We studing the pricing problem of pricing European exchange rate call option related with the stock under the condition that underlying assets price following the logarithmic normal processes.
在标的资产价格服从对数正态过程的条件下,研究与股票相关联的欧式汇率买入期权的定价问题。
In this paper the difference between warrants and common call options are introduced.
本文介绍了认股权证与普通买入期权的差异 ,分析认股权证的主要功能 ;通过对影响认股权证价格的六个因素进行讨论 ,最后对认股权证的几种定价方法进行讨论和比较。
Average Price Cal
平均价格买入期权权
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。
call option:Option to purchase designated securities at a predetermined price within a specified time limit.
买入期权;购买期货权:指在限定的时间内,按预先确定的价格购买指定证券的选择权。
The Pricing Formula for European Exchange Rate Call Option Related with the Stock;
与股票相关的欧式汇率买入期权定价公式
DOWN AND OUT CALL OPTION PRICING MODEL WHEN STOCK PRICING PROCESS IS JUMP DIFFUSION PROCESS;
股票价格服从跳-扩散过程的下降敲出买入期权定价模型
put and call option
期货抛出和买进选择权;卖出买入选择权;卖出与买入选择权
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。
For a long put, equal to the put value minus the premium. For a short put, equal to the premium minus the put value.
对于买入看跌期权的人,等于期权价值减去期权金。对于卖出看跌期权的人,等于期权金减去价值。
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。
put and call dealers
卖出与买入选择权自营商;期货抛出和买进自营商
The option buyer has the right to demand purchase or sale of a specified currency, but no obligation to do so.
期权的购买者,有要求购入或卖出某种货币的权利,但没有义务。
The Nature of the Buyer s Contingent Right in Conditional Sales;
所有权保留买卖买受人期待权之本质
Buyer s Expecting Right in Title Retention;
论所有权保留买卖中买受人的期待权
You can take out an option to sell the dollars at the current level.
这时,你可以买入一个按当前市场价卖出美元的期权,
SEHK traded option
在联交所买卖的期权
Clearing Participant (options trading)
结算参与者(期权买卖)
clearing member (options trading)
结算会员(期权买卖)
An option which provides the right to buy a currency and sell the base currency is a call option.
买方期权是指期权买方有权买进一种货币,卖出另一基准货币。
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