...生品的信用风险 考点34.8 描述脆弱期权(vulnerable option),解释在对其定价时如何考虑信用风险 脆弱期权(vulnerable option)即有违约风险的期权,期权持有人只有在对方有能力支 付时才能得到规定的支付额。
基于24个网页-相关网页
vulnerable european option pricing 脆弱期权定价 ; 脆弱
vulnerable European option 脆弱欧式期权
vulnerable European call option 有违约风险的欧式看涨期权
Moreover, we prove that counterparty risks of vulnerable option have an effect on its price.
随后进行数值分析,验证了交易对手风险对期权价格的影响不容忽视。
It's a solution for us—getting birds to do the work is cheap and effective—and it could give vulnerable oaks and pines the option to truly "make like a tree and leave."
这对我们来说是一个解决方案——让鸟类来做这项工作既便宜又有效——它可以让脆弱的橡树和松树有机会真正“像树一样生长,然后老去”。
The recent images of houses floating down the swollen rivers of Brisbane, Australia, are a reminder that the safest option is keeping new structures away from vulnerable zones.
最近在澳大利亚布里斯班市发生的房屋随河水涨潮而漂流的事件,却再一次提醒人们最安全的方法就是让建筑物远离易受灾的地区。
应用推荐