期权定价模型

本文应用最小价值原理以及考虑到股票发行红利的情况对Black-Scholes期权定价模型进行修正，得出可转换债券价值应等于纯债券价值和转换价值两者中较大者，与期权价值之和。

The article uses The Least Value Theory and the modified Black-Scholes Model which considering the complexion of stock bonus .

第三部分从一般意义上分析可转换债券的价值构成，主要介绍两种最基本的可转换债券的定价模型，即Black-Scholes期权定价模型和二又树期权定价模型。

This Thesis first introduces two models on the value of the option : Black-scholes model and another one proclaimed primarily by J.

标的资产具有超额峰度de二项式期权定价模型

Binomial Option Pricing in the Case of Excess Kurtosis of Asset Returns

股票价格跳过程为复合Poisson过程的期权定价模型

Option pricing model about stock pricing jump process with compound Poisson process

基于Bayesian的二叉树期权定价模型

Binary-tree Model Based on Bayesian

Knight不确定条件下的模糊二叉树期权定价模型

The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty

基于修正的Black-Scholes期权定价模型的套期保值

Based on the Modified Black-Scholes Option Pricing Model of Hedging

基于特定投资策略的Black-Scholes期权定价模型研究

Research on the Black-Scholes Stock Option Pricing Model Based on Special Investment Strategy

Black-Scholes期权定价模型在石油企业并购中的应用

Application of Black-Scholes option evaluation model to the mergers and acquisitions in petroleum enterprises

根据保费原理修正Black-Scholes期权定价模型

Modified Black-Scholes Option Pricing Models by Premium Principles

Black-Scholes期权定价模型的简化推导

Simplified Derivation of the Black-Scholes Option Pricing Model

波动率微笑是Black-Scholes（BS）期权定价模型的定价偏差之一。

" Volatility smile " is one of the pricing biases in Black-Scholes option pricing model .

用B-S期权定价模型评估存款保险的价格

Evaluation the Price of Deposit Insurance through B-S Option Pricing Model

与BP模型相比，基于RBF神经网络的期权定价模型收敛速度更快，而且不存在局部极小的问题。

Compared with the BP pricing model , the option pricing building on RBF neural network convergences faster and does not have local minima problem . 2 .

Black-Scholes期权定价模型的提出，奠定了期权定价理论发展的基础。

The Black-Scholes options pricing model has established the basis of the options pricing theory .

Black-Scholes期权定价模型

Black-Scholes Option Pricing Model

西方资产定价理论中的实体经济因素考察&以CAPM模型与B-S期权定价模型为例

Investigation on Factors of the Real Economy in Western Assets Pricing Models : CAPM Model and B-S Model

基于分形市场假说，本文对传统的CEV（constantElasticityofVariance）期权定价模型进行了改进。

Base on the fractal theory , improved the classic traditional option pricing model-CEV ( constant elasticity of variance ) model which is base on the efficient market hypothesis .

本章针对传统的目标企业价值评估方法的缺陷，提出了运用EVA模型和期权定价模型来评估目标企业价值的基本理论，并对其具体应用作了详细的阐述。

In view of disadvantages of traditional methods , it proposes the basic theory and practice of using EVA model and Options pricing model to appraise target corporate value .

CEV过程下比例交易成本的期权定价模型研究

Study on the option pricing model with the proportional transaction cost in the CEV process

包括：（1）B-S期权定价模型在企业战略投资决策中的应用。

Includes : ( 1 ) The application of B-S option pricing model in enterprise strategy investment decision .

因此，众多学者放宽Black-Scholes期权定价模型的某些假设条件，提出许多新的期权定价模型。

Therefore , many scholars put forward many new kinds of option pricing models by relaxing some assuming conditions of Black-Scholes model .

在金融统计中，Black-Scholes期权定价模型的一般衍生证券的推广是当代金融统计的重要问题。

In financial statistics , Black-Scholes option pricing model to promote the general derivative securities is the important issue of modern financial statistics .

然后，在Black-Scholes期权定价模型的基础上，对可交易和不可交易无形资产分别选用不同的估价模型；

Thirdly , on the foundation of Black-Scholes model , selecting different models for the appraisal of exchangeable and unexchangeable intangible assets respectively ;

首先，对经典的Black-Scholes期权定价模型进行了分析，并利用风险中性定价方法推导出了Black-Scholes期权定价公式。

Firstly , the article studies the classic Black-Scholes Option Pricing Model and concludes the Black-Scholes Option Pricing Formula with the Risk-Neutral valuation method .

从分析BlackScholes模型建立的假设条件入手，对扩展的期权定价模型进行了综述，在此基础上对模型中待估参数的确定方法进行了总结。

After analyzing the hypothesis conditions of Black-Scholes Model , this paper makes a perspective on the expanded option-pricing model , based on which the author studies the approach to estimate the volatility .

若用Black-Scholes期权定价模型计算，势必会高估股票期权的价值，进而高估其对经理人的激励效应。

So we cannot measure them by Black-Scholes model , otherwise the value will be overestimated and inevitably the incentive effect will also be overestimated .

第6章，指出Black-Scholes期权定价模型进一步提高了可转换债券定价的准确性，但应用于我国的可转换债券定价有一定的局限性。

Chapter 6 points out that Black-Scholes model is able to promote the accuracy of the appraisal of convertible bonds , but has somewhat limitation .

对证券市场包括股票市场中的一些经典方法有：均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。

Some of classical analytical methods about Security market , including stock market have Mean-Variance analytics , APT theory , CAPM model , B-S options pricing model , etc.

方法改变Black-Scholes期权定价模型的基本假设，运用随机微分方程研究标的资产服从混合过程的期权定价。

Methods By changing basic assumption of Black-Scholes option pricing model , utilize the partial differential equation to study underlying asset pricing process which is mixed process .