Embedded option

Duration Matching and Its Calculation for Bond with Embedded Option

持期匹配及隐含期权条件下的持期计算

Interest rate risk management for commercial banks with embedded option is investigated based on the convexity gap model in this paper .

研究基于凸度缺口模型的具有隐含期权的商业银行利率风险管理问题。

The Research of Management of Interest Risk Based on Embedded Option in Commercial Bank

商业银行隐含期权利率风险管理研究

Real Option Analysis Based on Embedded Option Cash Flow Chart

基于嵌入期权现金流量图的实物期权分析

Then the paper selects effective duration as the measurement of embedded option .

其次，以有效持续期为核心对隐含期权利率风险的衡量技术进行了分析。

Convertible bonds as a financial planning tool for the embedded option , have similar features of equity , debt and options .

可转换公司债券作为一种内嵌期权的金融理财工具，具有股权、债权、期权的特性。

Taking the embedded option and compiling the resources you need directly into the assemblies that use them makes distribution more reliable and less error prone .

采用嵌入选项并把你需要的资源直接编译进程序集使用它们，这样使得分发更加可靠并减少错误发生。

In contrast , effective duration and convexity can make up for this shortcoming and are useful indicators to interest rate risks of embedded option bonds .

实际久期和实际凸度可以弥补这一缺陷，是衡量含权债券利率风险的有效指标。

This article first introduce present situation of Chinese bonds-relevant interest rate derivatives , and take analysis on pricing problems about main transactional products ( bond futures and embedded option bonds ) .

本文首先介绍了中国债券型利率衍生品发展的现状，同时对目前市场上主要交易产品（债券远期与含权债券）存在的定价问题进行了剖析。

First of all , the paper defines the risk - embedded option , figures out the forms of the embedded option in the assets and liabilities of the commercial banks and analyzes the main source of the interest risk - embedded option of our country at the present time .

首先对隐含期权的概念作出界定，分析了隐含期权在商业银行资产和负债中的表现形式以及目前我国商业银行资产负债项目中最主要的隐含期权利率风险的来源。

Valuation of Life Insurance Policies with Embedded Surrender Option

嵌入退保期权的寿险保单定价分析

If the embedded server option was selected during the installation , you have only the MQ Link option available .

如果在安装时选择了嵌入式服务器选项，则只有MQLink这一选项可用。

From the adopted primary model dealing with lease as portfolio embedded an option , a pricing model involved contract flexibility has been deduced , which here means interval between contracts ' signing and exercise .

根据选定的市场均衡模型，把租赁看成一个含期权的证券组合，考虑租赁合同签订到执行的间隔&合同柔性，并将其引入到已有的基本模型中，得到含合同柔性因素的定价公式。

Pricing Problem of Fixed Deposit Embedded with American-Style Option

定期存款所含嵌入期权的定价

The paper at first uses the Hull-White option model to compute the value of option embedded in bond and the value of bond with embedded option , and then computes duration and convexity of bonds with embedded option .

本文先用Hull-White模型来计算债券中嵌入期权的价值和隐含有期权的债券的价值，然后计算隐含有期权债券的久期和凸度。