compound option
英 [ˈkɒmpaʊnd ˈɒpʃn]
美 [ˈkɑːmpaʊnd ˈɑːpʃn]
复合期权
双语例句
- Gukhal ( 2004) derived analytical volution formula for compound option when underlying asset followed a special case of jump-diffusion process, that.
在利率确定的情形下，利用保险精算方法，推导了股票价格服从跳扩散过程的欧式再装期权的定价公式。 - Compound Option Pricing Model of Foreign Patent in China
基于复合期权模型的外国在华专利价值研究 - The advantage and application prospect of multistage compound option in modeling sequential decision were discussed, and the critical difficulties and solutions in actual application pointed out.
对多期复合期权模型在序列决策方面所具有的优势与应用前景、研究难点及相应的解决方案展开了深入的讨论。 - The Pricing of Compound Option and Its Application in Risk Investment
复合期权的定价及其在风险投资决策中的应用 - Application of Real Compound Option Mode in the Pricing of Human Capital
复合实物期权模型在人力资本价值评价中的应用 - When firm are financed with a combination of debt and equity, the equity in the firm can be interpreted as a call option on the firm, then the stock option is an option on a call option on the firm, that is, a compound option.
当公司以债券和股票来融资时，股票可以看作基于该公司价值的看涨期权，则基于该公司股票的期权可看作是基于公司价值的期权的期权，既复合期。 - The result show that using compound option theory in the investment decision of mining projects can better reflect the uncertainty and managerial flexibility in a way.
研究表明，运用复合期权理论进行矿业工程投资决策，在某种程度上能更好地反映不确定性和管理灵活性的价值。 - On the basis of analyzing shortcomings of traditional evaluation approach, we could regard company equity as a compound of rights and liabilities by asset pricing theory. So real option theory and option pricing model ( OPM) is introduced here.
在分析了传统价值评估方法局限性的基础上，依据资产定价理论我们可以把公司股权看成权利与义务的复合，引入期权定价理论与期权定价模型。 - Pricing of Compound Option Driven by Multi Fractional Brownian Motions
多个分数次布朗运动影响时的混合期权定价 - The application analysis of real option, this part analyzed option to defer, option to expand, option to abandon, option to switch and compound option in R& D investment.
实物期权的应用分析，对研发管理中存在的延迟期权、放弃期权、转换期权、增长期权和复合期权的应用进行了分析。 - Further to this, the quadrinomial approach is adopted to solve the compound option pricing problems which involve uncertainties in terms of technology and market and which are often incurred in R& D activities.
在此基础上，引出四项式法来解决实际R&D活动中普遍带有技术和市场不确定性的复合期权定价问题。 - This thesis regard real option theories as foundation, use backward stochastic differential equation as model, deduce the compound option pricing model, discuss its algorithm and give the calculation formula of numerical solution.
本文，以实物期权理论为基础，用倒向随机微分方程做为建模工具，推导出了复式期权定价模型，讨论其算法并给出数值解的计算公式； - After analyzing venture capital characteristic we discover venture capital not only has the characteristic of the common investment, but also has obviously compound option character. In the compound option pricing model foundation, The pricing model of venture capital is put forward.
在分析了风险投资特性后，发现风险投资不仅具有一般投资的期权特性，还具有十分明显的复式期权性质，在复式期权定价模型的基础上，提出了风险投资的定价模型； - Compound Option Model Based on Jump Process
基于跳跃过程的复合期权定价模型 - Research on the Evaluation Method of the Human Capital Compound Real Option
人力资本价值复合实物期权评价方法研究 - Research on the Theoretical Pricing Model and Numerical Simulation of Compound Option and Path-dependent Option and Their Applications
复合期权与路径相关期权定价理论模型、数值模拟及应用研究 - Pricing of Compound Option in a Fractional Brownian Motion Environment
分数布朗运动环境中混合期权定价 - This part analyzed the application of option to defer, to switch, option to expand and compound option in R& D investment.
总结了用实物期权方法分析研发项目的基本思路。4.对可延迟期权、可转换期权、可开拓期权、多阶段期权在研发项目中的应用进行了分析。 - Chapter three introduces the concept, type, basic parameter of the option and theoretical foundation and model of option pricing as well as the real option and the compound option.
第三章介绍期权的概念、类型及基本参数、期权定价的理论基础和模型以及实物期权和复合期权。 - Time-Dependent Volatilities Multi-Stage Compound Real Option Model and Application
变波动率多期复合实物期权定价模型及应用 - This paper proposes the variable volatilities multi-stage compound real option model and gives its application on venture capital investment valuation;
文中提出了变波动率多期复合实物期权模型，并将该模型应用于风险投资项目评价； - Option-pricing theory was used to estimate the two-stage flexible investment plan considered as compound European option.
研究了风险投资方案的构造与评估方法.将投资方式灵活、分两阶段的投资方案视为欧式复合期权，引入实物期权定价理论，并用二叉树模型演示其价值评估过程。 - Pricing Convertible Bonds Based on Compound Option Model
可转换公司债券复合期权定价方法 - Because each option is related, its value constituted a mutual influenced value chain, which cannot carry on the independent evaluation to each option, should be regarded as a compound option.
由于各个期权都是相关的，其价值构成了一个相互影响的价值链，不能对各个期权进行简单的独立的评价，应将其看作一个复合期权。 - This paper extends the theoretical model and application scope of multi-stage compound option and path-dependent option using Finite Difference Method and Finite Element Method.
本文借助于有限差分和有限元方法拓宽了多期复合期权和路径相关期权定价的理论模型与应用的范围。 - The valuation of multi-stage compound option and path-dependent option is the important problem in current financial engineering research.
多期复合期权与路径相关期权的定价问题是当今金融工程研究的热点。 - In order to calculate the value of right, build an pricing model based on compound option under the conditions of constant volatility and price followed geometric Brownian motion.
为了计算采矿权的价值，假定矿产品的价格服从几何布朗运动，在常数波动率的条件下，建立了基于复合期权的矿产资源采矿权定价模型。 - In the second chapter, we study the relevant option pricing theories based on the stochastic interest rates under the stock dividends payments, which finally leads to the call option pricing model, the put option pricing model and the compound option pricing model.
第二章研究了随机利率情形下、股票支付红利时期权定价的相关问题，并推导出了看涨、看跌和各种复合期权的定价模型。 - The mainly problem of the study on the evaluation of human capital by the evaluation method of the compound real option is the experience study.
开展人力资本复合实物期权评价方法研究的主要困难在于缺乏必要的实证分析支撑环境。 - Applies the value assessment model of the mining right which is established by compound option theory, conforms much more to multi-option characteristic of the mining right.
应用复合期权理论建立的矿业权价值评估模型，更加符合矿业权的多期权特性。