The volatility of stock price is a decisive factor in derivatives pricing.
股票价格的波动率是股票衍生品价格的决定性因素。
The volatility of stock price is a decisive factor in derivatives pricing.
股票价格的波动特征是股票衍生品价格的决定性因素。
Basic knowledge on finance and financial markets, asset pricing theories and empirical models, behavioral finance and derivatives pricing models, and 11 classical papers reading.
主要内容包括金融与金融市场基本知识介绍,资产定价理论与实证,行为金融,衍生产品定价理论与实证以及11篇经典文献阅读与交流。
Griffin, owner of the giant hedge fund Citadel Group, which is based in Chicago, proposed open pricing for commonly traded derivatives, by quoting their prices electronically.
Griffin提议公开通常交易的衍生产品的价格,通过电子交易系统报价。
The pricing for financial derivatives is among the most important problems of financial engineering.
金融衍生产品的定价是金融工程学的重要研究问题。
This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.
利用单期金融市场模型研究了非完全市场衍生资产定价问题。
Credit derivatives have been playing an important role in diversifying credit risk, improving credit risk pricing mechanism, enhancing bond market liquidity etc.
信用衍生产品自问世以来在分散金融机构信用风险、完善信用风险定价机制、提高债券市场流动性等方面发挥了积极的作用。
The pricing and performance of derivatives such as futures, options and swaps is largely based on the underlying asset.
诸如期货、期权以及互换等衍生工具的价格及走势很大程度上受标的 资产的表现影响。
The essence of pricing for derivatives is to accurately measure the value of risks and to hedge them accordingly.
定价的本质就是准确度量风险的价值,实现风险的对冲。
Option is a kind of important financial derivatives, when it appeared in the financial markets, option pricing theory and method have became hot issues.
期权是一种重要的金融衍生工具,自它在金融市场中出现,其定价理论及定价方法一直备受关注。
Option is a kind of important financial derivatives, when it appeared in the financial markets, option pricing theory and method have became hot issues.
期权是一种重要的金融衍生工具,自它在金融市场中出现,其定价理论及定价方法一直备受关注。
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