contingent claim valuation 读音:美英 contingent claim valuation基本解释 或有要求权 分词解释 contingent可能的 claim声称 valuation估价 contingent claim valuation是什么意思 contingent claim valuation怎么读 contingent claim valuation在线翻译 contingent claim valuation中文意思 contingent claim valuation的解释 contingent...
必应词典为您提供contingent-claim-valuation的释义,网络释义: 或然权利估值法;求偿权评价法;於或有求偿权评价;
analytic contingent claim valuation methodsLaguerre seriesnegative moments of the integral of geometric Brownian motionexplicit Asian option valuation formulasThis paper pursues the role of Laguerre series in the explicit valuation of contingent claims in general and Asian options in particular. Motivated by...
Laguerre Series in Contingent Claim Valuation, with Applications to Asian OptionsThis paper pursues the role of Laguerre series in the explicit valuation of contingent claims in general and Asian options in particular. Motivated by DufresneSocial Science Electronic Publishing...
开通VIP Chapter 16: The Valuation of Contingent Claims Objective To explain the theory and application of the Contingent-claim valuation method Chapter 16 Contents Contingent Claims Analysis of Corporate Debt and Equity Convertible Bonds Valuing Pure State-Contingent Securities Objectives To show how the...
Michael Akindele OkedoyeScientific ResearchJournal of Mathematical FinanceE.A. Owoloko, N.A. Omoregbe and M.A. Okedoye, A Contingent Claim Approach to Bank Valuation. Journal of Mathematical Finance, 4, (2014), 234-244. http://dx.doi.org/10.4236/jmf.2014.44020....
We present the design and initial implementation of a problem-solving environment that values industrial investment projects. We use the contingent claim, or real option, valuation method, which views a project as a claim to future cash flows which are dependent on underlying stochastic factors, suc...
4. contingent valuation:随机估价 5. contingent debt:或有债务 6. contingent fee:按情况收费 7. contingent reward:随机奖励 8. contingent operator:条件算子 9. contingent probability:条件概率 10. contingent claim:或有要求权 以上短语中,有些与特定语境有关,如“取决于”可以用于描述某事的结果受到其他条件...
Contingent ClaimDouble Exponential Jump-Diffusion ModelEuropean OptionFast Fourier Transform MethodFast Hilbert Transform MethodHeston ModelMerton’s ModelStochastic Volatility ModelThis paper presents two transform methods for pricing contingent claims namely the fast Fourier transform method and the fast ...
And European contingent claim can be priced by martingale method. 本文首先简要介绍了期权定价理论的产生和发展,其次介绍了随机分析的有关理论基础,接着简要介绍了金融市场的基本知识,并利用随机分析中的鞅方法来定价一般欧式或有债权,最后一章建立了带有汇率的期权定价的模型并给出定价公式。