外汇期权

《金融时报》解释称，这种风险在场外交易市场尤其普遍，而交易所开放式指数基金（ETF）、外汇期权和多种大宗商品衍生品的通常进行场外交易。

The FT explains that this risk is particularly prevalent in over the counter markets , where ETFs , foreign exchange options and a number of commodity derivatives trade .

应运而生的外汇期权开始成为规避外汇风险的新兴金融衍生产品。

A foreign exchange options became into being the emerging financial derivatives to avoid foreign exchange risk .

期权（Option）又称选择权，它最早是从股票期权交易开始的，直到20世纪80年代才有外汇期权产生。

Options , also known as the right to choose , it is first started from the stock options trading .

多元混合正态分布情形下的外汇期权组合非线性VaR模型

Nonlinear VaR model of FX options portfolio under multivariate mixture of normal distributions

亚洲投资者在对冲基金中基金（hedgefundoffunds）方面也起步较早，而且他们在政府债券产品上一直处于领先地位，比如外汇期权策略等。

Asian investors were also early in hedge fund of funds and they have been ahead of the curve on treasury products , such as FX option strategies .

外汇期权定价：VG模型与BS模型谁更适用

Which Apply for Pricing of Foreign-exchange Option : the Variance Gamma Model or Bs Model

基于不同借贷利率Black-Scholes模型的外汇期权定价

Pricing of Currency Options Based on Black-Scholes Models with Different Borrowing and Lending Rate

分布式三元矢量天线二维波达方向及线极化状态估计多元混合正态分布情形下的外汇期权组合非线性VaR模型

A Distributed Vector Sensor with Three Dipoles for Two Dimensional Direction of Arrival and Linearly Polarized State Estimation Nonlinear VaR model of FX options portfolio under multivariate mixture of normal distributions

鞅评价方法是把资产从有风险的环境下，即P测度下，转换到无风险的R测度环境下，从而大大简化了外汇期权评价公式的推导。

Martingale is the way to transfer the assets from a circumstance full of risks , called P Measure , to a circumstance without risks , called R Measure . This change of the circumstance will largely simplify the deduction of the Valuation Formula .

基于Delta-Gamma-Theta模型的外汇期权风险度量

Risk Measure of FX Options Based on Delta-Gamma-Theta Model

并初步研究了波动率服从CIR模型的目标区域下的汇率扩散模型的欧式外汇期权定价。

And we preliminary study the pricing of the European foreign exchange option in the diffusion model for exchange rate in a target zone which the volatility meets the CIR model .

实证研究表明，用加入了高阶统计量的Cornish-Fisher方法计算出的外汇期权投资组合回报变化的VaR值和运用四阶矩的Cornish-Fisher方法得到的VaR值几乎没有差别。

Empirical studies have shown that with the accession to the higher-order statistics of the Cornish-Fisher method to calculate the return on foreign currency options portfolio changes in value and the use of fourth-order moment of the Cornish-Fisher method is almost no difference between the value obtained .

外汇期权定价的数学模型分析

Analysis of Mathematical Model about the Pricing of Foreign Currency Option

外向型企业如何运用外汇期权交易

How to Apply the Foreign Currency Option Transaction for Foreign-oriented Enterprises

等价鞅测度模型在外汇期权定价中的应用

Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency

跳-扩散模型下外汇期权的保险精算定价

Actuarial Price of Foreign Currency Driven by Jump-diffusion Stochastic Process

外汇期权定价的新方法&保险精算方法

New Method to Option Pricing on Foreign currency-An Actuarial Approach

汇率波动的度量与个人外汇期权产品研究

Volatility Measure of Foreign Currency and Analysis of Currency Option Linked Deposits

外汇期权定价及其实证研究

The Pricing of Foreign Exchange Options and Some Empirical Researches

本文就是将极值理论应用于外汇期权的风险度量中从而进行研究的。

This paper studies risk of foreign currency options with the extreme value theory .

外汇期权会计问题研究

Study on Accounting Issues of Foreign Currency Option

带跳过程的外汇期权定价

Foreign Currency Option Pricing under Jump Diffusion Processes

跳跃扩散型汇率过程的外汇期权定价

The pricing of options about foreign exchange whose rates are drived by jump-diffusion processes

外汇期权评价公式研究

Research on Foreign Currency Options Valuation Formula

外汇期权的多维跳-扩散模型

Multi-dimensional jump-diffusion model on foreign exchange option

外汇期权敏感性分析

Sensibility Analysis About Foreign Exchange Option

澳大利亚国民银行外汇期权损失案

NAB FX Option Loss

一些行家认为，外汇期权市场发展起来，将在今后几年取代外汇期货市场。

Some experts say that the currency market may develop to replace forward contracts over the next few years .

本文利用保险精算方法定价方法给出外汇期权的定价。

In this article , we deal with pricing formula of European option on foreign currency by using actuarial approach .

最后，还分析了利率和汇率对外汇期权价格的影响。

At last , the rate of change of the option price with respect to interest rate , exchange rate is analyzed .