• We build on the contingent claim approach to investigate these issues.

    而且我们是基于条件假设来研究这些问题的。

    youdao

  • Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.

    在随机利率情形下,讨论了有红利支付的股票未定权益定价问题。

    youdao

  • Convertible bond is the contingent claim not only of the firm value, but also of interest rate and its term structure.

    企业可转换债券既是企业市场价值的或有债权,又是利率及其期限结构的或有债权。

    youdao

  • The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.

    利用倒向随机微分方程和鞅方法,讨论国外股票欧式未定权益的一般定价问题,获得了一般定价公式。

    youdao

  • The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.

    利用倒向随机微分方程和鞅方法,直接得到欧式期货未定权益的一般定价公式以及套期保值策略。

    youdao

  • The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously.

    汇率连动期权是一种未定权益,其投资者不得不同时规避国外股票和外汇价格变动的风险。

    youdao

  • On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.

    在此基础上,建立了具有随机寿命的欧式未定权益定价模型,并得到一些具体的欧式未定权益定价公式。

    youdao

  • While that appears a tall claim, there is hope that India's largest shooting contingent to travel to the Olympics (12) achieves at least a couple of medals.

    听起来或许像是吹牛,然而印度历届最大的射击代表团这次有望在奥运会上至少拿到2枚奖牌。

    youdao

  • While that appears a tall claim, there is hope that India's largest shooting contingent to travel to the Olympics (12) achieves at least a couple of medals.

    听起来或许像是吹牛,然而印度历届最大的射击代表团这次有望在奥运会上至少拿到2枚奖牌。

    youdao

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