The problem of forward starting options in jump-diffusion models is considered.
在跳扩散过程模型下研究了远期起点期权的定价问题。
Approximately Pricing of Forward Starting Options under Stochastic Jump Circumstance;
随机跳环境下远期起点期权的近似定价
Packaged forwards and options:Range forwards and break forwards;
远期和期权打包产品——范围远期和中断式远期
Its origin dates back to remote antiquity.
它起源于远古时期。
Pricing of Interest Rate Options on the Defaultable Forward LIBOR;
基于违约远期LIBOR的利率期权的定价
Common examples of derivatives include swaps, options, futures and FRAs.
衍生工具的常见例子包括互换(掉期)、选择权(期权)、期货和远期。
An option does that.
期权就能做到这一点。
For puts: futures price- premium+ expected basis.
对于卖出期权是指期货价格减去期权金再加上预期的基点。
For calls: futures price+ premium+ expected basis.
对于买入期权是指期货价格加上期权金再加上预期基点。
The Negotiating Bank is authorized to negotiate the usance drafts at sight for the face amount.
授权议付银行议付远期汇票,依票额即期付款。
Quanto Forward Contracts and Quanto Barrier Options Pricing Model;
双币种远期契约与双币种障碍期权的定价模型
The Research on Trading Strategies for Forward Contracts in Power Market Based on Option Theory;
基于期权理论的电力远期合同交易策略研究
Optional Forwards Based on Supply Chain Risk Management;
基于供应链风险管理的带期权的远期合同
COMBINING OPTION THEORY WITH MODELING FOR BILATERAL OPTIONAL ELECTRICITY FORWARD CONTRACTS;
结合期权理论的双边可选择电力远期合同模型
A Monte Carlo Simulation Method for Pricing the Forward-Starting Asian Option with Floating Strike Price
远期生效亚式期权定价的蒙特卡罗模拟法
The Study of Fix Points on the Term Structure Curve of Forward Exchange Rates
远期汇率期限结构的相对稳定点的研究
At expiration, equal to the futures or stock price minus the strike price of the call.
到期日价格,等于远期价格或股票价格减看涨期权履约价格。
On the Beginning for Calculating the Prescription Period of Anspruch of Unascertained Deadline for Performance;
试论未定履行期的请求权诉讼时效期间的起算
Another difference between investing in options and the underlying share arises from the limited life of the option.
投资于期权和股票的另一不同点是,期权的寿命有限。 期权价格在快要到期时的波动越大。
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