Here we go: If you are betting against bitcoins, what you want to do is buy a put option, which is a derivative contract that allows you to sell something at a set price. 首先:既然投资者计划做空比特币,自然要买入看跌期权。所谓看跌期权是指允许投资者以预定价格卖出投资品的衍生工具合约。
If this institution bought a put option on a debt security, it would be clearly hedging. 如果这个机构买入债务证券的卖出期权,显然是进行套作保值。
The main contents of the Circular include: firstly, two categories of risk reversal portfolio business, including foreign exchange put option and foreign exchange call option are introduced; 《通知》主要内容包括:一是推出外汇看跌和外汇看涨两类风险逆转期权组合业务;
The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts 基于美式看跌期权合同的发电商竞价策略研究
From the structure of barrier options, call option and put option is the same as the terms. 从障碍期权,看涨期权和看跌期权的结构是一样的条件相同。
Bear spread constructed by the sale of a put option and the simultaneous purchase of another put option with the same expiration, whereby the short put has a lower strike price than the long put. 是指投资者卖出一个执行价格较低的看跌期权,同时买入一个执行价格较高的看跌期权,也称为卖权空头价差(交易)。
The act of purchasing an "in the money" put option so that the buyer can capitalize on a bear market by effectively shorting a stock without waiting for an uptick. 买入价内看跌期权,买方因此可卖空相关股份,从而可以在熊市里无需等待股价回升而获利。
A put option provides the right to sell a currency and buy the base currency at the agreed rate. 卖方期权则是一项按商定的汇率卖出一种货币并买进一种基准货币的权利。
American Put Option with Stochastic Financial Market Model 随机市场模型下美式看跌期权的定价
This paper introduces credit derivatives including put option, default option, swap and credit-linked notes ( CLN), and their applications in credit risk management. 看跌期权、违约期权、互换和信用联系票据等几种信用衍生产品在信用风险管理中的应用有着重要的现实意义。
The Valuation Formulas of Reset Put Option with Credit Risk 带有信用风险的重设卖出期权的定价公式
The optimal exercise price of the American put option 美式看跌期权的最佳执行价格
The pricing problem of the American Put Option and volatility estimate are currently studied as two of the important items in the option pricing theory. 美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
The American put valuation problem is very important and complicated in the Option Pricing Theory ( OPT), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found. 在期权定价理论中,美氏卖权定价问题是相当重要又是相当复杂的,迄今还未找到恰当的美氏卖权连续时间定价模型和紧凑的定价公式。
In this paper, assume that interest is stochastic, using martingale method, we deal with pricing formula of European contingent claim on foreign currency, and obtain price of European call and put option. 在随机利率情形下,利用鞅方法给出外汇欧式未定权益定价公式,得到了欧式看涨期权和看跌期权价格解析表达式及平价关系;
If core competence is viewed as a put option, we can use Option Pricing Theory to assess it. 如果把核心能力视作一个看跌期权,我们可以应用期权定价公式对核心能力进行评估。
This paper mainly discusses the option risk problem, the strategy used to hedge the portfolio by means of the index put option, and the conditions under which the strategy is adopted. 讨论了期权的风险问题及利用股票指数如何进行套期保值的策略,同时还讨论了利用股票指数进行套期保值可实施的条件。
The author reviews the research papers relating to annuity investment in western countries and comes to the conclusion that neither the arbitrage model nor the profit guarantee put option could explain the reality. 本文回顾了西方养老基金投资领域的研究文献,无论是税收套利模型还是对养老金收益担保公司的看跌期权模型,都不能解释现实。
Under the hypothesis of continuous dividend, if the continuous dividend rate is p, and regular payment dividend, we get European call and put option pricing formula and their parity. 在假定支付连续的红利率和定期支付的条件下,得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option. 美式期权的路径依赖特征导致了其定价的复杂性,并使得美式看涨、看跌期权之间的定价原理差异较大。
The article detailedly researches the characters of the American option and the principle of forming its value, and offers a new, very fast and accurate numerical pricing method of the American put option& "FFT" method. 本文深入剖析了美式期权特点及其价值形成机理,提出了一种新的快速的高精度的美式看跌期权定价的数值方法&快速傅里叶变换法。
Study on Pricing of Non-Performing Loan in Commercial Bank Based on Put Option of Variable Strike Price 基于变执行价格认沽期权的不良贷款定价研究
Ruin Analysis for Erlang ( 2) Risk Process and American Put Option Erlang(2)过程的风险分析与美式看跌期权
This article will put option model use into the solvency analysis of property-liability insurance. 本文将期权定价模型运用于财产保险的偿付能力分析。
The pricing models of gap options are studied, and the pricing formulas of the European gap options under risk-neutral valuation are given. It is shown that there is no put-call parity ralation between gap call option and put option. 讨论缺口期权的定价模型,利用风险中性估值原理给出欧式缺口期权的定价公式,并说明了欧式缺口看涨和看跌期权之间不存在平价关系。
Put option pricing numerical method through parallel computing to achieve a recent relatively new also hotter studies, in which backward stochastic differential equations using method of realization option pricing, is higher, with show calculation accuracy of financial market closest one way. 把期权定价的数值方法通过并行的计算来实现是近期较新也较热的研究,其中利用倒向随机微分方程方法实现期权定价,是计算精确性较高,同显示金融市场最相符的一种方式。
The European put option period subject to the mortgage loan repayments to decide. 该欧式看跌期权的期限受该住房抵押贷款还款方式决定。
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。