At the same time, it shall recognize the liability formed by its continuous involvement according to the aggregate option exercise price and the time value.
同时,按照该期权的行权价格与时间价值之和,确认继续涉入形成的负债。
The price an investor is willing to pay for an option depends on a number of factors including interest rates and the relationship between the market price and the exercise price.
投资者愿意支付的期权价格取决于一系列因素,包括利率以及标的资产的市场价格和行权价格的关系。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
利用抛物型偏微分方程的极值原理,得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
The expected discounted payoff corresponding to the optimal parametric exercise boundary is the final result for the American basket option price.
这个根据参数形式的最优可执行边界得出的期望贴现收益就是我们所求的美式一篮子期权价格。
We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.
讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
The exercise of an option must also be disclosed; the date of exercise, the exercise price and any option money paid or received must be stated.
期权的行使也须予披露,并且须说明行使日期、行使价格及已支付或已收取的期权金。
An option is described as being at the money when the exercise price is approximately the same as that of the underlying instrument.
当期权的行使价非常接近标的资产的市价时,期权即处于平值状态。 平值期权实际上可以是处于略为价内或价外的状态。
This paper analyses and computes the optimal exercise price of the American put option, by using the "FFT-RK" method. At last, numerical examples show that this method is efficient and accurate.
利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算,最后通过数值算例说明了这一方法的有效性和准确性。
On the base of this theory, at the money option is better than premium and discounted options; if the stock price below the exercise price, option price is benefit for company and executive.
在此理论基础上,平价期权比折价、溢价期权更能体现期权的激励效果,而且在股票市场大幅低于执行价格时,再定价对双方都是有利的。
The investor could exercise call option when the price moves higher on the other hand, the investor could exercise put option so that the investor can enjoy the benefit from the large price movements.
投资人可在市场上涨时履行看涨期权,同理在下跌时履行看跌期权。从而可以享受到价格波动较大时的好处。
The exercise price of any option granted to you will be the closing price of a common stock on the date of grant.
不管何种认购权,其行权价都是A股普通股认购权授予当天的收市价。
A put option is an agreement in which the buyer has the right (but not the obligation) to exercise by selling an asset at the strike price on or before a future date;
看跌期权亦为一种协议,在该协议中,买方有权(但非义务)以履约价格在未来某日或未来某日之前出售某一资产;
This paper investigates stock price behavior and corporate disclosure patterns around the draft announcement dates and the exercise dates of stock option plans.
本文研究了我国上市公司股票期权激励计划草案公告日和行权日前后的股价行为和公司披露行为。
This paper investigates stock price behavior and corporate disclosure patterns around the draft announcement dates and the exercise dates of stock option plans.
本文研究了我国上市公司股票期权激励计划草案公告日和行权日前后的股价行为和公司披露行为。
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