欧式看涨期权的英文

• european call

• "欧"英文翻译    a surname
• "式"英文翻译    type; style
• "看涨"英文翻译    be expected to rise; long
• "美式看涨期权" 英文翻译 :    american call
• "看涨期权" 英文翻译 :    call options
• "看涨期权来源" 英文翻译 :    call option
• "组合看涨期权" 英文翻译 :    synthetic call option
• "看涨期权(买权,买入期权)" 英文翻译 :    call options
• "看涨期权，延买期权" 英文翻译 :    call option
• "买方期权，看涨期权" 英文翻译 :    call (option)
• "买入期权，看涨期权" 英文翻译 :    call option
• "认购期权；看涨期权" 英文翻译 :    call option
• "看涨期权和看跌期权" 英文翻译 :    call options and put options
• "欧式期权" 英文翻译 :    european options; european style option
• "美式期权和欧式期权" 英文翻译 :    american and european options
• "涨期" 英文翻译 :    flood
• "不派息欧式认购期权" 英文翻译 :    non-dividend paying european call option
• "不派息欧式认沽期权" 英文翻译 :    non-dividend paying european put option
• "看涨" 英文翻译 :    [贸易] (of making prices) be expected to rise; long: (对物价的) 看涨心理 psychological expectations of rising prices; 行情看涨。 market will be strong
• "期权" 英文翻译 :    options
• "欧式管" 英文翻译 :    eustachian
• "欧式门" 英文翻译 :    a-102; hj-013
• "夹式看片灯" 英文翻译 :    film filing viewer
• "台式看片器" 英文翻译 :    table slide viewer
• "看涨的" 英文翻译 :    bullish

• Because the return rate has many good characters such as the following , we estimate the return rate by use of the characters . theorem 1 [ 20 ] set kernel function k ( u ) and density function f ( x ) satisfy the following conditions
  第三部分研究在收益率不服从正态分布的情况下用核估计方法对股票的收益率密度做出估计,然后算出在期满日时的股价,再用非参数估计方法对欧式看涨期权价值进行评估
• On the assumption of continuous dividend of shares award , we ' ll establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and european rising option pricing all through martingale theory and stochastic analysis
  摘要假定在股票支付连续红利率的情况下，我们将建立支付连续红利率服从跳过程的股票期权定价模型，并利用鞅论和随机分析的方法给出欧式看涨期权定价模型及看涨和看跌期权的平价关系式。
• We apply the return of equity ( roe ) and r instead for tobin ’ s q as the indicators to describe the corporate performance . pricing of the warrant may put forward a challenge for classical black - scholes formula . in reality , warrant holders , like option holders , may elect to exercise early if the underlying stock pays sufficiently large dividends
  指出认股权证的delta 、 gamma和vega风险对冲策略和现阶段可采用的风险管理工具和方法,分析运用经典欧式看涨期权的black - scholes公式为认股权证定价的缺陷,得出考虑红利支付的b - s公式修正模型与由历史波动率的确定的看涨期权b - s模型的定价结果较为接近,而红利支付的b - s公式修正模型和由条件波动确定的看涨期权价格差别较大的结论。
• Study work mainly is : part one , look back and look ahead the financial development history and present situation that derives market and the futuristic tendency , summarize domestic and international theory and method about venture capital investment , discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two , establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three , covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four , have looked back the concept of option , the price relation of option and black - scholes option price formula , have put forward option price formula of the discounted value of option present value ; part five , have looked back the financial concept and its classfication that financial derivatives risk , have summarized financial risk management theory , measured and assessed methods of financial derivatives risk
  主要研究工作为：第一章，回顾和展望金融衍生市场的发展历史、现状和未来，综述国内外关于风险投资的理论与方法，论述建立和发展我国金融衍生市场的必要性及重要意义；第二章，建立投资者的随机期望效用与投资风险之间的关系? ?平均随机占优；第三章，均值方差模型协方差矩阵的灵敏度分析与模糊分析；第四章，回顾了期权的概念、期权的价格关系和black - scholes期权定价公式，提出了欧式看涨期权价格的折现值所满足的微分方程；第五章，回顾了金融衍生品风险的概念及其分类，总结了金融衍生品的风险管理理论和金融衍生品风险计量和评估方法。
• ( 3 ) discussed the problem of option pricing under the condition of a market ' s completeness got the option ' s exact hedging trade formula . ( 4 ) with the fixed conditions of the black - scholes formula , improved the european price formula and combined the character of america option , concluded that under the same condition , call america option price equals call european option price
  ( 3 )利用市场的完备性条件，在完备性市场中讨论了期权定价，得出在确定条件下套期交易策略的具体表达式( 4 )利用black - scholes公式的固有假设条件，对原有的欧式期权的价格计算公式进行延拓，同时结合美式期权的相关性质，得出在同等条件下，美式看涨期权和欧式看涨期权的价格相等。