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exotic option

  • 新奇选择权;第二代期权组合(设回报上或下限)

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  第二代期权组合

... 第二的,从属的:Secondary 第二代期权组合(设回报上或下限):Exotic option 第二次印刷:the second impression ...

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  选择权

选择权(American option)(即持有者可在合约之时间范围内的任何时间去执行合约),以及其它各式各样的奇异选择权(exotic options)(在美国华尔街(Wall Street)市场上,有上百种不同的选择权).这些选择权的定价(即求各式各样的"广义微分")是现今很热门的课题.

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  新型期权

标准化期权 (vanilla Option)是在交易所内上市交易的期权;而非标准化期权又称新型期权 (exotic Option),大都是在店头市场上进行交易。

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短语

exotic option or exotics 新型期权

Hybrid and Exotic Option Structures 型期权

European exotic option pricing 欧式奇异期权定价

Exotic c option 第二代期权组合

Exotic Currency Option 外汇期权

Exotic electricity option 新型电力期权

 更多收起网络短语
  • 新型期权 - 引用次数:7

    The maximum of Brownian motion with drift is often encountered in the pricing of exotic option, we apply the theory of the maximum of Brownian motion to barrier option and lookback option, and obtain their pricing formulas.

    新型期权定价中经常遇到具有漂移的布朗运动的最大值问题,我们运用布朗运动的最大值理论为障碍期权和回望期权定价,得到了它们的定价公式。

    参考来源 - 布朗运动的最大值和新型期权 (研究生论文)
    奇异期权 - 引用次数:6

    Gap option is an exotic option, its earnings doesn’t depend on the strike price, but depends on a constant G (called gap).

    欧式缺口期权是一种奇异期权,其到期收益不是与执行价格比较,而是以另一个常数G(即缺口)作比较。

    参考来源 - 分数布朗运动环境中期权定价模型的研究
    新奇选择权 - 引用次数:1

    参考来源 - 分数布朗运动环境中2种新型权证的定价 Pricing of two kinds of exotic options in Fractional Brownian Motion environment
    第二代期权组合

·2,447,543篇论文数据,部分数据来源于NoteExpress

Exotic option

  • abstract: In finance, an exotic option is an option which has features making it more complex than commonly traded vanilla options. Like the more general exotic derivatives they may have several triggers relating to determination of payoff.

以上来源于: WordNet

双语例句权威例句

  • Then, we extended option pricing of some exotic options.

    从而我们推广了部分奇异期权定价

    www.fabiao.net

  • This way of option pricing is simple and direct. It provides another way to price exotic options.

    这种期权定价方法简单直接,提供定价新型期权的另一种途径

    dict.cnki.net

  • In this paper, we derive the pricing formulas for European option and exotic options by using Martingale method.

    本文利用方法重新推导欧式期权一些奇异期权定价公式

    dict.cnki.net

更多双语例句
  • This is the simplest of examples, but bear in mind that more exotic mortgage contracts like option adjustable rate mortgages (ARMs) and such can leave the household in a similar situation, facing not only impaired equity but also higher payments.

    FORBES: Magazine Article

  • Even companies like utilities--never big on exotic salaries--have begun to embrace the option practice.

    FORBES: The Age Of The $100 Million CEO

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