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black-scholes option pricing model中文是什么意思

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用"black-scholes option pricing model"造句"black-scholes option pricing model"怎么读"black-scholes option pricing model" in a sentence

中文翻译手机手机版

  • 公布了后来成为全世界期权评估业标准的模型
  • 期权定价模式

例句与用法

  • A mended method on black - scholes option pricing model
    期权定价模型的一种改进方法
  • Black - scholes option pricing model
    期权定价模式
  • 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
    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。
  • There is also a brief introduction of another commonly used pricing model , the binominal option pricing model , including its relations to the black - scholes option pricing model
    调整模型的基本假设条件,将模型扩展为多因素模型。第一部分还介绍了另一种常用的期权定价模型- -二项分布模型。
  • 4 . after changing the short - term profit function to possion jump process , in the view of that the derivated partial differential equation of the option pricing which different from black - scholes partial differential equation still is that interest rate is constant ( 4 . 2 ) , the model which does not accord with the real market under the assumption . at last , we derivat a new model of option pricing whoso profit rate is possion jump process under stochastic interest rate ( 5 . 13 ) , this model not only changes the form of the short - term profit function of the stock price model and avaids the simplization of the profit rate function the unusual flunction sources bring about , but also relaxes the basis assumption of black - scholes option pricing model and makes that the partial differential equation builds the foundation which even approaches the actual market
    4 、将短期收益率函数由确定函数修改为possion跳跃过程后,文[ 15 ]推导出的期权定价偏微分方程(见方程4 . 2 )虽然推广了black - scholes期权定价偏微分方程,但此时依旧假设利率是常数,这与实际生活中的不符,我们研究了一个随机利率下短期收益率函数是possion跳跃过程的期权定价模型(见5 . 13 ) ,该模型既改变了股票价格波动源模型中短期收益率函数的形式,避免了异常波动源带来的收益率函数的简单化。
  • To those enterprises whose cash flows are continually negative , the cash flow discount model will fail to evaluate the enterprise value . therefore , to those enterprises that have negative cash flows but still have potential value , the paper suggests to use black - scholes option pricing model and eva model to assess them in order to remedy the defects of cash flow discount model
    对于现金流量连续为负值的企业,现金流量折现模型会失效,因此论文提出对于现金流量为负值、但是仍然具有潜在价值的企业,可以利用布莱克-舒尔茨大连理工大学博士学位论文期权定价模型和eva评估模型进行评估,用以弥补现金流量折现模型的缺陷。
  • The content of the first part is the systematic introduction of the generation , deduction and development of the option pricing theory . emphasis is laid on the black - scholes option pricing model and its analytic solution with the restriction of the boundary condition . by adjusting the basic hypothesis of the model , the model is broadened to the multi - factor option pricing model
    通过引入风险中性假设,推导期权价格满足的微分方程,结合基于股票的不付红利欧式看涨看跌期权价格的边界条件,得出方程的解析解,并通过转化得出支付红利的欧式期权的价格,以及美式期权和以其他资产为标的的期权的价值,如货币期权和股票指数期权。
  • The first part of this text recommends and explain the intension of the system of executive stock option with its key element , characteristic , current development , positive and negative effects , etc . which offering basic support for following analysis ; the second part , described the behavior of stock price and black - scholes option pricing model from the angle of quantitative analysis , and discuss the value factor of stock option with its encouragement , analyzed the change of every factor in black - scholes option pricing model impact on option worth ; then analyzed the leverage effects and manager ' s morals risk model of executive stock option , at last , considering the main defect existing in the system of executive stock option at present , that is : it depends on stock market unduly , and the stock option incomes of manager has no relationship with manager ' s achievement . this text bring forward the manager synthesizes achievement and appraises model
    本文的第一部分全面介绍和阐述了经理股票期权制度的内涵,构成要素,特点,发展情况和正负效应等,为后面的分析提供了基本支持;第二部分,从定量分析的角度出发描述了股票价格行为和black - scholes期权定价模型,并以此为理论基础探讨了股票期权的价值因素和激励性,分析了black - scholes期权定价模型中各因素的变化对期权价值的影响;接着分析了经理股票期权的杠杆效应和经理人道德风险模型,最后,针对当前经理股票期权制度存在的主要缺陷即:过度依赖股票市场,经理的股票期权收入与公司的业绩缺乏相关性这一问题提出了经理综合业绩评价模型。
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