期权价格

此外，我们通过对两种方法得到期权价格模型进行了方正。

Moreover we gave the implementation of option price by both method .

期权价格的确定过程分析

Analysis of the determination process of option price

期权价格的拟MonteCarlo仿真计算

Option Pricing Using Quasi - Monte Carlo Simulation

Gamma值描述了期权价格和期权标的资产价格之间关系曲线的曲率。

Gamma describes the curvature of the relation between options ' prices and underlying assets ' prices .

基于Black-scholes公式下美式期权价格的计算

Computing Method of America Option Under the Basis of Black-scholes Formula

最后推导出了基于CPI指数的欧式期权价格的解析解。

Finally , the analytic solutions of European option can be deduced on the CPI .

主要方法是将期权价格表示为一系列Levy过程特征函数的Hilbert变换。

The main technique involves a sequential evaluation of Hilbert transforms of expressions involving the characteristic function of the Levy process .

主要证明了期权价格随着风险市价的变化而减小，风险参数决定定价测度的选取，把此定理应用于最小鞅测度和q优测度下的定价。

The central result is a comparison theorem which proves option prices are decreasing in the market price of volatility risk , the parameter governing the choice of pricing measure .

公式，给出了期权价格满足的BlackScholes方程，通过求解BlackScholes方程的终值问题，给出了一个独立于每个投资人风险偏好的欧式期权的公平价格BlackScholes公式。

By computing its terminal value , the model gives a fair price of European option - Black-Scholes formula independent on every investor ' risk aversion .

几何亚式期权价格敏感性参数估计

Estimation of Sensitivity Parameters of the Geometric Asian Options Price

债券、股票与期权价格的数学分析

A mathematical analysis of debentures stocks and futures right prices

实物期权价格服从均值回归的定价模型研究

Pricing Model of Real Option Subjecting to Mean Regression

欧式看涨期权价格折现值的研究

The Study for Price Formula of Discounted Value of the European Call Option

为此本文引入期权价格折现值的概念。

Therefore , this paper leads into the concept of discounted option value .

第四章推导了服从跳&扩散过程的再装期权价格公式。

Chapter four develops the reload option pricing formula .

同时应用共单调性和近似分布函数的方法也给出了算术平均亚式期权价格的近似公式。

Meanwhile a formula have got by the comonotonicity and approximating the distribution function .

期权价格中包括两个部分期权的内在价值和时间价值。

The price of an option consists of two components-intrinsic value and time value .

介绍了一些与期权价格计算密切相关的随机金融模型和它们的模拟算法。

Introduced some financial models and functions which is closely related to pricing option .

永久期权价格的闭形式解和最优停时

Perpetual Options and Optimal Stopping for Mixed-Gamma Distributions

对于期权价格，由于很难得到精确解，一般讨论数值解。

It is very difficult to get a closed-form solution for option ′ s price .

阶梯期权价格的计算方法

A computational method for step option price

期权价格及定价模型分析

Analyzing Option Price and Pricing Model

另外，讨论了需求信息与期权价格对渠道协调的影响。

Furthermore , the effect of demand information and option price to channel coordination is discussed .

美式期权价格的渐近性质

Asymptotic Behavior of American Option

波动性是股票市场最为重要的特征之一，是对金融市场投资、制定期权价格和进行监管时考虑的重要因素。

Financial market volatility is an important input for investment , option pricing and financial market regulation .

期权价格的敏感性参数是金融机构利用期权进行风险管理的重要参数。

Sensitivity parameters of option prices are important parameters for financial institutions to take up risky management .

在给出相应欧式看涨期权价格的解析解的基础上，对改进模型的定价性能进行实证检验。

An empirical test for the corresponding option pricing performance basing the close form solution is gived .

波动性也很重要，因为球员的选择期权价格会更便宜时，波动性较低。

Volatility can be important for options players because options prices will be cheaper when volatility is low .

最后运用期权价格理论给出了确定工程担保费用的一种方法。

In the end , it provides a method by option price theory to estimate the costs of construction bond .

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 .