二项式期权,binomial options tree method
1)binomial options tree method二项式期权
1.Then, based on the analysis of characters of strategic investment in mobile telecommunication field, an analysis model of appraisal strategy investment decision-making has been constructed by applying the binomial options tree method to evaluate.本文阐明了传统的投资评价方法对移动通讯企业投资评价的局限性,然后尝试把实物期权理论引入移动通讯企业战略投资的决策之中,根据移动通讯企业战略投资具备的不可逆性,决策的灵活性,以及投资环境的不确定性的特征,提出实物期权理论对于战略投资决策评价的适用性;然后对移动通讯企业投资特点进行实物期权特性分析,构建移动通讯企业投资的实物期权分析框架,运用二项式期权定价方法,构建了实物期权模型并运用中国移动是否投资扩张3G项目进行了实证分析。
英文短句/例句

1.Binomial Option Pricing Function on the Arbitrage-Free Condition在无套利条件约束下的二项式期权定价公式
2.Valuing the Price of American Reload Option by Binomial Option Pricing Model用二项式期权定价模型估价美式再装期权的价值
3.Binomial Pricing of Path Dependent Option与轨道相关的期权的二项式定价方法研究
4.The Algorithm for Real-Options Evaluation Based on Quantum Binomial Model;基于量子二项式模型的实物期权估值算法
5.Binomial pricing model of up-and-out calls;上升敲出的障碍期权的二项式定价模型
6.Trinomial Option Pricing Model of Barrier Option in Finite Periods;有限时期障碍期权的三项式期权定价模型
7.Real Option,Binomial Model and Financial Structure--A Research on Financing Decision for Start up Firm in Uncertainty;实物期权、二项式定价模型与融资结构——不确定性环境下初创企业融资决策探讨
8.Two-stage Concession Term Decision Model for Infrastructure BOT Projects Based on Option Game;基于期权博弈的基础设施BOT项目二阶段特许权期决策模型
9.The Study of Asian Options Pricing Based on the Binomial Tree Model;基于二叉树模型亚式期权定价的研究
10.Pricing European Options in a Bivariate Jump-diffusion Model;一类二元跳扩散模型的欧式期权定价
11.A Fuzzy Binomial Tree Model with European Call Options Pricing;关于欧式看涨期权的模糊二叉树模型
12.Solve Weighted Least Squares Fitting Polynomial Coefficient with Program用程序解加权最小二乘拟合多项式的系数
13.Application of partial least-squares regression in valuing American-Asian option;偏最小二乘回归在美式-亚式期权定价中的应用
14.No time limit shall be set on the term of protection in relation to the rights provided for in Article 36 (1) and (2) of the Law.著作权法第三十六条第(一)、(二)项权利的保护期不受时间限制。
15.Decision-Making Model of Investment Based on Real Options for Urban Environmental Infrastructure BOT Project;环境基础设施BOT项目实物期权模式决策
16.A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis;一个依赖于挠度与峭度的三项式期权定价模型
17.Study on Dichophase Project Financing Mode of Shenzhen Metro Line 4;深圳地铁4号线二期工程项目融资模式研究
18.Reflective function and periodic a solution of second order polynomial differential system二次多项式微分系统的反射函数与周期解
相关短句/例句

binomial option pricing二项式期权定价
1.This paper summarizes the study on options pricing in view of quantum finance,such as the path integrals approach, the gauge theory of arbitrage, and the quantum model of binomial option pricing.综述了新兴的量子金融理论在期权定价上的应用,包括量子力学路径积分方法和虚拟套利动态测量理论, 以及二项式期权定价的量子模型。
3)binomial option pricing model「二项式」期权定价模式
4)"two-state" option valuation model「二态」期权模式
5)single option单项期权
6)Binary option二元期权
1.This dissertation is intended to study some exotic option pricing problems, so as to establish the mathematic model of option pricing in fractional Brownian motion environment, and the innovation of this dissertation is: First, we get gap option and binary option pricing in fractional Brownian motion environment.本学位论文主要致力于金融学中若干奇异期权定价问题的研究,建立在分数布朗运动环境中的期权定价数学模型,本文所做创新工作为:一、推导出在分数布朗运动环境中欧式缺口期权、二元期权的定价公式。
延伸阅读

二项式期权定价模型二项式期权定价模型 【二项式期权定价模型】二项式期权定价模型的名字源于该模型中的主要假设,即股票价格的变动呈二次分布的模式,也就是在单一时间单位里,股票价格变动只存在两种可能结果,或者上升一定幅度,或者下降一定幅度,而上升或下降的概率是呈二次分布的。这种股价运动二项式的假设实际上是对真实股价变动模式的一种极为简化的近似,而此模型的意义并不因这种简化而消失,一方面它简单,另一方面它也清楚地体现了期权定价中的主要因素,从而为研究B一S模型奠定了基础。