金融期权
- 网络financial option;option
-
在实际中,选择权价值的计算主要是借用金融期权定价的Black-Scholes模型和CRR模型来进行。
In practice , the computation of real option is the application of the Black-Scholes model and CRR model of financial option theory .
-
讨论了金融期权研究中演化而来的三种方法:二叉树、MonteCarlo模拟和B-S模型,分析比较了三种模型的优势与不足。
Three methods developed from evolution of financial option are discussed : binominal tree . Monte Carlo model and B-S model , then analysis and compare of the advantages and disadvantages of the three models .
-
西方学者根据金融期权在实物投资领域的拓展,提出了实物期权(RealOption)理论,并结合博弈理论对技术创新的投资进行分析。
Based on the finance option , western scholars put forward the real option theory , and together with the game theory , they analyze the investment for Technology innovation .
-
根据期权并购的特点,对金融期权定价公式Black-Scholes模型进行修正,使之可以计算期权并购中的期权价值。
The formula Black-Scholes model has been revised according to the characteristic of the optional merger , which makes it can calculate the worth involved in the optional mergers .
-
场外金融期权,作为一个风险转移合同(ARisk-shiftingcontract),被广泛运用于现货市场的风险管理之中,促进了金融市场的发展。
The over-the-counter ( hereinafter " OTC ") financial option , a risk-shifting contract , is widely used in the risk management of underlying assets and drives the development of financial market .
-
R&D投资活动的价值评估,传统的DCF方法并不能适应其需要,而必须引进金融期权定价理论(OPT),这一点在国内外学术界已得到公认。
It 's commonly recognized that the traditional DCF system can not properly deal with the valuation of R & D project investments , and financial option pricing theory ( OPT ) must be introduced .
-
第一章对实物期权理论做了一个综述,介绍了从传统DCF方法到结合金融期权定价方法的实物期权理论的发展过程。
In the chapter 1 , a review is given about real options theory . We introduce the develop process from traditional DCF approach to real options theory combined with financial options valuation approach .
-
因此,在对金融期权定价理论进行基本介绍的基础上,重点分析了二项式方法和Black-Scholes定价模型在实物期权中的应用。
Therefore , a brief introduction to financial option valuation theory is given first . On the basis of this , the chapter presents detailed analyses of the application of the Binomial Option Valuation Model and the Black-Scholes Valuation Model in real options .
-
金融期权在我国的应用发展研究
The Study On the Application and Development of Financial Option In China
-
金融期权和物理期权对电力市场均衡影响的比较研究
Comparison between impacts of financial and physical options on electricity market equilibrium
-
基于心理账户的金融期权定价模型
Pricing Model of Financial Options Based on Mental Accounting
-
我国开展金融期权及其衍生产品交易的条件分析
The Analysis of Exchange Qualification of Derivational Methods of Financial Options in China
-
这样金融期权、期货以及各基础金融市场间在效率层面的关系就清晰起来。
Thirdly , research the relationships among futures , options and underlying financial assets .
-
实物期权方法是现代金融期权理论在实物资产的扩展。
Real options method is an extension of financial options theory to real assets .
-
金融期权的基本特征及主要功能初探
Basic Characters and Main Functions of Financial Option
-
金融期权定价模型与金融风险管理
Option Pricing Model and Financial Risks Management
-
金融期权衍生技术的新发展
The Derivative Technology in Financial Options
-
借用金融期权的定义,来阐述了实物期权的概念及其发展沿革。
The definition and development of real option is explained by the use of financial option .
-
金融期权、期货与基础市场间关系的研究
An Inquiry into the Effects among Options , Futures and Underlying Markets in an Efficiency View FINANCIAL
-
然而,场外金融期权交易存在信用风险过高的固有缺陷。
OTC financial options , however , have the inherent weakness regarding the excessively high credit risk .
-
详述实物期权的定义、房地产实物期权与金融期权相关因素比较。
The paper studied the definition of real options , Comparison of real estate and financial options .
-
它是金融期权理论在实物投资领域的发展和应用。
Real option is the development and application of financial option to the field of real investment .
-
所谓实物期权就是以期权概念来定义的现实选择权,是金融期权在现实中的运用。
A " real option " is simply a non-financial asset that confers the option to make future investment .
-
结果发现,金融期权的定价方法在一定条件下可以应用到实物期权的定价问题中。
The financial option pricing method could be applied to the problem of real option pricing under certain condition .
-
而后,文章基于金融期权理论,结合林业自身的特色,构建了基于实物期权的林业投资项目评价模型。
Based on finance option theory and combined forestry features , this study constructed an evaluation model of forestry project .
-
实物期权和金融期权之间最本质的区别是,前者在大多情况下不具有排他性。
The most essential difference between real options and financial options is that in most cases real options are not exclusive .
-
为了更好地理解实物期权方法,特别是实物期权的定价原理,对金融期权的概念和性质以及金融期权的定价方法进行了介绍;
The introduction to financial options theory and options pricing models , which gives an overall picture of the nature of options ;
-
实物期权定价方法,通过分析金融期权和实物期权的相似性,总结了实物期权定价法的基本思路,介绍了离散和连续条件下的实物期权定价方法。
Real option pricing theory , this chapter summarized real option pricing method based on the similarity between real option and option .
-
期权定价理论以及金融期权定价模型的成功实践,为项目投资机会的期权价值估价提供了理论和模型分析基础。
Option pricing theory and its successful application in financial area supply theoretical and model analysis to option value of investment opportunities .
-
鉴于实物期权是从金融期权衍生发展而来,对期权基本知识的掌握,对于实物期权的理解,是不可或缺的。
Since real options derive from financial options , the basic ideas of financial options are essential to the understanding of real options .