍以上。

The number of financial bets providing insurance against a fall in prices below $ 100 a barrel before the end of the year has more than doubled in the past six weeks , according to the New York Mercantile Exchange .

因此，可以构建一种基于B-S期权定价模型的看跌期权定价公式，以计量保险费的大小。

In addition , we further dissertate how to apply the B-S option-pricing model to the measurement of premium from two sides of the theory and the demonstration .

同时在HARA效用函数下分析该投资问题的性质，发现在不同条件下，该投资策略可以退化为无约束最优投资策略、基于欧式看跌期权及两资产交换期权的套期保值策略。

Meanwhile , by the analysis of the characteristics of this investment problem with HARA utility function , it is concluded that this investment strategy can be simplified as an unconstrained optimal investment strategy and a hedge strategy based on the European put-option and the two-asset exchange option .

有红利美式看跌期权定价树图模型的自适应性改进

The adaptive changing to tree model in pricing divided American put options

美式看跌期权定价的快速傅里叶变换法

Pricing American Put Options : A Fast Fourier Transform Method

含看跌期权的股权回购方式在企业融资中的应用研究

An Application of Stock - Repurchase of Dropping Option in Enterprise ' Financing

因此，笔者还是坚持看跌期权。

So I stuck to looking at put contracts .

美式看跌期权定价问题的有限差分法

Finite Difference Methods for Pricing the American Put Options

基本解方法在美式看跌期权定价中的应用

The application of the method of fundamental solutions for solving American put options

美式看跌期权定价的差分格式

The Differential Scheme of Pricing for American Put Options

美式看跌期权的最佳执行价格

The optimal exercise price of the American put option

期权交易员因预期经济会增长正买入看涨期权、而非防御性的看跌期权。

Options traders are buying calls on growth , rather than protective puts .

他仍持有一些指数看跌期权，以便在股市下滑的时候保护基金。

And he still owns index puts to protect the fund during future falls .

其价值几何？美式看跌期权定价的差分格式

How is the value ? The Differential Scheme of Pricing for American Put Options

该欧式看跌期权的期限受该住房抵押贷款还款方式决定。

The European put option period subject to the mortgage loan repayments to decide .

随机市场模型下美式看跌期权的定价

American Put Option with Stochastic Financial Market Model

基于美式看跌期权合同的发电商竞价策略研究

The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts

径向基函数方法求解债券看跌期权定价模型

Solving the Bond Option Pricing Mathematics Model by Means of the Radial Basis Function Method

看跌期权的成本为0.045个比特币，账户中剩余0.055个比特币。

The put option costs 0.045 bitcoins , leaving 0.055 bitcoins still in the account .

住房抵押贷款本质上是一系列的欧式看跌期权和无风险债券的组合。

The mortgage is essentially a series of European put options and risk-free bond portfolio .

如果你买入看跌期权，只有市场跌的足够快你才能赢。

When you buy a put , you win only if the market falls fast enough .

他开始减少手头的指数看跌期权，增持基金中的公司股票。

He starting reducing the index puts and buying more shares of the companies in his fund .

提供一种基于有限差分格式的数值方法为美式看跌期权定价。

Based on the differential scheme , presents a numerical method of pricing for American put options .

CEVP下有交易费用的亚式看跌期权定价模型

The Model of Asian Put Option Pricing with Geometric Averaging and Transaction Costs under the CEV Process

卖出期货合同和买进看涨期权的组合，叫做组合买入看跌期权。

A combination of a short futures contract and a long call , called a synthetic long put .

因此我们以持有股票看跌期权的形式，加大了下行风险防护力度。

We therefore added downside protection on the back of strength in the form of equity put options .