In this paper,under the assumption that the price of the underlying assets at expiration date obeys a normal distribution, we discuss both the probability for purchasers of option combination to get profit and the mathematical expectation of its profit function.
在假定基本资产到期日的价格遵从正态分布的条件下,本文讨论期权组合的购买者获益的概率及其损益函数的数学期望。
Probability analysis on trading strategy of combination option;
组合期权交易策略的概率分析
Research on the Multi-Commodity Futures Portfolio Market Risk Evaluation Model and Its Application;
多品种期货组合风险评价模型及其应用研究
Nonlinear Portfolio Cross Hedging Model of Multi-futures vs A Single-cash
多种期货对一种现货非线性组合套期保值模型
A combination of a short futures contract and a long call, called a synthetic long put.
卖出期货合同和买进看涨期权的组合,叫做组合买入看跌期权。
Hedging Strategy Involving Future and Option Simultaneously;
期货与期权的组合在套期保值策略中的应用
Portfolio Insurance in Future Market;
期货市场组合保险策略及其实证研究
Build an Investment Portfolio Depended on Monetary Cycle
货币周期指导下的行业投资组合构建
The Theory and Method of Futures Combination Hedging Step by Step;
期货市场逐步组合套期保值的理论与方法
Research on Hedging of Stock Index Futures in Investment Portfolio Management
股指期货在投资组合管理中的套期保值研究
Application and Study of the Commodity Future in the Asset Portfolio;
大宗商品期货在资产组合中的应用与分析
Construction of Investment Portfolio Tracking Stock Index;
股指期货套利中跟踪指数投资组合的构建
PORTFOLIO SELECTION AND MUTUAL-FUND THEOREMS WITH THE INTRODUCTION OF STOCK INDEX FUTURES;
引入指数期货的组合证券选择与基金分离定理
The Pricing Behavior of Stock Index Futures and Empirical Study on Its Investmnet Portfolio Insurance Tacic
股指期货价格行为及投资组合策略实证研究
The Mode for the Farmer Professional Cooperative Organization to enter into the Futures Market
农民专业合作组织参与期货市场的模式研究
Forecast Freight Volume with Gray-Periodic Extensional Combinatorial Model
应用灰色-周期外延组合模型预测货运量
A combination of a futures contract and an option, in which one is bullish and one is bearish.
一种一个期货合同和一个期权的组合,其中一个看涨一个看跌。
Also, a combination of a long futures contract and a short call, called a synthetic short put.
同时,买进期货合同和卖出一个看涨期权的组合,叫做组合卖出看跌期权。
commodity futures contract
商品期货合约,商品期货合同
A combination of a long futures contract and a long put, called a synthetic long call.
由买入一个期货合同和买入一个看跌期权的组合,就叫做组合买入看涨。
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